CN109598618B - Data processing method, and method and device for determining fluidity deadline gap - Google Patents

Abstract

This specification provides a data processing method, a method and a device for determining a liquidity period gap. Among them, the method includes: obtaining the asset items and liability items of the target object, as well as the asset-liability rules of the target object; establishing the financing map of the target object based on the above data; according to the liquidity parameters of the asset items and the durability parameters of the liability items, Determine the matching relationship between the asset project and the liability project; according to the matching relationship between the asset project and the liability project and the financing map, determine the liquidity period gap of the financial market business of the target object. In the embodiment of this specification, the assets and liabilities of different business types are separated to determine the flow with higher reference value through the comprehensive utilization of the financing map that characterizes the flow of project funds and the project adaptation relationship determined based on liquidity and durability. To measure the liquidity risk of the target object by using the maturity gap, which improves the accuracy and reliability of determining the liquidity risk of the target object.

Description

Data processing method, method and device for determining liquidity period gap

technical field

The technical field involved in this specification belongs to the technical field of financial risk management and control, and in particular relates to a data processing method, a method and a device for determining a liquidity period gap.

Background technique

In the field of financial risk management and control, it is often necessary to analyze and evaluate the specific operating conditions of financial institutions by evaluating the liquidity of financial institutions such as banks. For example, if a bank has excess (capital) liquidity, it can be judged that the bank's capital utilization efficiency is relatively low, and the bank's profitability needs to be improved; if a bank's liquidity is insufficient, it can be judged that the bank needs to spend more The cost to supplement liquidity, there is a risk of insufficient liquidity.

At present, most of the existing methods generally calculate the difference between the capital inflow and capital outflow of multiple designated projects of banks and other financial institutions within a certain period of time according to the fixed calculation formula in the industry as the liquidity period gap of banks and other financial institutions. Then evaluate the liquidity risk of banks and other financial institutions based on the above-mentioned liquidity period gap. The liquidity gap determined based on the above method is relatively general and crude, and cannot accurately reflect the specific liquidity of project funds in the more important business types of financial institutions such as banks. The reference value is relatively low, resulting in The maturity gap often cannot accurately evaluate the liquidity risk of banks and other financial institutions. Therefore, there is an urgent need for a method for determining the liquidity maturity gap, so as to determine the liquidity maturity gap with a high reference value, thereby improving the accuracy and reliability of determining the liquidity risk of the target object.

Contents of the invention

The purpose of this specification is to provide a data processing method, a method and a device for determining the liquidity maturity gap, so as to determine the liquidity maturity gap of the target object with higher reference value, and improve the accuracy and reliability of determining the liquidity risk of the target object sex.

A data processing method, a method and a device for determining a liquidity period gap provided in this manual are realized in the following way:

A data processing method, comprising: acquiring positive data and negative data of a target object, and data rules of the target object; according to the positive data and negative data of the target object, and the data rules of the target object, Establish a data map of the target object, wherein the data map is used to characterize the data type corresponding to the positive data in the target object, the data type corresponding to the negative data, the data source of the positive data, and the data destination of the negative data; according to the positive The first characteristic parameter of the data and the second characteristic parameter of the negative data determine the adaptation relationship between the positive data and the negative data; according to the adaptation relationship between the positive data and the negative data and the data map, Determine the data processing results for the target object.

A method for determining a liquidity maturity gap, comprising: acquiring asset items and liability items of a target object, and asset-liability rules of the target object; according to the asset items and liability items of the target object, and the asset-liability rules of the target object The rule is to establish a financing map of the target object, wherein the financing map is used to characterize the business type corresponding to the asset item in the target object, the business type corresponding to the liability item, the source of funds for the asset item, and the whereabouts of funds for the liability item; Determine the matching relationship between the asset project and the liability project according to the liquidity parameters of the asset project and the durability parameter of the liability project; determine the liquidity period gap of the target object according to the matching relationship between the asset project and the liability project and the financing map.

A device for determining a liquidity maturity gap, comprising: an acquisition module, used to acquire asset items and liability items of a target object, and asset-liability rules of the target object; project, and the asset-liability rules of the target object, and establish a financing graph of the target object, wherein the financing graph is used to represent the business type corresponding to the asset item in the target object, the business type corresponding to the liability item, and the source of funds for the asset item and the whereabouts of the funds of the liability project; the first determination module is used to determine the matching relationship between the asset project and the liability project according to the liquidity parameters of the asset project and the durability parameters of the liability project; the second determination module is used to determine the matching relationship between the asset project and the liability project according to the The adaptation relationship between the asset item and the liability item, and the financing map, determine the liquidity period gap of the target object.

A server, including a processor and a memory for storing processor-executable instructions, when the processor executes the instructions, the asset items and liability items of the target object and the asset-liability rules of the target object are obtained; according to the The asset items and liability items of the target object, as well as the asset-liability rules of the target object, establish the financing graph of the target object, wherein the financing graph is used to represent the business type corresponding to the asset item and the business corresponding to the liability item in the target object type, source of funds for asset items, and whereabouts of funds for liability items; determine the matching relationship between asset items and liability items according to the parameters of the liquidity of asset items and the durability parameters of liability items; The matching relationship and the financing map are used to determine the liquidity period gap of the target object.

A computer-readable storage medium, on which computer instructions are stored, and when the instructions are executed, the asset items and liability items of the target object and the asset-liability rules of the target object are acquired; according to the asset items and liability items of the target object project, and the asset-liability rules of the target object, and establish a financing graph of the target object, wherein the financing graph is used to represent the business type corresponding to the asset item in the target object, the business type corresponding to the liability item, and the source of funds for the asset item and the whereabouts of the funds of the liability project; according to the liquidity parameters of the asset project and the durability parameters of the liability project, determine the matching relationship between the asset project and the liability project; according to the matching relationship between the asset project and the liability project, the financing map , to determine the target object's liquidity term gap.

This manual provides a data processing method, a method and a device for determining the liquidity period gap, taking into account the specific characteristics and business objectives of different business types involved in banks and other financial institutions, and comprehensively utilizing the financing map that characterizes the flow of project funds , and based on the matching relationship determined based on the liquidity of asset items and the durability of liability items, the assets and liabilities of different business types are separated, so that the liquidity period gap of financial market businesses with higher reference value can be finely determined as The liquidity period gap of the target object improves the accuracy and reliability of determining the liquidity risk of the target object.

Description of drawings

In order to more clearly illustrate the technical solutions in the embodiments of this specification or the prior art, the following will briefly introduce the drawings that need to be used in the description of the embodiments or the prior art. Obviously, the drawings in the following description are only These are some embodiments described in this specification. Those skilled in the art can also obtain other drawings based on these drawings without any creative effort.

Fig. 1 is a schematic diagram of an embodiment of a financing graph obtained by applying the method for determining a liquidity maturity gap provided by an embodiment of this specification in an example scenario;

Fig. 2 is a schematic diagram of an embodiment of the asset-liability ranking table obtained by applying the method for determining the liquidity period gap provided by the embodiment of this specification in an example scenario;

Fig. 3 is a schematic diagram of an embodiment of splitting assets and liabilities by applying the method for determining the liquidity maturity gap provided by the embodiment of this specification in an example scenario;

Fig. 4 is a schematic flow chart of the method for determining the liquidity period gap provided by the embodiment of this specification;

Fig. 5 is a schematic flow chart of the data processing method provided by the embodiment of this specification;

Fig. 6 is a schematic diagram of an embodiment of the structure of the server provided by the embodiment of this specification;

Fig. 7 is a schematic diagram of an embodiment of the structure of the device for determining the liquidity limit gap provided by the embodiment of this specification.

detailed description

In order to enable those skilled in the art to better understand the technical solutions in this specification, the technical solutions in the embodiments of this specification will be clearly and completely described below in conjunction with the drawings in the embodiments of this specification. Obviously, the described The embodiments are only some of the embodiments in this specification, not all of them. Based on the embodiments in this specification, all other embodiments obtained by persons of ordinary skill in the art without creative efforts shall fall within the protection scope of this specification.

Considering that the determination method based on the existing liquidity maturity gap often fails to distinguish the specific functions and business characteristics of different types of businesses in the target objects when determining the liquidity maturity gap of target objects including banks, but generally according to a certain A fixed rule that mechanically calculates the difference between the capital inflow and capital outflow of certain specified asset items and liability items as the target object's liquidity period gap to predict the target object's liquidity risk situation.

However, financial institutions such as banks are often involved in many different types of businesses. For example, credit business, treasury business and financial market business. Different types of businesses often involve different functions, business objectives, and corresponding rules or processing methods for internal asset and liability items. For example, the treasury business is often responsible for the internal fund management and risk control of the target object, and its business goal is to balance the capital flow of various business projects to reduce the liquidity risk of the target object as much as possible. The financial market business is inclined to be responsible for the external investment and financing management of the target object (such as interbank financing, interbank investment, etc.), and its business goal is to win higher profits for the target object, and the risk is relatively high. The credit business tends to be more traditional loan management, and its business goal is to win profits for the target audience, but compared with the financial market business, it is more inclined to pursue more stable returns, and the risk is relatively low. Due to the different business types and business objectives mentioned above, the specific asset and liability items involved, as well as the corresponding rules or handling methods of the asset and liability items are different, resulting in the determination of the liquidity gap of different types of businesses, and the determined The reference value of the liquidity gap in evaluating the target object's liquidity risk is also different.

Furthermore, considering that in financial institutions such as banks, the liquidity of credit business and treasury business can often be adjusted to a relatively stable state through the adjustment of treasury business. At this time, the liquidity gap of the market business can relatively better reflect the liquidity risk of the target object. It eliminates the interference of other types of business and has a higher reference value when determining the liquidity risk of the target object. In addition, it is also considered that for financial structures such as small and medium-sized banks, there is often no separate special treasurer, and most of the treasury business and financial market business are mixed when processing, making it relatively difficult to separate different types of business.

Based on the above situation, this specification proposes that the liquidity period gaps of different types of businesses can be separated according to the specific characteristics and business objectives of different business types. Specifically, through the financing map that comprehensively characterizes the flow of project funds, and the adaptation relationship based on the liquidity of asset projects and the durability of liability projects, from the direction of capital flow, and "debt with strong durability to support weak liquidity" Starting from the adaptation mechanism of "assets", determine the asset items and liability items included in different types of businesses, as well as the corresponding relationship between asset items and liability items in the same type of business, so as to separate the asset and liability items of different types of business, and then be able to Finely determine the liquidity term gap of the financial market business with higher reference value as the target target's liquidity term gap to determine the target target's liquidity risk, thereby improving the accuracy and reliability of determining the target target's liquidity risk sex.

