JP3833668B2 - Asset management system, method thereof, and program - Google Patents

Description

  The present invention relates to an asset management system and method for supporting and managing the management of a customer's financial assets by an operation manager, and a program thereof, for example, any one of various styles such as a value stock investment style of Japanese stocks. It can be used when one manager who performs the operation in the style of the same performs the same operation on the investment assets of many customers.

  In general, in the investment advisory business, operations are carried out in a so-called one-to-one relationship in which one investment manager is responsible for managing one portfolio built with the investment assets of one customer. There are many cases. The target customers when such a one-to-one operation is performed are usually institutional investors who invest a large amount of money. This is because the amount of money that a customer can invest at the time of new entry is, for example, 10 This is because the price is set high, such as 100 million yen. Therefore, usually, in the investment advisory business, the amount handled is high, customers are limited to institutional investors, etc., and the number of target customers does not increase that much, so one investment manager in a normal investment advisory company At present, the number of customers in charge of operation is one or at most several.

  And since there is a small number of customers in charge of one management manager, in the conventional investment advisory business, the management manager manually creates trading plans for each customer's portfolio and rebalances them. (Portfolio revision and restructuring). In other words, the operation manager decides to operate in one of various styles such as the value stock investment style of Japanese stocks, and the customer nominates an operation manager who operates in a certain style. Entrust the investment manager to manage the assets he invested. In this case, the investment manager is responsible for managing the assets of multiple customers who have been appointed, and in order to carry out the same investment for the investment assets of each customer in accordance with his / her management style, For each, individually rebalance work is performed.

  On the other hand, due to the recent trend of deregulation, not only large customers such as institutional investors, but also individual customers who invest small amounts such as 30 million yen, specialize in asset management. It is conceivable that the work of operating with a home operation manager will be lifted. Therefore, a reduction in the minimum investment amount may cause a large number of customers.

  By the way, as a portfolio management system, a system for appropriately managing a portfolio by allocating a contract so as to be fair to each fund has been proposed (see Patent Document 1). In this portfolio management system, an order generation module creates orders in bulk according to buying and selling orders from multiple funds, and when a trade is concluded based on an order by a trade module, the contract obtained from the trade is obtained. A transaction is generated by fairly allocating the price and the number of volumes to the fund, a pre-defined overhead code is added, and the transaction maintenance module calculates the overhead based on the overhead code to determine the settlement amount.

  At this time, the order generation module creates an order for each asset based on the discretion of the model portfolio or the fund manager, for example. Specifically, the order generation module is based on the model portfolio in the case of funds decided to operate based on the model portfolio, while complying with the guidelines provided by the customer in the case of other funds. Based on the fund manager's discretion, create orders for each asset at once. Here, when creating an order based on the model portfolio, the order is automatically created from the difference between the latest portfolio and the model portfolio.

JP 2002-245240 A (paragraph [0019], FIG. 1, abstract)

  However, as mentioned above, by reducing the minimum investment amount, not only institutional investors who invest large amounts of money, but also individual investors who invest small amounts of money are eligible customers. One operation manager must be responsible for many customers, but there is a limit to the number of customer portfolios that one operation manager can manage. Manual rebalancing of the portfolio makes it difficult to accommodate a large number of customers.

  Also, for each large-scale individual investor, one investment manager is attached as the person in charge, as in the case of institutional investors, etc. Therefore, a large number of customers are responsible for a large number of investment managers. If such an operation is performed, the investment amount of each individual investor is small, and therefore, as an investment advisory company, an operation that does not meet the cost is performed.

  Therefore, a system is desired in which one operation manager can easily manage a portfolio of many customers.

  In addition, in the portfolio management system described in Patent Document 1 described above, when creating an order in a lump sum according to buying and selling orders from a plurality of funds, the fund decided to operate based on the model portfolio is as follows. An order is automatically created from the difference between the latest portfolio and the model portfolio. This is done by preparing a model portfolio (rebalance plan based on composition ratio) in advance when rebalancing the portfolio. When balancing, it only derives which brand to buy or sell by seeking the difference from the model portfolio. For example, if there are five funds F1, F2, F3, F4, and F5 decided to be managed based on the model portfolio, each of these funds F1 to F5 must be When portfolios MP1 to MP5 are prepared and rebalancing is actually performed, the composition ratio of each brand constituting the portfolio of the fund F1 at that time and the composition ratio of each brand constituting the model portfolio MP1 A trading order is created based on the difference, and similarly, based on the difference between the composition ratio of each brand constituting the current portfolio of the funds F2 to F5 and the composition ratio of each brand constituting the model portfolio MP2 to MP5. Just create a buy / sell order. Accordingly, the funds F1 to F5 are not operated in the same manner, are independent and have nothing to do with each other, and the model portfolios MP1 to MP5 are assigned to the funds F1 to F5, respectively. Since it must be prepared, the portfolio management system described in Patent Document 1 does not provide a solution for the proposition of managing a portfolio of a large number of customers by one operation manager as described above. In this way, the rebalancing by creating trading orders based on the difference between the latest portfolio and the model portfolio itself is generally performed at the manual level.

