Systematic financial risk assessment method and device

• Main Authors: WANG XINJIE, MA WENBO
• Format: Patent
• Language: Chinese; English
• Published: 19.09.2023
• Subjects: CALCULATING; COMPUTING; COUNTING; DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES; PHYSICS; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR

The invention discloses a systematic financial risk assessment method and device, and the method comprises the steps: obtaining a financial stability report issued by an authoritative bank, analyzing the financial stability report, and generating a systematic financial risk index system which comprises a risk category and a corresponding keyword, the keywords comprise subject words, topic words and state words; screening according to the keywords to obtain a plurality of daily risk-related reports of the authoritative financial media, and generating risk-related report statistical data; performing standardization processing on the risk-related report statistical data to obtain time sequence data; and calculating according to the time sequence data to obtain a systematic financial risk assessment result. According to the method, data standardization processing is carried out on social financial hotspot events through a news topic measurement method, and the data is used as a systematic financial risk assessmen