The embodiments of this specification provide a method for determining the liquidity maturity gap, which can be specifically applied to the background servers of financial institutions such as banks to predict the liquidity risk of financial institutions such as banks.

Specifically, the server can establish a financial institution's financing map according to the acquired asset items and liability items of financial structures such as banks and asset-liability rules, wherein the financing map is used to represent the business type corresponding to the asset item in the financial institution , the business type corresponding to the liability item, the source of funds for the asset item, and the whereabouts of the fund for the liability item; determine the matching relationship between the asset item and the liability item based on the liquidity parameters of the asset item and the durability parameters of the liability item; The adaptation relationship between the project and the liability project, and the financing map determine the liquidity gap of the financial market business as the liquidity maturity gap of the financial institution. Furthermore, according to the determined liquidity period of the financial institution, the liquidity period risk of the financial institution can be predicted more accurately, and more effective measures can be taken to deal with it.

In this embodiment, the server may specifically be a background business server capable of analyzing and processing bank financial data (such as various financial statements, etc.). Specifically, the server may be an electronic device with functions of data calculation, storage and network interaction; it may also be software running on the electronic device to provide support for data processing, storage and network interaction. In this implementation manner, the number of the servers is not specifically limited. The server may be one server, or several servers, or a server cluster formed by several servers.

In a scenario example, the method for determining the liquidity maturity gap provided by the embodiment of this specification can be applied to determine the liquidity maturity gap of NB Bank.

In this scenario example, the above-mentioned NB Bank is a small and medium-sized (commercial) bank. It does not set up an independent treasurer to be responsible for the bank's asset and liability management. Instead, the bank's financial market department has the dual functions of profit and treasurer. That is, for this bank, treasury business is mixed with financial market business. For example, among the bonds held in the bank's financial market business, some of the bonds are held for profit (or business objectives), and this part of the bond can be understood as an asset item in the financial market business; One part is held for liquidity risk management considerations (for example, the main purpose of holding is not for profit, but to adjust the bank's internal capital flow), and this part of bonds can be understood as Siku business Asset items in . For NB Bank, since there is no independent treasurer, the treasury business is mixed with other types of business, and it is impossible to directly separate the treasury business and other types of business. Therefore, according to the characteristics of the capital flow of asset items and liability items, as well as the adaptation relationship between asset items and liability items based on liquidity and durability, the asset items and asset items of various business types involved in NB Bank can be compared. The liability items are separated, and then the specific liquidity maturity gap is calculated.

Specifically, the background server of NB Bank can obtain the bank's asset items, liability items, and the bank's asset-liability rules, and then can establish the NB Bank's financing map according to the bank's asset items, liability items, and the bank's asset-liability rules.

Among them, the above-mentioned asset items can be specifically understood as the business items of the bank's external investment that leads to the outflow of funds. For example, the above asset items may specifically include: loans, statutory deposit reserves, excess reserves, interbank lending, bond investment, etc. Of course, the asset items listed above are only for better illustrating the implementation of this specification. This specification does not limit the specific types of asset items.

The above-mentioned liability items can be specifically understood as the business items in which the bank absorbs funds from the outside world and leads to the inflow of funds. For example, the above-mentioned liability items may specifically include: deposits, issuance of bonds, interbank integration, issuance of interbank certificates of deposit, etc. Of course, the above listed liability items are only for better explaining the implementation mode of this specification. This manual does not limit the specific types of liability items.

The above-mentioned asset-liability rules for banks can also be called asset-liability planning. Specifically, before a bank establishes an external asset project, it often needs to formulate an asset-liability plan; determine the matching liability project according to the asset-liability plan, and use the funds of the liability project to support the asset project, and then the above-mentioned asset project can be established . For example, when NB Bank wants to provide a loan to a certain factory, it needs to provide a corresponding part of the deposit to support it according to the asset-liability plan before it can provide the above-mentioned loan to a certain factory.

In this scenario example, the above-mentioned financing map (MFDR) can be specifically understood as a method based on data such as the bank's asset items, liability items, and bank asset-liability planning, based on different business types, business characteristics, and liquidity risks. Consider the established data map. You can refer to Figure 1. Through the financing map, it is possible to intuitively and clearly represent the business types roughly corresponding to the asset items in the bank, the business types roughly corresponding to the liability items, as well as the source of funds for the asset items and the whereabouts of the funds for the liability items. For example, in the figure, loans are the asset items of the credit business, and unstable deposits and stable deposits are the liability items of the credit business. In addition, the source of funds for loans is non-stable deposits, and the whereabouts of funds for stable deposits include supporting loans and supporting treasury operations.

In this scenario example, according to the asset items and liability items of the target object, as well as the asset-liability rules, the financing map of NB Bank is established, which may specifically include: according to preset rules, for example, according to the financing map for small and medium-sized banks Method (MFDR of Small-and-Median Commercial Bank, MFDR-SMCB), which roughly divides the asset items and liability items included in different business types; according to the bank's asset-liability planning, determine the source of funds for asset items and the whereabouts of funds for liability items ; Then, according to the asset items and liability items contained in the above-mentioned different business types, as well as the source of funds of the asset items and the whereabouts of funds of the liability items, the financing map of the above-mentioned banks is established.

Furthermore, it is considered that in order to reduce the bank's liquidity risk, asset items and liability items can be matched according to the liquidity of asset items and the durability of liability items. Specifically, the adaptation relationship between the asset item and the liability item may be determined according to the liquidity parameter of the asset item and the durability parameter of the liability item.

Wherein, the above-mentioned liquidity parameter can be specifically understood as an indicator parameter used to characterize whether the asset item is easy to realize and recover funds (for example, sell and recover funds). Usually, the larger the value of the liquidity parameter, the stronger the corresponding liquidity; on the contrary, the smaller the value of the liquidity parameter, the weaker the corresponding liquidity.

The above durability (or persistence) parameter can be specifically understood as an indicator parameter used to characterize whether the funds of the liability project are stable and long-term. Generally, the larger the value of the durability parameter, the stronger the corresponding durability; on the contrary, the smaller the value of the durability parameter, the weaker the corresponding durability.

In this scenario example, the above matching relationship between asset items and liability items can be specifically understood as an appropriate matching relationship between asset items and liability items. For example, the capital outflow caused by W asset project is suitable to be supplemented by the capital inflow of Y liability project, so as to maintain the balance of capital flow.

Specifically, the above-mentioned determination of the matching relationship between the asset project and the liability project based on the liquidity parameters of the asset project and the durability parameters of the liability project may include the following content: according to the agreed investment time of the asset project, the time it takes to realize the asset project, Determine the liquidity parameters of the asset items; determine the durability parameters of the liability items according to the agreed repayment time of the liability items and the probability parameters of the liability items being required to repay in advance; sort the asset items according to the liquidity parameters from large to small, Obtain the sorted asset items; sort the liability items according to the durability parameters from small to large to obtain the sorted liability items; determine the asset items according to the sorted asset items and the sorted liability items Adaptation relationship with liability items.

Wherein, the time taken to realize the above-mentioned asset items can be specifically understood as the estimated time period for recovering the investment funds of the asset items. Specifically, the time it takes to realize the above-mentioned asset projects can be determined according to the project type of the asset project, the industry type involved in the asset project, the total amount of funds of the asset project, and the specific current market conditions.

The probability parameter of the above-mentioned liability items being required to repay in advance can be specifically understood as the probability that the funds introduced through the liability items are required to be withdrawn in advance before the agreed repayment time. Specifically, the probability parameter of the above-mentioned liability project being required to repay in advance can be determined based on the historical behavior data of the source of funds for the liability project, the agreed losses that the source of funds for the liability project requires for early repayment, and the agreed terms of the liability project.

In this scenario example, please refer to Figure 2 for details. Sort the different asset items according to the liquidity parameters from large to small to obtain the sorted asset items; sort different liability items according to the durability parameters from small to large. Sorting to obtain the sorted liability items; thereby obtaining the asset-liability sorting table including the sorted asset items and the sorted liability items as shown in FIG. 2 . Furthermore, based on the above-mentioned asset-liability ranking table, according to the sorted asset items and the sorted liability items, and according to the mechanism that the liabilities with stronger durability match the assets with weaker liquidity, the asset items and liabilities are determined. Project adaptation relationship.

After obtaining the financing map of NB Bank and the matching relationship between the asset project and the liability project determined based on durability and liquidity, the matching relationship between the asset project and the liability project and the financing map can be integrated to determine the The asset items and liability items included in different types of businesses, as well as the corresponding relationship between asset items and liability items in each type of business, can then determine the liquidity period gap of target objects that are more accurate and have a relatively high reference value.

Specifically, according to the matching relationship between the asset item and the liability item and the financing graph, the asset item, the liability item, and the corresponding relationship between the asset item and the liability item in the business type can be adjusted; The asset items, liability items, and the corresponding relationship between asset items and liability items, split the financing graph, as shown in Figure 3 for details. In the figure, the graphic parts with different labels correspond to the split asset items and liability items corresponding to different business types. By splitting assets and liabilities, balance sheets for multiple business types can be established separately. Wherein, the balance sheet of the business type is used to represent the corresponding relationship between the funds of the asset items and the funds of the liability items in the business type; according to the balance sheets of the multiple business types, the liquidity period gap of the target object is determined.

In this scenario example, the balance sheet of the above-mentioned business type can be specifically understood as an accounting statement that reflects the assets, liabilities, and owner's equity of a bank and other institutions in a corresponding business type at a certain time. Specifically, the specific asset items and liability items included in the business type, as well as the corresponding relationship between the asset items and the liability items, can be determined through the balance sheet of the above business type. For example, half of the funds of the B liability project are used to support the A asset project.

The above multiple business types may specifically include: credit business, treasury business, and financial market business, etc. Correspondingly, the balance sheets of the above-mentioned multiple business types include: the balance sheet of the credit business, the balance sheet of the treasury business, and the balance sheet of the financial market business. Of course, it should be noted that the business types listed above and the balance sheets of the corresponding business types are only for better illustrating the implementation of this specification. During specific implementation, other business types and balance sheets of corresponding business types may also be introduced according to specific circumstances. In this regard, this specification does not make a limitation.