  An object of the present invention is to provide an asset management system, method, and program capable of easily realizing the same operation for a portfolio of a plurality of customers by one operation manager.

  The present invention is an asset management system that supports and manages the management of customers' financial assets by an operation manager, and stores individual portfolio data for each customer constructed by financial assets held by each of a plurality of customers. An individual portfolio storage means to be stored and a process for grasping or calculating the current market capitalization of the individual portfolio for each customer based on the data of the individual portfolio stored in the individual portfolio storage means and created by the operation manager The model portfolio, which is a model of financial asset holding form, is used as an instruction target for rebalancing individual portfolios, and the model portfolio is expanded or reduced while maintaining the market value composition of each financial asset that constitutes the model portfolio as the instruction target. To do To convert the model portfolio into a state in which the market capitalization is equal to the current market capitalization of the individual portfolio for each customer, and the zoom portfolio obtained by these conversion processes or a modified zoom portfolio with modifications to this zoom portfolio And an individual rebalance processing means for performing a process of rebalancing an individual portfolio for each customer.

  Here, “the process of grasping or calculating the current market capitalization of an individual portfolio” means that the data of the individual portfolio stored in the individual portfolio storage means is data evaluated at the current market unit price, It is a process of calculating the current market capitalization by reassessing the data at the current market price when the current market capitalization is grasped from the data, and if it is not data evaluated at the current market price. .

  In addition, in the meaning of “the model portfolio, which is the model of financial asset holdings created by the investment manager, is used as an instruction target for rebalancing individual portfolios”, the investment manager first creates a model portfolio style proposal, The model target (the state after rebalancing of the model portfolio) that is finally obtained by the operation manager modifying the style proposal is used as the instruction target, and the model portfolio created by the operation manager is not modified without modification. And a case where it is adopted as a final instruction target.

  Furthermore, the meaning of “converting the model portfolio into a state where its market capitalization is equal to the current market capitalization of the individual portfolio for each customer” means that it is sufficient if processing equivalent to conversion is substantially performed. Therefore, it is not necessarily assumed that the zoom portfolio is first obtained as the conversion processing procedure. Therefore, for example, when calculating the trading volume (purchase plan) of each financial asset associated with the rebalancing of individual portfolios, conversion processing is performed for each financial asset constituting the zoom portfolio (expanded or reduced model portfolio). After calculating the quantity, you may obtain the difference between the quantity of each financial asset that makes up the calculated zoom portfolio and the quantity of each financial asset that makes up the individual portfolio, or as a processing procedure that produces the same result The difference between the market value composition ratio of each financial asset that constitutes the individual portfolio and the market value composition ratio of each financial asset that constitutes the model portfolio (that is, the model portfolio before being expanded or reduced) as the instruction target was obtained. Later, you may convert the difference in the current market value composition ratio into the trading volume of each financial asset ( In short, refer to the description using Table 7 and Table 8 to be described). In short, processing equivalent to the conversion processing from the model portfolio as the instruction target to the zoom portfolio (zoom processing for enlargement or reduction) is performed. It only has to be broken.

  And, “There is a zoom portfolio or a modified zoom portfolio that is a modification of this zoom portfolio as an individual target”, so the individual target does not necessarily have the exact market value composition ratio of the model portfolio (instruction target) created by the operation manager. If the revised zoom portfolio becomes an individual target (the zoom portfolio does not become an individual target as it is), the market value composition ratio of the model portfolio as the instruction target and finally the individual The market value composition ratio of the modified zoom portfolio obtained as a target does not have to match in a strict sense, and the model port as an instruction target is only included in the process of calculating individual targets. Orio is expanded while maintaining the market composition ratio (zooming up) or reduction (zooming down) is the treatment or processing corresponding to it may be contained substantially. Therefore, for example, as will be described later, when adjusting the amount of each financial asset after zooming to a unit of stock, when adjusting to keep the cash balance above a certain ratio, the difference in the market price composition ratio before and after rebalancing is the threshold value. When making adjustments that do not buy and sell when within the range, the market value composition ratio is strictly maintained by various adjustments, such as making adjustments that do not buy and sell common stocks that are prohibited from buying and selling or stocks that are not individually tradeable for each customer. It is the purpose that may not be done.

