计算机应用研究2017，Vol.34Issue(3)：800-804,5.DOI:10.3969/j.issn.1001-3695.2017.03.037
基于交易报文指纹关系的商业银行风险交易识别与发现
Risk identification and discovery based on transaction message fingerprint relationship of commercial bank
卢燕群 1赵洪举 2叶亚宏3
作者信息
- 1. 西南财经大学工商管理学院,成都610031
- 2. 电子科技大学经济与管理学院,成都610031
- 3. 成都银行都江堰分行,四川都江堰611800
- 折叠
摘要
Abstract
Commercial banks have market risk,credit risk and operational risk of three categories.As the financial products innovation,commercial banks trading operations are becoming increasingly complex,due to the risk caused by lots of commercial banks to a security incident.Currently,the main commercial banks used trading rules and regulations on specification operation steps and information systems audit to check the day trading paper post-supervision,and also dealed the only through business rules for trading message rules matching,but also could deal with known risk trades.In order to guarantee the stability of national financial market order and normal operation,commercial banks urgently need an effective method which identify the daily operation of commercial bank deal about risk trade.To solve these problems,based on the integration of the commercial bank risk trade and data mining technology,it designed a risk identification scheme based on the transaction message fingerprint relationship.关键词
商业银行/风险交易/机器学习/指纹特征Key words
commercial banks/risk trades/machine learning/fingerprint characteristics分类
信息技术与安全科学引用本文复制引用
卢燕群,赵洪举,叶亚宏..基于交易报文指纹关系的商业银行风险交易识别与发现[J].计算机应用研究,2017,34(3):800-804,5.