Specifically, through the above-mentioned balance sheet of the credit business, it can be determined that the asset items in the credit business may specifically include loan items (such as short-term loans, medium and long-term loans, etc.), etc., and the liability items in the credit business may specifically include deposit items (For example, including stable deposits, non-stable deposits, etc.), etc. And part of the funds in the deposit item corresponds to the loan item, and the other part of the funds in the deposit item (which can be recorded as the first fund) corresponds to the asset item in the treasury business (of course, it can also correspond to the asset item in the financial market business, for support financial market operations), that is, to support treasury operations. Of course, it needs to be explained that the asset items and liability items included in the credit business listed above are only schematic descriptions and should not constitute improper limitations to this specification.

Through the above-mentioned balance sheet of the treasury business, it can be determined that the asset items in the treasury business can include: the first interbank lending project, the project used for liquidity management in the target object, excess reserve fund, statutory deposit reserve fund, etc. , the liability items in the treasury business may include: the first interbank integration project, the first interbank certificate of deposit project, the first bond issuance project, etc. In addition, part of the funds of the multiple liability items in the treasury business and the remaining funds of the credit business correspond to the asset items, and the other part of the funds (which can be recorded as the second fund) corresponds to the asset items in the financial market business, that is, they are used to support financial services. market business. Of course, it should be noted that the asset items and liability items included in the treasury business listed above are only illustrative descriptions and should not constitute improper limitations to this specification.

Through the balance sheet of the above-mentioned financial market business, it can be determined that the asset items in the financial market business may specifically include: second interbank lending projects, investment projects of receivables, bond investment projects, securities lending projects, etc. Liability items in the financial market business may specifically include: the second interbank integration project, the second issuance of interbank certificates of deposit projects, and the borrowing of securities projects. In addition, the funds of multiple liability items in the above-mentioned financial market business and the remaining funds of the treasury business correspond to the asset items. Of course, it should be noted that the asset items and liability items included in the treasury business listed above are only illustrative descriptions and should not constitute improper limitations to this specification.

What needs to be added is that because the treasury business and the financial market business involve different business objectives, the items included in the treasury business: the first interbank integration project, the first interbank deposit certificate project, the first bond issuance project, the first interbank Lending projects, etc. are set with the goal of managing capital flow and controlling risks, and are different from the projects included in the financial market business: the second interbank integration project, the second interbank certificate of deposit issuance project, and the second interbank lending project, etc. The above-mentioned second interbank integration project, the second interbank certificate of deposit issuance project, and the second interbank lending project are set up with the goal of making profits. Although the asset and liability items of the two different business types are similar in form, the items themselves are also different due to the different business objectives set. When dividing the business types corresponding to asset items and liability items, the corresponding business types are also divided in combination with the business objectives of asset items and liability items.

In this scenario example, considering that for banks and other financial institutions, different types of business have different business objectives and corresponding liquidity risks, which lead to different reference values when evaluating the liquidity risks of banks and other institutions. Specifically, the treasury business is often responsible for the internal fund management and risk control of the target object. Its business goal is to balance the capital flow of various business projects to reduce the liquidity risk of the target object as much as possible. The financial market business is inclined to be responsible for the external investment and financing management of the target object. Its business goal is to win higher profits for the target object, and the risk is relatively high. The credit business tends to be more traditional loan management, and its business goal is to win profits for the target audience, but compared with the financial market business, it is more inclined to pursue more stable returns, and the risk is relatively low. It can be seen from the above that the liquidity maturity gap of financial market business in various business types has a relatively greater impact on banks and other financial institutions, and has a relatively higher reference value in evaluating the liquidity direction of banks and other financial institutions. Therefore, according to the above-mentioned various types of balance sheets, the assets and liabilities of different business types can be separated, and then the liquidity maturity gap of the financial market business can be determined as the liquidity maturity gap of NB Bank.

During specific implementation, first, according to the balance sheet of the credit business, it is possible to calculate the remaining funds in the credit business as the first fund when the liquidity gap of the credit business with a preset period is 0; The balance sheet of the business, the first fund, calculate the remaining funds in the treasury business as the second fund when the liquidity gap of the treasury business for the preset period is 0; finally, according to the assets of the financial market business The balance sheet and the second fund calculate the liquidity gap of the financial market business with a preset period as the target object's liquidity period gap.

Wherein, the above-mentioned preset term can be specifically understood as the remaining due term of the asset item and the liability item. Specifically, the aforementioned preset time limit may include the next day, 2 days to 7 days, 8 days to 30 days, 31 days to 90 days, 91 days to 1 year, greater than 1 year, etc. Certainly, it should be noted that the preset time limit listed above is only for better describing the implementation manner of this specification. During specific implementation, other preset time limits may also be determined according to specific application scenarios. In this regard, this specification does not make a limitation.

In the specific calculation based on the balance sheet of the credit business, it is considered that for the credit business, the owner’s equity can be 0. Therefore, according to the balance sheet of the credit business in the specific implementation, it is expanded according to the term, and the credit with the preset term The fund sum of the loan items in the business is subtracted from the fund sum of the deposit items in the credit business, and the fund difference obtained is used as the first fund. Wherein, the above-mentioned first capital may be 0. It should be noted that the above-mentioned first fund can be used to support the treasury business, and can also be used to support the financial market business.

In the specific calculation based on the balance sheet of the treasury business, it is considered that for the treasury business, the owner's equity may not be 0. Therefore, different from other businesses, the treasury business can include two parts, one part corresponds to the liquidity gap of the treasury business (it can also be called a non-separable treasury gap), and the other part corresponds to the owner's equity (it can be called a detachable treasury gap). gap). During specific implementation, according to the balance sheet of the treasury business, it can be carried out according to the time limit, and the funds of the first interbank lending project in the treasury business of the preset time limit, the project funds used for liquidity management among the target objects and , subtracting the fund of the first interbank integration project, the fund of the first issue of interbank certificate of deposit project, the fund of the first issue of bond project, and the first fund in the treasury business, the obtained fund difference is used as the second fund, and is used To support financial market operations. Wherein, the above-mentioned second capital may be 0. In addition, according to the balance sheet of the treasury business, it can be carried out according to the time limit, and the funds of the excess reserve fund in the treasury business of the preset time limit, the short-term matching interbank financing (which can be called positive repurchase) funds, the legal The sum of deposit reserves, minus the funds issued to support the treasury's bonds, the difference in funds obtained as the above-mentioned owner's equity.

In the specific calculation based on the balance sheet of the financial market business, considering that for the financial market business, the owner’s equity can be 0, therefore, in the specific implementation, according to the balance sheet of the financial market business, it will be carried out according to the time limit, and the default The sum of the funds of the second interbank lending project, the funds of investment projects of receivables, the funds of bond investment projects, and the funds of securities lending projects in the financial market business of the maturity period, minus the second fund of the financial market business The fund difference obtained from the fund of the second interbank integration project, the fund of the second issue of interbank certificate of deposit project, the fund of the borrowed securities project, and the second fund is used as the liquidity gap of the financial market business with the preset period.

According to the above method, it can be prepared to match the business processing logic of NB Bank, and separate different types of business, so as to determine the liquidity gap of each preset period of financial market business (that is, the term liquidity gap of financial market business) as NB The bank's liquidity maturity gap. Furthermore, we can predict the specific liquidity risk situation of the bank based on the above-mentioned liquidity period gap of NB Bank, and use the above-mentioned liquidity period gap as a reference basis to take corresponding measures in time to reduce liquidity risk and ensure the health and stability of the bank.

It can be seen from the above scenario examples that the determination method of the liquidity maturity gap provided in this specification, taking into account the specific characteristics and business objectives of different business types involved in banks and other financial institutions, through the comprehensive use of the financing map that characterizes the flow of project funds, And based on the matching relationship determined by the liquidity of asset items and the durability of liability items, the assets and liabilities of different business types are separated, so that the liquidity period gap of the financial market business with higher reference value can be finely determined as the target The target's liquidity period gap improves the accuracy and reliability of determining the target's liquidity risk.

Referring to FIG. 4 , the embodiment of this specification provides a method for determining a liquidity period gap, wherein the method is specifically applied to the server side. During specific implementation, the method may include the following content.

S41: Obtain the asset items and liability items of the target object, and the asset-liability rules of the target object.

In this embodiment, the above-mentioned target object may specifically be understood as an object whose liquidity period gap is to be determined. Specifically, the above-mentioned target objects may be small and medium-sized banks, large banks, or other financial institutions. This specification does not make limitations on the specific content of the above-mentioned target objects.

In this embodiment, the above-mentioned asset items can specifically be understood as business items in which the bank invests externally and leads to outflow of funds. For example, the above-mentioned asset items may specifically include: loans, statutory deposit reserves, excess reserves, interbank lending, bond investment, and so on.

In this embodiment, the above-mentioned liability items can specifically be understood as business items in which the bank absorbs funds from outside and leads to inflow of funds. For example, the above-mentioned liability items may specifically include: deposits, issuance of bonds, interbank integration, issuance of interbank certificates of deposit, etc.

In this embodiment, the above-mentioned asset-liability rules may also be referred to as asset-liability planning. Specifically, the above-mentioned asset-liability plan records the data information of the liability items that match the established asset items.

S43: According to the asset items and liability items of the target object, and the asset-liability rules of the target object, establish a financing map of the target object, wherein the financing map is used to represent the business type corresponding to the asset item in the target object, The business type corresponding to the liability item, the source of funds for the asset item, and the whereabouts of the funds for the liability item.

In this embodiment, the above-mentioned financing map (MFDR) can be specifically understood as a bank’s asset and liability items, and the bank’s asset-liability planning data, based on different business types, business characteristics, and liquidity risks. Consider the established data map. Through the financing map, it is possible to intuitively and clearly represent the business types roughly corresponding to the asset items in the bank, the business types roughly corresponding to the liability items, as well as the source of funds for the asset items and the whereabouts of the funds for the liability items.

In this embodiment, during specific implementation, the asset items and liability items included in different business types can be divided according to the preset rules related to the financing map; the source of funds for the asset items can be determined according to the asset-liability rules of the target object and the whereabouts of funds of liability items; according to the asset items and liability items included in different business types, as well as the source of funds of asset items and the whereabouts of funds of liability items, a financing map of the above-mentioned target objects is established.

S45: According to the liquidity parameter of the asset item and the durability parameter of the liability item, determine the matching relationship between the asset item and the liability item.