  In addition, the “model portfolio” is created by rebalancing each time by the investment manager (when rebalancing with a fixed market capitalization, when rebalancing by changing the market capitalization taking into account unrealized gains due to market price fluctuations) Or may be created independently (singlely) at any market capitalization each time without introducing the concept of rebalancing the previously created model portfolio. In the latter case, for example, January is a model portfolio with a market capitalization of 30 million yen, February is a model portfolio with a market capitalization of 80 million yen, and March is a market portfolio with a market capitalization of 20 million yen. The market capitalization may be changed regardless of the market price fluctuation, such as a yen model portfolio, and without interrelation between each time (for example, each month). However, from the viewpoint of operational managers' work efficiency, etc., the model portfolio should preferably be rebalanced every time, as in the former case. In order to facilitate, it is more preferable that the market capitalization of the model portfolio is fixed at an amount (minimum amount) determined as a minimum amount that a new entrant can invest. In addition, from the above, the “model portfolio” may be created virtually by the operation manager, or may be constructed by managing the actual assets. For example, the market capitalization of the model portfolio is the minimum amount. For example, it is preferable to create a virtual portfolio.

  Furthermore, the asset management system of the present invention is suitable for the case where one management manager manages a portfolio of a plurality of individual investors who invest a small amount of money. Not only the house but also institutional investors who invest a large amount of money may be included.

  The “market price composition ratio” is the market price (quantity x market price unit) of each financial asset relative to the total market price of the total market value (quantity x market price unit) of each financial asset that makes up the portfolio. The ratio (occupation ratio) is referred to, but in the present specification, this ratio (occupancy ratio) may be described as a market value composition ratio.

  In such an asset management system of the present invention, when an operation manager creates a model portfolio in accordance with his / her own management style, this model portfolio is used as an instruction target and the market price composition ratio is maintained as this instruction target. The zoom portfolio is calculated by expanding or reducing the model portfolio, and the individual portfolio is rebalanced for each customer based on the zoom portfolio. Note that even if corrections are made by the operations manager and the corrected zoom portfolio eventually becomes an individual target, there is no difference that the zoom portfolio is the basis for rebalancing the individual portfolio.

  For this reason, when managing the individual portfolio of each customer, the operation manager does not need to manually create and rebalance the individual portfolio for each customer as in the past, and rebalance the model. It is only necessary to manage the portfolio, and the work of the operations manager is reduced.

  Accordingly, it becomes possible for one operation manager to easily perform the same operation for a portfolio of a plurality of customers. In addition, since there is no need to attach an investment manager as a person in charge for each individual investor who invests a small amount of money, the investment advisory company will be able to reduce costs and perform profitable operations. As a result, the fee charged to the investor can be reduced, thereby achieving the object.

  The asset management system described above further comprises model rebalancing processing means for performing a process of creating a model target that becomes a model portfolio after rebalancing based on the model portfolio style plan created by the operation manager, and provides individual rebalancing. The processing means uses the model target created by the model rebalance processing means as an instruction target, and calculates zoom portfolio data using the data of the market price composition ratio of each financial asset constituting the model target as the instruction target. It is desirable to be configured to perform the above.

  Here, the process of creating a model target that will become a model portfolio after rebalancing based on the style plan, the process of adopting the style plan as it is as a model target, and the modification of the style plan by the operations manager Processing to create a model target.

  In this way, when the configuration is equipped with model rebalance processing means, the operation manager can easily rebalance the model portfolio, and the operation efficiency of the operation manager can be improved. It becomes.

  Further, in the case of the configuration including the above-described model rebalance processing means, the model rebalance is provided with old model portfolio storage means for storing data of the old model portfolio maintaining the quantity of each financial asset at the time of the previous rebalance. The processing means includes an old model portfolio acquisition processing means for performing processing for acquiring data of the old model portfolio from the old model portfolio storage means, and data of the old model portfolio acquired by the old model portfolio acquisition processing means or this data as a style plan. Using the revaluation data reassessed at the current market price of each financial asset at the time of creation and the new model portfolio style data newly created by the investment manager, each financial asset that makes up the old model portfolio Quantity and new model po Model trading plan creation processing means for performing processing to create a trading plan for each financial asset constituting the model portfolio by calculating a difference with the quantity of each financial asset constituting the folio It is desirable.

