Design And Implementation Of Bank Internal Fund Transfer Pricing System Based On Domain-driven

AbstractWith the popularization of internal funds transfer pricing system in commercial banks,it further proves that the construction of internal funds transfer pricing system is very important for commercial bank management,resource allocation and data analysis.The marketization of interest rates is being promoted in China and the introduction of relevant policies has some impact on the establishment of internal fund transfer pricing systems by commercial banks.The change of software development technology also provides a new path for building the internal capital transfer pricing system of commercial banks.This paper studies the relevant literature on internal fund transfer pricing theory and system design and development.We analyze the application background and value significance of the internal fund transfer system.We summarize the main technical means for commercial banks to implement the internal funds transfer pricing system.The main contributions of this paper are:(1)By analyzing the transmission relationship between policy interest rates and market interest rates,this paper proposes a new method of fund transfer pricing yield curve fitting based on the current economic development trend of the domestic market.Guided by loan market quoted interest rates,our method uses deep learning methods to perform weighted analysis of market interest rate data over the corresponding period.Our model can predict the adjustment range of market interest rates in other terms,and can add weighting factors to adjust the interest rate level,which can effectively complete the fitting of the yield curve.The yield curve fitted in this paper is conducive to the transmission of policy interest rates to market interest rates and improves the pricing efficiency of the internal funds transfer pricing system.(2)In this paper,domain-driven design method is used to divide and implement the internal fund transfer pricing system,which solves the problem that the function of the internal fund transfer pricing system is complex and difficult to divide and design modularly.By adopting the division principle of aggregation,this paper divides the core functions of the internal fund transfer pricing system into the field of curve management,pricing management,rule management and data analysis.On the basis of the domain model,this paper designs the database and designs the processing logic in the domain model in detail,and uses the Spring Cloud framework to implement the system.This paperconducts a comprehensive test on the realization of the internal funds transfer pricing system.By analyzing the relevant application scenarios of actual commercial banks,it fully proves the validity and practicability of the domain model,and puts forward practical optimization suggestions for the implementation of the internal fund transfer pricing system.This paper proposes a new method for the curve fitting of the internal funds transfer pricing system,and designs a domain-driven model architecture in the system development,which provides a certain reference value for how to apply the internal funds transfer pricing system.