In this embodiment, the above-mentioned liquidity parameter can be specifically understood as an indicator parameter used to characterize whether the asset item is easy to realize and recover funds (for example, sell and recover funds). Usually, the larger the value of the liquidity parameter, the stronger the corresponding liquidity; on the contrary, the smaller the value of the liquidity parameter, the weaker the corresponding liquidity.

In this embodiment, the above-mentioned durability (or persistence) parameter can be specifically understood as an indicator parameter used to characterize whether the fund of the liability item is stable and long-term. Generally, the larger the value of the durability parameter, the stronger the corresponding durability; on the contrary, the smaller the value of the durability parameter, the weaker the corresponding durability.

In this embodiment, the above-mentioned matching relationship between the asset item and the liability item may specifically be understood as an appropriate matching relationship between the asset item and the liability item.

In this embodiment, the matching relationship between the asset item and the liability item is determined according to the liquidity parameter of the asset item and the durability parameter of the liability item. The specific implementation may include the following steps: according to the agreed investment time of the asset item, The realization of asset projects takes time, and the parameters of the liquidity of the asset projects are determined; the durability parameters of the debt projects are determined according to the agreed repayment time of the debt projects and the probability parameters of the debt projects being required to repay in advance; the asset projects are determined according to the parameters of the liquidity Sorting from large to small to obtain the sorted asset items; sorting the liability items according to the durability parameters from small to large to obtain the sorted liability items; according to the sorted asset items and the sorted liabilities item, and determine the matching relationship between the asset item and the liability item.

S47: Determine the liquidity term gap of the target object according to the matching relationship between the asset item and the liability item and the financing graph.

In this embodiment, the target object's liquidity period gap can be specifically understood as the difference between the target object's capital inflow and capital outflow within a preset period (for example, a certain time period). Generally, the liquidity term gap of the target object mentioned above can be used to evaluate and determine the liquidity (or liquidity risk) corresponding to the target.

In this embodiment, during specific implementation, the adaptation relationship between asset items and liability items determined based on durability and liquidity can be integrated, and the items in the business type, the source of funds for the asset items in the business type, and the business Data such as the whereabouts of funds of liability items in the type, can separate the assets and liabilities of different business types, so as to determine the liquidity period gap of the business type with relatively better reference value, as the liquidity period gap of the target object.

In this embodiment, the above business types may specifically include: credit business, treasury business, financial market business, and the like. Correspondingly, the balance sheets of the multiple business types include: a balance sheet of a credit business, a balance sheet of a treasury business, a balance sheet of a financial market business, and the like. Of course, it should be noted that the business types listed above and the balance sheets of the corresponding business types are only schematic descriptions and should not constitute improper limitations to this specification.

In this embodiment, further considering different service types, different service characteristics and different service objectives, the corresponding processing logics are also different. Specifically, the treasury business is often responsible for the internal fund management and risk control of the target object. Its business goal is to balance the capital flow of various business projects to reduce the liquidity risk of the target object as much as possible. The financial market business is inclined to be responsible for the external investment and financing management of the target object (such as interbank financing, interbank investment, etc.), and its business goal is to win higher profits for the target object, and the risk is relatively high. The credit business tends to be more traditional loan management, and its business goal is to win profits for the target audience, but compared with the financial market business, it is more inclined to pursue more stable returns, and the risk is relatively low. Therefore, relatively, the risk of the financial market business is relatively high, and the target object will often pay more attention to the liquidity of the financial market business, and the liquidity period gap of the financial market business of the target object can be used as the liquidity of the target object The term gap, thereby improving the reference value of the determined liquidity term gap.

In this embodiment, it needs to be added that the above-mentioned financial market business may specifically include financial market business in a narrow sense, that is, interbank business. Specifically, it can be understood as various business projects (including interbank financing, interbank investment, etc.) carried out between financial institutions with investment and financing as the core. For example, it may include: inter-bank lending, inter-bank deposits, inter-bank loans, inter-bank payments, repurchase agreements, repurchase agreements, etc.

In this embodiment, the target object's liquidity period gap can be calculated in the following manner: according to the balance sheet of the credit business, calculate that in the case where the liquidity gap of the credit business with a preset period is 0, the credit business The remaining fund of the treasury business is used as the first fund; according to the balance sheet of the treasury business and the first fund, when the liquidity gap of the treasury business within the preset period is calculated as 0, the remaining funds in the treasury business are used as the second fund 2. Funds: According to the balance sheet of the financial market business and the second fund, calculate the liquidity gap of the financial market business with a preset period as the liquidity period gap of the target object.

After calculating the target object's liquidity period gap according to the above method, the target object's liquidity situation can be evaluated according to the target object's liquidity period gap, and appropriate measures can also be taken according to the target object's liquidity period gap Reduce liquidity risk to ensure the stable and safe operation of target objects.

It can be seen from the above that the determination method of the liquidity period gap provided in this specification is based on the consideration of the specific characteristics and business objectives of different business types involved in banks and other financial institutions, through the comprehensive use of financing maps that represent the flow of project funds, and based on The matching relationship determined by the liquidity of asset items and the durability of liability items separates the assets and liabilities of different business types, so that the liquidity period gap of the financial market business with higher reference value can be finely determined as the target object The liquidity period gap improves the accuracy and reliability of determining the liquidity risk of the target object.

In one embodiment, the matching relationship between the asset item and the liability item is determined according to the liquidity parameters of the asset item and the durability parameters of the liability item. The specific implementation may include the following:

S1: Determine the liquidity parameters of the asset project according to the agreed investment time of the asset project and the time it takes to realize the asset project;

S2: Determine the durability parameters of the liability project according to the agreed repayment time of the liability project and the probability parameter of the liability project being required to repay in advance;

S3: Sort the asset items according to the liquidity parameters from large to small, and obtain the sorted asset items;

S4: Sort the liability items according to the durability parameters from small to large, and obtain the sorted liability items;

S5: Determine the matching relationship between the asset items and the liability items according to the sorted asset items and the sorted liability items.

In this embodiment, it needs to be explained that, according to the agreed investment time of the asset item and the time it takes to realize the asset item listed above, the parameters of the realization ability of the asset item are determined, and the agreed repayment time of the liability item, the time spent on the realization of the liability item The parameters of the probability of being required to prepay, and the parameters of the durability of the determination of the liabilities, are illustrative only. During specific implementation, according to specific application scenarios, the corresponding liquidity parameters and durability parameters can also be determined according to other data of asset items and other data of liability items. In this regard, this specification does not make a limitation.

In this embodiment, the above-mentioned sorted asset items are arranged in descending order according to the liquidity parameters of the asset items, and the above-mentioned sorted liability items are obtained according to the order of small to large durability parameters of the liability items Arranged to get. Therefore, matching the above sorted asset items with the sorted liability items can make the determined matching relationship between asset items and liability items satisfy the following mechanism, that is, use the more durable liability items to match the liquidity Weaker asset items can then ensure that the liquidity of the target object based on the above-mentioned adaptation relationship is relatively more stable and safe, and reduce the liquidity risk of the target object.

In one embodiment, the above-mentioned determination of the target object's liquidity period gap based on the matching relationship between the asset item and the liability item and the financing map may include the following content during specific implementation: according to the asset item and the liability item According to the matching relationship of the project and the financing map, adjust the asset items, liability items, and the corresponding relationship between asset items and liability items in the business type; according to the adjusted asset items, liability items, and asset items and The corresponding relationship of liability items, respectively establishes the balance sheet of multiple business types, wherein the balance sheet of the business type is used to represent the corresponding relationship between the funds of the asset items and the funds of the liability items in the business type; according to the multiple business types type of balance sheet, identifying the target object's liquidity maturity gap.

In this embodiment, the above-mentioned corresponding relationship between the asset item and the liability item may specifically include the fund flow relationship between the asset item and the liability item in the same business type, and may also include the fund flow relationship between the asset item and the liability item between different business types. For example, part of the deposit funds in the credit business flow to the loan items in the credit business to support the loan projects; in addition, another part of the deposit funds in the credit business flow to the asset items in the treasury business to support the treasury business.

In this embodiment, the balance sheet of the above-mentioned business type can be specifically understood as an accounting statement reflecting the assets, liabilities and owner's equity of the corresponding business type of a bank and other institutions at a certain time. Specifically, the specific asset items and liability items included in the business type, as well as the corresponding relationship between the asset items and the liability items, can be determined through the balance sheet of the above business type.

In this embodiment, the determination of the target target’s liquidity period gap based on the balance sheets of the multiple business types above may include: according to the balance sheets of multiple business types, the Assets and liabilities are separated, and then the liquidity gap of each business type can be calculated based on the separated assets and liabilities.

In one embodiment, the multiple business types may specifically include: credit business, treasury business, and financial market business; correspondingly, the balance sheets of the multiple business types may specifically include: the balance sheet of the credit business , the balance sheet of the treasury business and the balance sheet of the financial market business, etc.

Of course, it should be noted that the business types listed above and the balance sheets of the corresponding business types are only for better illustrating the implementation of this specification. During specific implementation, other business types and balance sheets of corresponding business types can also be introduced according to specific situations and scenarios. In this regard, this specification does not make a limitation.

In one embodiment, further considering that the business goal of the treasury business is to balance the capital flow of each business project to reduce the liquidity risk of the target object as much as possible, the business goal of the credit business is to obtain income steadily, and the financial market business Your business goal is to be as profitable as possible. It can be seen that the wind direction of the financial market business is relatively high, and the impact on the target object is relatively large. The corresponding liquidity period gap of the financial market business has a higher reference value than that of other types of business. Therefore, the liquidity period gap of the financial market business can be used as the liquidity period gap of the target object to determine the liquidity situation of the target object.

In this embodiment, based on the above considerations, the liquidity period gap of the target object is determined according to the balance sheets of the multiple business types. The specific implementation may include the following steps:

S1: According to the balance sheet of the credit business, calculate the remaining funds in the credit business as the first fund when the liquidity gap of the credit business with a preset period is 0;

S2: According to the balance sheet of the treasury business and the first fund, calculate the remaining funds in the treasury business as the second fund when the liquidity gap of the treasury business within the preset period is 0;

S3: According to the balance sheet of the financial market business and the second fund, calculate the liquidity gap of the financial market business with a preset period as the liquidity period gap of the target object.