  Here, the “quantity of each financial asset” means, for example, the number of shares when the financial asset is a stock. In this specification, the “quantity” of the financial asset, the “quantity” of the stock, etc. Sometimes “quantity” does not refer to money.

  In addition, “Calculating the difference between the quantity of each financial asset that constitutes the old model portfolio and the quantity of each financial asset that constitutes the new model portfolio” includes (1) the old model portfolio while maintaining the market value composition ratio. Calculated after calculating the volume of each financial asset (converted volume obtained by virtually zooming) that constitutes the old model portfolio by performing a conversion process that matches the market capitalization of the new model portfolio. Calculate the difference between the quantity of each financial asset that makes up the old model portfolio and the quantity of each financial asset that makes up the new model portfolio (in the case of (1), buying and selling on the market capitalization basis of the new model portfolio (2) The market capitalization of the new model portfolio will be maintained while maintaining the market price composition ratio. After calculating the volume of each financial asset that makes up the new model portfolio by performing a conversion process that matches the market capitalization of the Dell portfolio, configure the volume of each financial asset that makes up the calculated new model portfolio and the old model portfolio In addition to calculating the difference with the quantity of each financial asset (in this case (2), a trading plan will be created based on the market capitalization of the old model portfolio), and (3) the old model portfolio After calculating the difference between the market value composition ratio of each financial asset and the market price composition ratio of each financial asset that makes up the new model portfolio, the difference in the calculated market price composition ratio is calculated on the market capitalization basis of the new model portfolio. Convert to trading volume of financial assets (in the case of (3), trading on the market capitalization basis of the new model portfolio (4) Calculated after calculating the difference between the market value composition ratio of each financial asset that makes up the old model portfolio and the market price composition ratio of each financial asset that makes up the new model portfolio Convert the difference in market value composition ratio to the trading volume of each financial asset on the basis of market capitalization of the old model portfolio (in the case of (4), to create a trading plan on the basis of market capitalization of the old model portfolio Is included). As will be described later, when the market capitalization of the model portfolio is fixed at the minimum amount that can be invested by new entrants, it is necessary to prepare a trading plan by the above method (1) or (3), that is, a new model portfolio. It is preferable to create trading plans on the basis of market capitalization (see explanations using Tables 3 and 4 below).

  Furthermore, the “old model portfolio” acquired from the “old model portfolio storage means” by the “old model portfolio acquisition processing means” is the amount of each financial asset (if the financial asset is a stock, the number of shares of each issue) As long as it is the same as the previous rebalancing of the model portfolio, the market value for each financial asset and the market capitalization for all financial assets (total market value for each financial asset) For example, it may be the amount updated at the previous day's closing price, or the amount as it was when the previous model portfolio was rebalanced. However, from the viewpoint of acquiring a model portfolio that is closer to the current status and providing that information to the operation manager (provided by displaying on the screen), it is the amount updated at the most recent market price (for example, the closing price of the previous day). Preferably there is.

  The old model portfolio data or the revaluation data that has been reassessed at the market price of each financial asset at the time of creating the style proposal is the old model portfolio data acquired by the old model portfolio acquisition processing means. If the portfolio data is not data evaluated at the market unit price of each financial asset at the time of creating the style plan (for example, data evaluated at the closing price on the day before the style plan creation date), the style plan The purpose is to perform a recalculation process that evaluates at the unit price of each financial asset at the time of creation. Further, when there is no market price unit in the style plan, the market price unit in the data of the old model portfolio may be used as it is.

  In addition, the operation manager may create a “new model portfolio style plan” by a program constituting the model rebalance processing means, or prepared separately from the program constituting the model rebalance processing means. A model portfolio creation program (an existing program or a new program may be used) may be created. In the latter case (in the case of the embodiment of FIG. 1 described later), the model rebalance processing means What is necessary is just to provide the new model portfolio acquisition processing means for taking in the new model portfolio created by the model portfolio creation processing means (program for creating a model portfolio).

  As described above, when the model rebalance processing means includes the old model portfolio acquisition processing means and the model sales plan creation processing means, the model sales plan is automatically generated based on the style plan created by the operation manager. Therefore, the operation manager does not have to create a model sales plan by hand calculation by himself, thereby improving the efficiency of rebalancing the model portfolio by the operation manager.

