Energy bond data processing method and device, storage medium and electronic equipment

The invention provides an energy bond data processing method and apparatus, a storage medium and an electronic device. The method comprises the steps of obtaining bond data of each energy bond including an energy opening; processing each piece of bond data to obtain a long-term average default rate...

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Bibliographische Detailangaben
Hauptverfasser: LI JIEXIN, JIANG YUNLU, ZHAO YIGE, WANG YUNQIU, LIU QINGQUAN, WANG ZHONGMOU
Format: Patent
Sprache:chi ; eng
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Beschreibung
Zusammenfassung:The invention provides an energy bond data processing method and apparatus, a storage medium and an electronic device. The method comprises the steps of obtaining bond data of each energy bond including an energy opening; processing each piece of bond data to obtain a long-term average default rate and a credit interest difference sequence; determining a credit cycle index sequence based on the long-term average default rate and the credit interest difference sequence; establishing a risk link model by applying the credit cycle index sequence and the macroeconomic index library; calling a risk link model to process the macroscopic factor prediction data of each macroscopic scene to obtain credit cycle index prediction data of each macroscopic scene; processing the credit cycle index prediction data to obtain each prospective adjustment coefficient; and processing each prospective adjustment coefficient to obtain an expected credit loss result of the energy open. The whole process does not need to manually set