In this embodiment, the above-mentioned preset time limit may specifically be understood as the remaining due time of the asset item and the liability item. Specifically, the aforementioned preset time limit may include the next day, 2 days to 7 days, 8 days to 30 days, 31 days to 90 days, 91 days to 1 year, greater than 1 year, etc. Certainly, it should be noted that the preset time limit listed above is only for better describing the implementation manner of this specification. During specific implementation, other preset time limits may also be determined according to specific application scenarios. In this regard, this specification does not make a limitation.

In this embodiment, according to the balance sheet of the credit business, the liquidity gap of the credit business within the preset period is calculated. Specifically, it can be understood as: according to the balance sheet of the credit business, the credit business within the same preset period is calculated. The asset items and liability items of the business, and the funds of the asset items and the funds of the liability items of the predetermined period are determined. According to the above data, the difference between the funds of the asset items and the funds of the liability items in the credit business of the preset period is calculated as the budget Set the liquidity gap of the term credit business (or the liquidity term gap of the preset term credit business); and adjust the liquidity gap of the above-mentioned credit business with the preset term to 0, and calculate the remaining funds of the credit business for Funds to support other businesses (such as treasury business or financial market business), get the first fund.

In this embodiment, according to the balance sheet of the treasury business and the first fund, the liquidity gap of the treasury business within the preset period is calculated. Specifically, it can be understood as: according to the balance sheet of the treasury business, the same The asset items and liability items of the treasury business with a preset period, and the funds of the asset items and the funds of the liability items that determine the preset period, based on the above data, combined with the remaining first funds of the credit business, calculate the treasury business with a preset period The difference between the funds of the asset project and the funds of the liability project is used as the liquidity gap of the treasury business with a preset period (or the liquidity period gap of the treasury loan business with a preset period); and through adjustment, the treasury business with a preset period The liquidity gap is 0, and the remaining funds of the treasury business are calculated to support other businesses (such as financial market business) to obtain the second fund.

In this embodiment, the balance sheet of the financial market business and the second fund calculate the liquidity gap of the financial market business with a preset period, which can be specifically understood as: according to the balance sheet of the financial market business, expand The asset items and liability items of the financial market business of the same preset period, and the funds of the asset items and the funds of the liability items of the predetermined period are determined, and the funds of the asset items in the financial market business of the preset period are calculated based on the above data The difference between the fund and the liability project is used as the liquidity gap of the financial market business with a preset period (or the liquidity period gap of the financial market business with a preset period), and then this gap can be determined as the target for evaluating the liquidity of the target object The object's liquidity term gap.

In one embodiment, according to the balance sheet of the credit business, the remaining funds in the credit business are used as the first fund when the liquidity gap of the credit business with a preset period is 0. In specific implementation, It may include: according to the balance sheet of the credit business, the fund sum of the loan items in the credit business with a preset period minus the fund sum of the deposit items in the credit business, and the fund difference obtained as the first fund ; Wherein, the asset items in the credit business may specifically include loan items and the like, and the liability items in the credit business may specifically include deposit items and the like.

In this embodiment, the asset items and liability items of the above-mentioned credit business with a preset period, as well as the funds of the asset items and funds of the liability items of the credit business with a preset period can be calculated according to the balance sheet of the above-mentioned credit business according to the preset period Expand to get. It should be noted that the specific asset items and liability items in the credit business listed above are only illustrative descriptions and should not constitute improper restrictions on this specification.

In this real-time method, when calculating according to the balance sheet of the credit business, considering that for the credit business, the owner's equity can be 0, therefore, according to the balance sheet of the credit business during the specific implementation, according to the time limit, The fund sum obtained by subtracting the fund sum of the deposit items in the credit business from the fund sum of the loan items in the credit business with a preset period is used as the first fund. Wherein, the above-mentioned first capital may be 0. It should be noted that the above-mentioned first fund can be used to support the treasury business, and can also be used to support the financial market business.

In one embodiment, according to the balance sheet of the treasury business and the first fund, the remaining funds in the treasury business are used as the second Funds, during specific implementation, may include: according to the balance sheet of the treasury business, the funds of the first interbank lending project in the treasury business within a preset period, the project funds used for liquidity management in the target object and the sum , subtracting the fund of the first interbank integration project, the fund of the first issue of interbank certificate of deposit project, the fund of the first issue of bond project, and the first fund in the treasury business, and the obtained fund difference is used as the second fund; , the asset items in the treasury business may specifically include: the first interbank lending project, the project used for liquidity management in the target object, etc., and the liability items in the treasury business may specifically include: the first interbank integration project, The first interbank certificate of deposit project, the first bond issuance project, etc.

In this embodiment, the asset items and liability items of the treasury business with a preset time limit, and the funds of the asset items and liability items of the treasury business with a preset time limit can be calculated according to the balance sheet of the treasury business according to the preset time limit Expand to get. It should be noted that the specific asset items and liability items in the treasury business listed above are only illustrative descriptions and should not constitute improper restrictions on this specification.

In this embodiment, when specifically calculating according to the balance sheet of the treasury business, it is considered that for the treasury business, the owner's equity may not be 0. Therefore, different from other businesses, the treasury business can include two parts, one part corresponds to the liquidity gap of the treasury business (it can also be called the non-separable treasury gap), and the other part corresponds to the owner's equity (it can be called the detachable treasury gap). gap). In specific implementation, according to the balance sheet of the treasury business, it can be carried out according to the time limit, and the funds of the first interbank lending project in the treasury business of the preset time limit, the project funds used for liquidity management among the target objects and , subtracting the fund of the first interbank integration project, the fund of the first issue of interbank certificate of deposit project, the fund of the first issue of bond project, and the first fund in the treasury business, and the obtained fund difference is used as the second fund, using To support financial market operations. Wherein, the above-mentioned second capital may be 0. In addition, according to the balance sheet of the treasury business, it can be carried out according to the time limit, and the funds of the excess reserve fund in the treasury business of the preset time limit, the short-term matching interbank financing (which can be called positive repurchase) funds, the legal The sum of deposit reserves, minus the funds issued to support the treasury's bonds, the difference in funds obtained as the above-mentioned owner's equity.

In one embodiment, the above-mentioned calculation of the liquidity gap of the financial market business with a preset period based on the balance sheet of the financial market business and the second fund may include: In the balance sheet of the financial market business, the sum of the funds of the second interbank lending project, the fund of the receivable investment project, the fund of the bond investment project, and the fund of the securities lending project in the financial market business with a predetermined period, Subtract the funds of the second interbank integration project, the second issuance of interbank certificates of deposit project, the funds of the borrowed securities project, and the second fund in the financial market business, and the fund difference obtained is used as the financial market business with the preset period liquidity gap, wherein, the asset items in the financial market business may specifically include: second interbank lending projects, receivable investment projects, bond investment projects, securities lending projects, etc., the financial market Liability items in the business may specifically include: the second interbank integration project, the second issuance of interbank certificates of deposit project, the borrowing of securities projects, etc.

In this embodiment, the asset items and liability items of the financial market business with a preset time limit, and the funds of the asset items and debt items of the financial market business with a preset time limit can be calculated according to the balance sheet of the financial market business The preset deadline is expanded to get. It should be noted that the specific asset items and liability items in the financial market business listed above are only illustrative descriptions and should not constitute improper restrictions on this specification.

In this embodiment, when performing specific calculations based on the balance sheet of the financial market business, it is considered that for the financial market business, the owner's equity may be 0. Therefore, during specific implementation, according to the balance sheet of the financial market business, according to The term is expanded, and the sum of the funds of the second interbank lending project, the fund of the investment project of receivables, the fund of the bond investment project, and the fund of the securities lending project in the financial market business of the preset period, minus In the financial market business, the fund of the second interbank integration project, the fund of the second interbank certificate of deposit project, the fund of the borrowed securities project, and the second fund, the difference between the funds obtained is used as the flow of the financial market business with the preset period sex gap.

In this embodiment, it should be noted that the asset items and liability items included in the financial market business and the asset items and liability items included in the treasury business are allowed to have the same type of items (for example, both businesses include interbank integration items, etc.), but the business goals or purposes of asset items and liability items in different businesses are different. The asset item or liability item whose business objective is to maintain the stable funds of the target object can be regarded as the asset item or liability item of the treasury business, for example, it can be recorded as the first interbank integration item. The asset item or liability item whose business goal is profit can be regarded as the asset item or liability item of the financial market business, for example, it can be recorded as the second interbank integration item to distinguish the interbank integration item of the treasury business.

In one embodiment, after the target object's liquidity period gap is determined according to the matching relationship between the asset item and the liability item and the financing map, during specific implementation, the method may also include the following content: comparing the The target object's liquidity period gap and the preset threshold value of the liquidity period gap are compared to obtain a comparison result; according to the comparison result, the liquidity risk of the target object is determined.

In this embodiment, during specific implementation, the liquidity gap of the financial market business with a higher reference value and a preset period can be used as the liquidity period gap of the target object for evaluating the liquidity situation of the target object. Specifically, the absolute value of the target object's liquidity term gap can be compared with the preset threshold value of the liquidity term gap, if the comparison result is that the absolute value of the target object's liquidity term gap is greater than the preset liquidity term gap threshold, it can be judged that the target object has a high liquidity risk and needs to be adjusted in time to reduce the liquidity risk. If the comparison result shows that the absolute value of the target's liquidity gap is less than or equal to the preset threshold of the liquidity gap, it can be judged that the target's liquidity risk is low and the target is in a relatively safe and stable operating state.

In this embodiment, it is further possible to take the target object’s liquidity gap with a preset deadline as a reference basis, and adopt an appropriate processing method to adjust the target object, so that the target object can better balance profitability and liquidity. safe and stable.

It can be seen from the above that the method for determining the liquidity period gap provided by the embodiment of this specification takes into account the specific characteristics and business objectives of different business types involved in banks and other financial institutions, and comprehensively utilizes the financing graph that characterizes the flow of project funds. And based on the matching relationship determined by the liquidity of asset items and the durability of liability items, the assets and liabilities of different business types are separated, so that the liquidity period gap of the financial market business with higher reference value can be finely determined as the target The target’s liquidity period gap improves the accuracy and reliability of determining the target’s liquidity risk; it also compares the liquidity period gap of the financial market business with the preset threshold of the liquidity period gap, and according to the comparison results Determine the liquidity of the target object, and use the comparison results as a reference to make corresponding adjustments to the target object to achieve the effect of effectively and accurately controlling the liquidity risk of the target object.

Referring to FIG. 5 , the embodiment of this specification also provides a data processing method to perform accurate and effective data processing on different types of data. Wherein, when the method is specifically implemented, the following contents may be included:

S51: Obtain positive data and negative data of the target object, and data rules of the target object.