  As described above, when the model rebalance processing unit includes the old model portfolio acquisition processing unit and the model sales plan creation processing unit, the model rebalance processing unit is created by the model sales plan creation processing unit. It is desirable to include a model trading simulation processing means for displaying the traded proposals on the screen and receiving a correction input by the operation manager for the trading proposals and creating a final model target.

  In this way, when the model rebalance processing means is configured to include the model trading simulation processing means, the operation manager can check the model trading plan on the display screen and refer to the model trading plan, It is possible to easily create a final model target (the state after rebalancing the model portfolio) by modifying the style proposal while taking into consideration, and the efficiency of the rebalancing work of the model portfolio by the operation manager is further improved. Further improve.

  In the asset management system described above, the individual rebalancing processing means is an individual portfolio acquisition processing means for performing processing for acquiring data of an individual portfolio maintaining the quantity of each financial asset at the time of the previous rebalancing from the individual portfolio storage means. Rebalancing using the individual portfolio data obtained by this individual portfolio acquisition processing means, or the revaluation data obtained by reassessing this data at the market price of each financial asset at the time of creating the instruction target and the data of the instruction target. Create a trading proposal for each financial asset that makes up the individual portfolio for each customer by calculating the difference between the quantity of each financial asset that makes up the previous individual portfolio and the quantity of each financial asset that makes up the zoom portfolio Individual trading plan creation processing means for performing processing to It is preferably composed Nde.

  Here, “Calculating the difference between the quantity of each financial asset that makes up the individual portfolio before rebalancing and the quantity of each financial asset that makes up the zoom portfolio” (1) While maintaining the market value composition ratio After calculating the quantity of each financial asset that makes up the zoom portfolio by converting the market capitalization of the instruction target to the market capitalization of the individual portfolio before rebalancing, the quantity of each financial asset that makes up the calculated zoom portfolio And the difference between the quantity of each financial asset that makes up the individual portfolio before rebalancing and (2) the market value composition ratio of each financial asset that makes up the individual portfolio before rebalancing and the instruction target After determining the difference in the market value composition ratio of each financial asset that comprises the difference in the calculated market price composition ratio, Involves converting the purchase quantity (see description with Table 7, Table 8 to be described later). In both cases (1) and (2) above, trading plans are prepared based on the market capitalization of individual portfolios before rebalancing. Does not create.

  In addition, “Revaluation data of individual portfolio or revaluation of this data based on the market price of each financial asset at the time of creation of the instruction target” is the data of the individual portfolio acquired by the individual portfolio acquisition processing means. Is not the data evaluated at the market unit price of each financial asset at the time of creating the instruction target (for example, data evaluated at the closing price on the day before the instruction target creation date), The purpose is to perform a recalculation process that evaluates at the unit price of each financial asset.

  In this way, when the individual rebalance processing means is configured to include the individual portfolio acquisition processing means and the individual trading plan creation processing means, the individual trading plan is based on the model portfolio as the instruction target created by the operation manager. Is automatically created, so the operation manager or the operation sub-manager that assists this operation manager (the modification work after the model portfolio as the instruction target created by the operation manager is expanded into individual portfolios for each customer, etc. ), And the operation manager may also serve as an independent manager.) Eliminates the need to manually calculate and create individual sales proposals. The efficiency of rebalancing work is improved.

  Further, as described above, when the individual rebalance processing means includes the individual portfolio acquisition processing means and the individual trading plan creation processing means, the individual rebalance processing means is created by the individual trading plan creation processing means. It is desirable to include an individual trading simulation processing means for displaying the trade plan on the screen and receiving a correction input by the operation sub-manager for the trade plan and creating a final individual target.

  Here, the “operation sub-manager” may be served by the same person as the operation manager. Note that the operation sub-manager does not create a model portfolio as an instruction target, but only performs a modification to the model portfolio created by the operation manager. The assumption that a human operations manager manages a portfolio of multiple customers is not reversed.

  In this way, when the individual rebalance processing means is configured to include the individual trading simulation processing means, the operation sub-manager can check the individual trading plan on the display screen and refer to this individual trading plan. Taking into account, the revised zoom portfolio, which is the final individual target (the state after rebalancing of the individual portfolio for each customer), is revised by correcting the zoom portfolio calculated by expanding or reducing the instruction target. Since it can be created easily, the efficiency of the rebalancing work of the individual portfolio for each customer by the operation sub-manager is further improved.