In this embodiment, the aforementioned target objects may specifically include financial institutions such as banks. Of course, the banks listed above are just a schematic illustration. In actual implementation, according to specific application scenarios and requirements, the above target objects can also be other types of financial institutions such as securities companies, insurance companies, trust investment companies, and fund management companies. mechanism. In addition, the data processing method provided in this manual can also be extended and applied to target institutions in other industries besides financial institutions. In this regard, this specification does not make a limitation.

In this embodiment, the aforementioned positive data and negative data are relative concepts, which can be specifically understood as data in which two kinds of data of a target object flow in opposite directions. Specifically, the foregoing forward data may refer to data flowing out from the target object. For example, it may be data representing asset items of financial institutions such as banks. In contrast, the above-mentioned negative data may refer to the inflow data of the target object. For example, it may be data representing debt items of financial institutions such as banks. Of course, the above-mentioned positive data and negative data are only illustrative descriptions, and should not constitute an improper limitation to this description.

In this embodiment, the above-mentioned data rules of the target object can specifically be understood as pre-given or planned information data used to characterize the matching relationship between positive data and negative data in the target object. For example, asset liability planning.

S53: According to the positive data and negative data of the target object, and the data rules of the target object, establish a data map of the target object, wherein the data map is used to characterize the data type corresponding to the positive data in the target object , the data type corresponding to the negative data, the data source of the positive data, and the data destination of the negative data.

In this embodiment, the data map of the above-mentioned target object can be specifically understood as a kind of positive data, negative data, and data rules of the target object, based on the difference between the positive data and the negative data. Data types, as well as specific data flow characteristics, and the data map established. Through this data map, it is possible to intuitively and clearly represent the roughly corresponding data types of each positive data in the target object, the roughly corresponding data types of negative data, the data source of positive data, and the data destination of negative data.

In this embodiment, during specific implementation, the positive data and negative data contained in different data types can be divided according to the preset rules related to the data map; according to the data rules of the target object, the positive data can be determined Data source and data destination of negative data; according to the positive data and negative data contained in different data types, as well as the data source of positive data and the data destination of negative data, establish the data of the above target objects Atlas.

S55: Determine the matching relationship between the positive data and the negative data according to the first characteristic parameter of the positive data and the second characteristic parameter of the negative data.

In this embodiment, the above-mentioned first feature parameter may specifically be understood as parameter data representing a certain attribute feature of the forward data. For example, it may specifically be a characteristic parameter that characterizes the liquidity of the asset item. The above-mentioned second feature parameter can specifically be understood as parameter data representing a certain attribute characteristic of the negative data. For example, it may specifically be a parameter characterizing the persistence of negative data. Of course, it should be noted that the first characteristic parameter and the second characteristic parameter listed above are only illustrative descriptions. This specification does not make limitations on the specific content of the first characteristic parameter and the second characteristic parameter.

In this embodiment, the attribute features represented by the above-mentioned first feature parameter and the second feature parameter have a certain correlation with each other. Therefore, by using the first characteristic parameter of the positive data and the second characteristic parameter of the negative data, the adaptation relationship between the positive data and the negative data can be re-determined, that is, according to the first characteristic parameter and the second characteristic parameter, select Appropriate positive data to cooperate with and support the corresponding negative data to complete subsequent data processing.

S57: Determine a data processing result of the target object according to the matching relationship between the positive data and the negative data and the data map.

In this embodiment, the above-mentioned data processing results of the target object can be specifically understood as parameter data reflecting a certain situation characteristic of the target object. For example, it may be data reflecting the liquidity risk of the target object, or data reflecting the health degree of the target object. During specific implementation, the parameter data corresponding to the data processing result of the target object may be determined according to specific circumstances. This specification does not limit the specific content of the data processing results of the target object.

In this embodiment, during specific implementation, the adaptation relationship between positive data and negative data determined based on the first characteristic parameter and the second characteristic parameter, and each positive data represented by the data map roughly correspond to The data type, the roughly corresponding data type of the negative data, the data source of the positive data, and the data destination of the negative data, etc., can separate the positive data and negative data of different data types, and determine the reference value Relatively higher data flow difference between positive data and negative data in different data types as the data processing result of the target object.

In one embodiment, the adaptation relationship between the positive data and the negative data is determined according to the first characteristic parameter of the positive data and the second characteristic parameter of the negative data, and the specific implementation may include the following:

S1: sort the forward data according to the first characteristic parameter of the forward data from large to small, and obtain the sorted forward data;

S2: sort the negative data according to the second characteristic parameter of the negative data from small to large, and obtain the sorted negative data;

S3: Determine an adaptation relationship between the positive data and the negative data according to the sorted positive data and the sorted negative data.

In this embodiment, after the sorted positive data and the sorted negative data are obtained, it is possible to accurately combine the positive data with a larger first characteristic parameter (that is, the forward data sorted earlier) with the second The negative data with smaller characteristic parameters (that is, the negative data that is ranked higher) are matched and corresponded; the positive data with smaller first characteristic parameters (that is, negative data that is ranked lower) are compared with the second characteristic parameters The large negative data (that is, the negative data that is sorted later) are matched and corresponded to determine the matching relationship between the positive data and the negative data.

In one embodiment, the above-mentioned determination of the data processing result of the target object according to the adaptation relationship between the positive data and the negative data and the data map may include the following content during specific implementation: according to the positive data The adaptation relationship with the negative data, the data map, adjust the positive data, negative data in the data type, and the corresponding relationship between the positive data and the negative data; according to the positive data in the adjusted data type , negative data, and the corresponding relationship between positive data and negative data, respectively establish positive and negative data tables of multiple data types, where the positive and negative data tables of data types are used to represent the positive data and negative data in the same data type The corresponding relationship of negative data; according to the positive and negative data tables of the multiple data types, determine the data processing result of the target object.

In this embodiment, the above-mentioned corresponding relationship between positive data and negative data may specifically include a data flow relationship between positive data and negative data in the same data type, or may include a data flow relationship between different data types.

In this embodiment, the positive and negative data tables of each data type in the positive and negative data tables of the above-mentioned multiple data types correspond to one data type respectively. Specifically, through the positive and negative data table of a certain data type, each positive data and negative data contained in this data type can be clearly and intuitively determined, as well as the data of each positive data in this data type Which specific negative data comes from. For example, through the positive and negative data table of a certain data type, it can be determined that the data of the negative data A in this data type flows to the positive data B.

In this embodiment, the above-mentioned determination of the data processing results of the target object according to the positive and negative data tables of the multiple data types may include: determining each The positive data and negative data contained in the data type can then separate the positive data and negative data of different data types; and then calculate the positive and negative data of each corresponding data type according to the positive and negative data tables of each data type. The difference between the data flow of forward data and negative data is used as the data processing result of the target object.

In one embodiment, the target objects may specifically include financial institutions such as banks. Of course, the above-mentioned target objects may also include institutions in other types of fields besides financial institutions. This specification does not make limitations on the specific content of the above-mentioned target objects.

In one embodiment, after determining the data processing result of the target object according to the matching relationship between the positive data and the negative data and the data map, the specific implementation of the method may also include the following content: comparing the The data processing result of the target object and the preset processing result threshold are obtained to obtain a comparison result; according to the comparison result, an evaluation parameter of the target object is determined.

In this embodiment, the above-mentioned evaluation parameters may specifically be determined according to the data processing results of the target object. For example, if the data processing result of the target object reflects the liquidity risk data of the target object, when it is determined that the data processing result of the target object is greater than the preset processing result threshold, it can be determined that the evaluation parameter of the target object is that the liquidity risk exceeds the safe range ; When it is determined that the data processing result of the target object is less than or equal to the preset processing result threshold, it can be determined that the evaluation parameter of the target object is that the liquidity risk is within a safe range. If the data processing result of the target object is data that reflects the health degree of the target object, when it is determined that the data processing result of the target object is greater than the preset processing result threshold, it can be determined that the evaluation parameter of the target object is healthy; When the processing result is less than or equal to the preset processing result threshold, it may be determined that the evaluation parameter of the target object is unhealthy or the like. Of course, the above-mentioned examples are only for better illustrating the implementation manners of the present specification, and should not constitute an improper limitation of the present specification.

It can be seen from the above that the data processing method provided by the embodiment of this specification integrates forward data of different data types into , Negative data separation, so that the data processing results with higher reference value can be finely determined, and used for the data processing of the target object, thereby improving the accuracy and reliability of the data processing of the target object.

The embodiment of this specification also provides a server, including a processor and a memory for storing processor-executable instructions, and the processor may perform the following steps according to the instructions during specific implementation: acquire the asset item and liability item of the target object, and the asset-liability rules of the target object; according to the asset and liability items of the target object and the asset-liability rules of the target object, a financing map of the target object is established, wherein the financing map is used to characterize the assets in the target object The business type corresponding to the project, the business type corresponding to the liability project, the source of funds for the asset project, and the whereabouts of the funds for the liability project; according to the liquidity parameters of the asset project and the durability parameters of the liability project, determine the matching relationship between the asset project and the liability project ; According to the matching relationship between the asset item and the liability item, and the financing map, determine the liquidity period gap of the target object.

In order to complete the above instructions more accurately, as shown in FIG. 6, this manual also provides another specific server, wherein the server includes a network communication port 601, a processor 602, and a memory 603. Cables are connected so that each structure can carry out specific data interaction.

Wherein, the network communication port 601 may specifically be used to acquire asset items and liability items of the target object, as well as asset-liability rules of the target object.

The processor 602 may specifically be configured to establish a financing map of the target object according to the asset items and liability items of the target object and the asset-liability rules of the target object, wherein the financing map is used to represent the target object The business type corresponding to the asset project, the business type corresponding to the liability project, the source of funds for the asset project, and the whereabouts of the funds for the liability project; according to the parameters of the liquidity of the asset project and the durability parameters of the liability project, determine the appropriateness of the asset project and the liability project. matching relationship; according to the matching relationship between the asset item and the liability item and the financing map, determine the liquidity period gap of the target object.

The memory 603 can specifically be used to store the asset items and liability items of the target object acquired by the network communication port 601, the intermediate data generated by the processor 602, and the asset-liability rules of the target object, and store corresponding instruction programs.

In this embodiment, the network communication port 601 may be a virtual port that is bound with different communication protocols so as to send or receive different data. For example, the network communication port may be port No. 80 responsible for web data communication, port No. 21 responsible for FTP data communication, or port No. 25 responsible for mail data communication. In addition, the network communication port may also be a physical communication interface or a communication chip. For example, it can be a wireless mobile network communication chip, such as GSM, CDMA, etc.; it can also be a Wifi chip; it can also be a Bluetooth chip.

In this implementation manner, the processor 602 may be implemented in any appropriate manner. For example, a processor may take the form of a microprocessor or a processor and a computer-readable medium storing computer-readable program code (such as software or firmware) executable by the (micro)processor, logic gates, switches, application specific integrated circuits ( Application SpecificIntegrated Circuit, ASIC), programmable logic controller and embedded microcontroller form and so on. This description is not limiting.

In this embodiment, the memory 603 can include multiple levels. In a digital system, any memory that can store binary data can be a memory; in an integrated circuit, a circuit that has no physical form and has a storage function is also called a memory. , such as RAM, FIFO, etc.; in the system, storage devices in physical form are also called memory, such as memory sticks, TF cards, etc.

The embodiment of this specification also provides a computer storage medium based on the above-mentioned method for determining the liquidity period gap, the computer storage medium stores computer program instructions, and when the computer program instructions are executed, it is possible to: acquire the assets of the target object Projects and liability items, and the asset-liability rules of the target object; according to the asset items and liability items of the target object, and the asset-liability rules of the target object, a financing graph of the target object is established, wherein the financing graph is used for Characterize the business type corresponding to the asset item in the target object, the business type corresponding to the liability item, the source of funds for the asset item, and the whereabouts of the funds for the liability item; determine the asset item and liability according to the liquidity parameters of the asset item and the durability parameters of the liability item The matching relationship of the project; according to the matching relationship between the asset project and the liability project and the financing map, determine the liquidity period gap of the target object.

In this embodiment, the above-mentioned storage medium includes but not limited to random access memory (Random Access Memory, RAM), read-only memory (Read-Only Memory, ROM), cache (Cache), hard disk (Hard DiskDrive, HDD) or storage Card (Memory Card). The memory may be used to store computer program instructions. The network communication unit may be an interface for performing network connection and communication, which is set according to the standards stipulated in the communication protocol.

In this implementation manner, the specific functions and effects realized by the program instructions stored in the computer storage medium can be explained in comparison with other implementation manners, and will not be repeated here.

Referring to Figure 7, at the software level, the embodiment of this specification also provides a device for determining a liquidity period gap, which may specifically include the following structural modules:

The obtaining module 701 can be specifically used to obtain the asset items and liability items of the target object, as well as the asset-liability rules of the target object;

The establishment module 702 can be specifically configured to establish a financing map of the target object according to the asset items and liability items of the target object and the asset-liability rules of the target object, wherein the financing map is used to represent the assets in the target object The business type corresponding to the project, the business type corresponding to the liability project, the source of funds for the asset project, and the whereabouts of the funds for the liability project;

The first determination module 703 can specifically be used to determine the matching relationship between the asset item and the liability item according to the liquidity parameter of the asset item and the durability parameter of the liability item;

The second determination module 704 can be specifically configured to determine the liquidity period gap of the target object according to the matching relationship between the asset item and the liability item and the financing graph.

In one embodiment, the first determining module 703 may specifically include the following structural units:

The first determining unit can specifically be used to determine the realizable parameters of the asset project according to the agreed investment time of the asset project and the time spent on realizing the asset project;

The second determining unit can specifically be used to determine the durability parameter of the liability item according to the agreed repayment time of the liability item and the probability parameter of the liability item being required to repay in advance;

The first sorting unit can specifically be used to sort the asset items according to the liquidity parameters from large to small, and obtain the sorted asset items;

The second sorting unit can specifically be used to sort the liability items according to the durability parameters from small to large, and obtain the sorted liability items;

The third determining unit may specifically be configured to determine the matching relationship between the asset item and the liability item according to the sorted asset item and the sorted liability item.

In one embodiment, the second determination module 704 may specifically include the following structural units:

The adjustment unit can specifically be used to adjust the asset item, liability item, and corresponding relationship between the asset item and the liability item in the business type according to the matching relationship between the asset item and the liability item and the financing map;

The establishment unit can be specifically used to establish balance sheets of multiple business types according to the adjusted asset items, liability items, and the correspondence between asset items and liability items in the business type. Among them, the balance sheet of the business type It is used to represent the corresponding relationship between the funds of asset items and the funds of liability items in the business type;

The fourth determination unit may specifically be configured to determine the liquidity maturity gap of the target object according to the balance sheets of the multiple business types.

In one embodiment, the multiple business types may specifically include: credit business, treasury business, and financial market business; correspondingly, the balance sheets of the multiple business types include: credit business balance sheet, treasury business The balance sheet of the financial market business and the balance sheet of the financial market business, etc. Of course, the business types listed above and the balance sheets of the corresponding business types are just illustrative descriptions and should not constitute improper limitations to this specification.

In one embodiment, the fourth determination unit includes:

The first calculation subunit can specifically be used to calculate, according to the balance sheet of the credit business, the remaining funds in the credit business as the first fund when the liquidity gap of the credit business within a preset period is 0;

The second calculation subunit can specifically be used to calculate the remaining funds in the treasury business when the liquidity gap of the treasury business within a preset period is 0 according to the balance sheet of the treasury business and the first fund as a second fund;

The third calculation subunit can be specifically used to calculate the liquidity gap of the financial market business with a preset period according to the balance sheet of the financial market business and the second fund, as the liquidity period gap of the target object .

In one embodiment, the first calculation subunit can be specifically configured to, according to the balance sheet of the credit business, subtract the deposit items in the credit business from the sum of the funds of the loan items in the credit business with a preset period The difference between the fund and the obtained fund is used as the first fund; wherein, the asset item in the credit business includes a loan item, and the liability item in the credit business includes a deposit item.

In one embodiment, the second calculation subunit can be specifically configured to use the funds and target objects of the first interbank lending project in the treasury business with a preset period of time according to the balance sheet of the treasury business The sum of project funds for liquidity management, minus the fund of the first interbank integration project, the fund of the first issue of interbank deposit certificate project, the fund of the first issue of bond project, and the first fund in the treasury business, the fund difference obtained As the second fund; wherein, the asset items in the treasury business include: the first interbank lending project, the target object’s liquidity management project, and the liability items in the treasury business include: the first interbank Integration projects, the first issuance of interbank certificates of deposit projects, and the first issuance of bond projects.

In one embodiment, the third calculation subunit can be specifically configured to, according to the balance sheet of the financial market business, calculate the funds and receivables of the second interbank lending project in the financial market business with a preset period The sum of funds for investment projects, funds for bond investment projects, and funds for lending securities projects, minus the funds for the second interbank integration project in the financial market business, funds for the second issue of interbank deposit certificates, and borrowing securities projects The fund and the second fund, and the obtained fund difference is used as the liquidity gap of the financial market business of the preset period, wherein, the asset items in the financial market business include: the second interbank lending project, receivable Fund-type investment projects, bond investment projects, and securities lending projects. The liability projects in the financial market business include: the second interbank integration project, the second interbank certificate of deposit project, and borrowing securities project.

In one embodiment, the device may further include a processing module, which may specifically be used to compare the target object's liquidity limit gap with a preset threshold value of the liquidity limit gap to obtain a comparison result; and according to the comparison As a result, the liquidity risk of the target object is determined.

It should be noted that the units, devices, or modules described in the above embodiments may be implemented by computer chips or entities, or by products with certain functions. For the convenience of description, when describing the above devices, functions are divided into various modules and described separately. Of course, when implementing this specification, the functions of each module can be implemented in one or more pieces of software and/or hardware, and modules that implement the same function can also be implemented by a combination of multiple sub-modules or sub-units. The device embodiments described above are only illustrative. For example, the division of the units is only a logical function division. In actual implementation, there may be other division methods. For example, multiple units or components can be combined or integrated. to another system, or some features may be ignored, or not implemented. In another point, the mutual coupling or direct coupling or communication connection shown or discussed may be through some interfaces, and the indirect coupling or communication connection of devices or units may be in electrical, mechanical or other forms.

It can be seen from the above that the device for determining the liquidity maturity gap provided by the embodiment of this specification comprehensively utilizes the financing map that characterizes the flow of project funds through the second determination module, and adapts the determination based on the liquidity of the asset project and the durability of the liability project relationship, separate the assets and liabilities of different business types, so that the liquidity maturity gap of the financial market business with higher reference value can be finely determined as the liquidity maturity gap of the target object, which improves the accuracy of determining the liquidity risk of the target object accuracy and reliability.

Although the description provides the method operation steps as described in the embodiment or the flowchart, more or less operation steps may be included based on conventional or non-inventive means. The sequence of steps enumerated in the embodiments is only one of the execution sequences of many steps, and does not represent the only execution sequence. When executed by an actual device or client product, the methods shown in the embodiments or drawings can be executed sequentially or in parallel (such as a parallel processor or multi-thread processing environment, or even a distributed data processing environment). The term "comprising", "comprising" or any other variation thereof is intended to cover a non-exclusive inclusion such that a process, method, product, or apparatus comprising a set of elements includes not only those elements, but also other elements not expressly listed elements, or also elements inherent in such a process, method, product, or apparatus. Without further limitations, it is not excluded that there are additional identical or equivalent elements in a process, method, product or device comprising said elements. The words first, second, etc. are used to denote names and do not imply any particular order.

Those skilled in the art also know that, in addition to realizing the controller in a purely computer-readable program code mode, it is entirely possible to make the controller use logic gates, switches, application-specific integrated circuits, programmable logic controllers, and embedded The same function can be realized in the form of a microcontroller or the like. Therefore, this kind of controller can be regarded as a hardware component, and the devices included in it for realizing various functions can also be regarded as the structure in the hardware component. Or even, means for realizing various functions can be regarded as a structure within both a software module realizing a method and a hardware component.

The specification may be described in the general context of computer-executable instructions, such as program modules, being executed by a computer. Generally, program modules include routines, programs, objects, components, data structures, classes, etc. that perform particular tasks or implement particular abstract data types. The present description may also be practiced in distributed computing environments where tasks are performed by remote processing devices that are linked through a communications network. In a distributed computing environment, program modules may be located in both local and remote computer storage media including storage devices.

It can be known from the above description of the implementation manners that those skilled in the art can clearly understand that this specification can be implemented by means of software plus a necessary general hardware platform. Based on this understanding, the essence of the technical solution in this specification or the part that contributes to the prior art can be embodied in the form of software products, and the computer software products can be stored in storage media, such as ROM/RAM, disk , optical disc, etc., including several instructions to make a computer device (which may be a personal computer, a mobile terminal, a server, or a network device, etc.) execute the methods described in each embodiment or some parts of the embodiments of this specification.

Each embodiment in this specification is described in a progressive manner, and the same or similar parts of each embodiment can be referred to each other, and each embodiment focuses on the difference from other embodiments. This specification can be used in numerous general purpose or special purpose computer system environments or configurations. Examples: personal computers, server computers, handheld or portable devices, tablet-type devices, multiprocessor systems, microprocessor-based systems, set-top boxes, programmable electronic devices, network PCs, minicomputers, mainframe computers, including the above A distributed computing environment for any system or device, and more.

Although the description has been described by way of example, those of ordinary skill in the art know that there are many variations and changes in the description without departing from the spirit of the description, and it is intended that the appended claims cover such modifications and changes without departing from the spirit of the description.

Claims (19)

1. A data processing method, comprising: Obtain the positive data and negative data of the target object, as well as the data rules of the target object; According to the positive data and negative data of the target object, and the data rules of the target object, the data graph of the target object is established, wherein the data graph is used to represent the data type corresponding to the positive data in the target object, the negative The data type corresponding to the data, the data source of the positive data, and the data destination of the negative data; According to the first characteristic parameter of the positive data and the second characteristic parameter of the negative data, determine the adaptation relationship between the positive data and the negative data; The data processing result of the target object is determined according to the matching relationship between the positive data and the negative data and the data map. 2. The method according to claim 1, according to the first characteristic parameter of the positive data and the second characteristic parameter of the negative data, determine the adaptation relationship between the positive data and the negative data, comprising: Sorting the forward data according to the first characteristic parameter of the forward data from large to small to obtain the sorted forward data; Sorting the negative data according to the second characteristic parameter of the negative data from small to large to obtain the sorted negative data; According to the sorted positive data and the sorted negative data, an adaptation relationship between the positive data and the negative data is determined. 3. The method according to claim 1, determining the data processing result of the target object according to the adaptation relationship between the positive data and the negative data and the data map, comprising: adjusting the positive data, the negative data, and the corresponding relationship between the positive data and the negative data in the data type according to the adaptation relationship between the positive data and the negative data and the data map; According to the positive data, negative data in the adjusted data type, and the corresponding relationship between the positive data and the negative data, the positive and negative data tables of multiple data types are respectively established. Among them, the positive and negative data of the data type The table is used to represent the corresponding relationship between positive data and negative data in the same data type; According to the positive and negative data tables of the multiple data types, the data processing result of the target object is determined. 4. The method according to claim 1, after determining the data processing result of the target object according to the adaptation relationship between the positive data and the negative data and the data map, the method further comprises: Comparing the data processing result of the target object with a preset processing result threshold to obtain a comparison result; According to the comparison result, the evaluation parameter of the target object is determined. 5. A method for determining a liquidity maturity gap, comprising: Obtain the asset and liability items of the target object, as well as the asset-liability rules of the target object; According to the asset items and liability items of the target object, as well as the asset-liability rules of the target object, a financing map of the target object is established, wherein the financing map is used to represent the business type and liability item corresponding to the asset item in the target object Corresponding business type, source of funds for asset items and whereabouts of funds for liability items; According to the liquidity parameters of asset items and the durability parameters of liability items, determine the matching relationship between asset items and liability items; According to the matching relationship between the asset item and the liability item and the financing graph, the liquidity period gap of the target object is determined. 6. The method according to claim 5, according to the liquidity parameter of the asset item and the durability parameter of the liability item, determining the matching relationship between the asset item and the liability item, comprising: According to the agreed investment time of the asset project and the time it takes to realize the asset project, determine the parameters of the realizability of the asset project; Determine the durability parameters of the liability project according to the agreed repayment time of the liability project and the probability parameter of the liability project being required to repay in advance; Sort the asset items according to the liquidity parameters from large to small, and get the sorted asset items; Sort the liability items according to the durability parameters from small to large to obtain the sorted liability items; According to the sorted asset items and the sorted liability items, an adaptation relationship between the asset items and the liability items is determined. 7. The method according to claim 5, according to the matching relationship between the asset item and the liability item, and the financing map, determining the liquidity period gap of the target object, including: According to the matching relationship between the asset item and the liability item and the financing map, adjust the asset item, the liability item, and the corresponding relationship between the asset item and the liability item in the business type; According to the adjusted asset items, liability items, and the corresponding relationship between asset items and liability items in the adjusted business type, the balance sheets of multiple business types are respectively established, where the balance sheet of the business type is used to represent the assets in the business type The corresponding relationship between the funds of the project and the funds of the liability project; According to the balance sheets of the multiple business types, the liquidity period gap of the target object is determined. 8. The method according to claim 7, wherein the multiple business types include: credit business, treasury business and financial market business; correspondingly, the balance sheets of the multiple business types include: the balance sheet of the credit business , the balance sheet of the treasury business and the balance sheet of the financial market business. 9. The method according to claim 8, determining the liquidity maturity gap of the target object according to the balance sheets of the multiple business types, comprising: According to the balance sheet of the credit business, calculate the remaining funds in the credit business as the first fund when the liquidity gap of the credit business with a preset period is 0; According to the balance sheet of the treasury business and the first fund, calculate the remaining funds in the treasury business as the second fund when the liquidity gap of the treasury business within the preset period is 0; According to the balance sheet of the financial market business and the second funds, calculate the liquidity gap of the financial market business with a preset period as the target object's liquidity period gap. 10. The method according to claim 9, according to the balance sheet of the credit business, calculating the remaining funds in the credit business as the first fund under the condition that the liquidity gap of the credit business with a preset period is 0, include: According to the balance sheet of the credit business, the fund sum of the loan items in the credit business with a preset period is subtracted from the fund sum of the deposit items in the credit business, and the fund difference obtained is used as the first fund; wherein, The asset items in the credit business include loan items, and the liability items in the credit business include deposit items. 11. The method according to claim 9, according to the balance sheet of the treasury business and the first fund, calculate the remaining balance in the treasury business under the condition that the liquidity gap of the treasury business for a preset period is 0 Funding as Secondary Funding, including: According to the balance sheet of the treasury business, the sum of the funds of the first interbank lending project in the treasury business with a preset period and the project funds used for liquidity management in the target object, minus the first in the treasury business The fund of the interbank integration project, the fund of the first interbank certificate of deposit project, the fund of the first bond issuance project, the first fund, and the fund difference obtained as the second fund; wherein, the asset item in the treasury business Including: the first interbank lending project, the project used for liquidity management in the target object, and the liability items in the treasury business include: the first interbank integration project, the first interbank deposit certificate project, and the first bond issuance project. 12. The method according to claim 9, based on the balance sheet of the financial market business and the second funds, calculating the liquidity gap of the financial market business for a preset period, including: According to the balance sheet of the financial market business, the funds of the second interbank lending project, the fund of the investment project of receivables, the fund of the bond investment project, the loan of securities in the financial market business of the preset period The sum of the funds of the project, minus the funds of the second interbank integration project in the financial market business, the funds of the second issuance of interbank deposit certificates, the funds of the securities borrowing project, and the second fund, the fund difference obtained is used as the predetermined The liquidity gap of the financial market business with a fixed term, wherein, the asset items in the financial market business include: second interbank lending projects, investment projects of receivables, bond investment projects, and securities lending projects. The liability items in the financial market business mentioned above include: the second interbank integration project, the second interbank certificate of deposit issuance project, and the borrowing of securities project. 13. The method according to claim 5, after determining the liquidity period gap of the target object according to the matching relationship between the asset item and the liability item and the financing map, the method further includes: Comparing the target object's liquidity period gap with the preset threshold value of the liquidity period gap to obtain a comparison result; According to the comparison result, the liquidity risk of the target object is determined. 14. A device for determining a liquidity maturity gap, comprising: An acquisition module, configured to acquire the asset items and liability items of the target object, as well as the asset-liability rules of the target object; The establishment module is used to establish the financing map of the target object according to the asset items and liability items of the target object, and the asset-liability rules of the target object, wherein the financing map is used to represent the assets corresponding to the asset items in the target object Business type, business type corresponding to liability items, source of funds for asset items, and whereabouts of funds for liability items; The first determination module is used to determine the matching relationship between the asset item and the liability item according to the liquidity parameter of the asset item and the durability parameter of the liability item; The second determination module is used to determine the liquidity term gap of the target object according to the matching relationship between the asset item and the liability item and the financing graph. 15. The apparatus of claim 14, the first determining module comprising: The first determining unit is used to determine the realizable parameters of the asset project according to the agreed investment time of the asset project and the time spent on realizing the asset project; The second determination unit is used to determine the durability parameter of the liability item according to the agreed repayment time of the liability item and the probability parameter of the liability item being required to repay in advance; The first sorting unit is used to sort the asset items according to the liquidity parameters from large to small, and obtain the sorted asset items; The second sorting unit is used to sort the liability items according to the durability parameters from small to large, and obtain the sorted liability items; A third determining unit, configured to determine the matching relationship between the asset item and the liability item according to the sorted asset item and the sorted liability item. 16. The apparatus of claim 14, the second determining module comprising: An adjustment unit, configured to adjust the asset items, liability items, and the corresponding relationship between asset items and liability items in the business type according to the matching relationship between the asset item and the liability item and the financing map; The establishment unit is used to respectively establish balance sheets of multiple business types according to the adjusted asset items, liability items, and the correspondence between asset items and liability items in the business type, wherein the balance sheet of the business type is used for Characterize the corresponding relationship between the funds of asset items and the funds of liability items in the business type; The fourth determining unit is configured to determine the liquidity maturity gap of the target object according to the balance sheets of the multiple business types. 17. The device according to claim 16, the multiple business types include: credit business, treasury business and financial market business; correspondingly, the balance sheets of the multiple business types include: the balance sheet of credit business , the balance sheet of the treasury business and the balance sheet of the financial market business. 18. A server, comprising a processor and a memory for storing instructions executable by the processor, and implementing the steps of the method according to any one of claims 5 to 13 when the processor executes the instructions. 19. A computer-readable storage medium, on which computer instructions are stored, and the steps of the method according to any one of claims 5 to 13 are realized when the instructions are executed.

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