  As described above, when the model rebalance processing means is configured to include the old model portfolio acquisition processing means and the model sales plan creation processing means, the model sales plan creation processing means uses the old model portfolio acquisition processing means. The data of the old model portfolio acquired or the market price composition ratio of each financial asset obtained from the revaluation data obtained by re-evaluating this data with the market value unit price of each financial asset at the time of creating the style proposal, and the investment manager newly created this time For financial assets whose difference from the market price composition ratio of each financial asset obtained from the style proposal data of the new model portfolio is within the threshold range, a trading plan for each financial asset that makes up the model portfolio is not created. It is desirable that

  Here, “a financial asset whose difference is within a threshold range” does not include a financial asset having one market value composition ratio of zero. Therefore, even if the difference is within the range of the threshold value, a financial asset whose market value composition ratio is zero is excluded from a target for which a model sales plan is not created, so a model sales plan is created.

  In this way, when a model trading proposal is not created for financial assets whose market value composition ratio is within the threshold range, a slight difference in the market value composition ratio of each financial asset before and after rebalancing It is possible to prevent the inconvenience that a model trading plan is created even when a problem occurs and the financial asset becomes a trading target.

  Further, as described above, when the individual rebalancing processing means includes the individual portfolio acquisition processing means and the individual trading plan creation processing means, the individual trading plan creation processing means is acquired by the individual portfolio acquisition processing means. The individual market portfolio data or the market value composition ratio of each financial asset obtained from the revaluation data obtained by reassessing this data at the market price of each financial asset at the time of creation of the instruction target, and each financial asset constituting the instruction target or zoom portfolio For financial assets whose difference from the current market price composition ratio is within the threshold value range, it is desirable that a trading plan is not created for each financial asset constituting the individual portfolio.

  Here, “a financial asset whose difference is within a threshold range” does not include a financial asset having one market value composition ratio of zero. Therefore, even if the difference is within the range of the threshold value, an individual trading plan is created because a financial asset having one market value composition ratio of zero is excluded from a target for which the individual trading plan is not created.

  The “instruction target or zoom portfolio” refers to the zoom portfolio, which is obtained by zooming (expanding or reducing) the instruction target while maintaining the market value composition of the instruction target. Since these are the same, either is acceptable.

  In this way, if the difference in the market value composition ratio of each financial asset is such that no individual sales proposal is created for financial assets within the threshold range, a slight difference in the market value composition ratio of each financial asset before and after rebalancing It is possible to prevent an inconvenience that an individual trading plan is created even when a problem occurs and the financial asset becomes a trading target. In other words, the model portfolio as the instruction target is expanded or reduced while maintaining its market value composition ratio to calculate the zoom portfolio, and based on this, the rebalancing of individual portfolios is performed while strictly maintaining the market price composition ratio of the model portfolio As a result, even if there is a slight difference in the market value composition ratio of each financial asset that makes up the individual portfolio before and after the rebalancing, the result is that trading is performed, and trading in small and small quantities frequently occurs. However, it is possible to avoid such an inconvenience by providing a threshold value.

  In the asset management system described above, the model rebalance processing means includes financial assets that are prohibited from being incorporated in common for all customers for at least one of the model portfolio style plan and model target. It is desirable to include general-purpose guideline check processing means for performing general-purpose guideline check processing including checking whether or not.

  Here, the “model target” to be checked may be a final model target, or may be an intermediate model target generated in the process of performing model sales simulation for creating the final model target.

  When the model rebalance processing means is configured to include general-purpose guideline check processing means in this way, financial assets that are prohibited from being included in common are easily and reliably excluded from the inclusion targets during rebalancing. Can be removed.

  Further, in the asset management system described above, the individual rebalancing processing means is prohibited to individually incorporate at least one of the individual portfolio, instruction target, and individual target before rebalancing for each customer. It is desirable to include an individual guideline check processing means for performing an individual guideline check process including a check of whether financial assets are included.

  Here, the “individual target” may be a final individual target, or may be an intermediate individual target generated in the process of performing an individual trading simulation for creating a final individual target.

  In this way, when the individual rebalance processing means is configured to include the individual guideline check processing means, financial assets that are prohibited from being individually included for each customer can be easily included in the target for rebalancing. And it will be possible to remove it reliably.

  In the asset management system described above, the market capitalization of the model portfolio created each time by the operation manager can be invested by the customer when a new entry is made in order to build an individual portfolio to be managed by the operation manager. It is desirable that the amount is fixed at the minimum amount.

  In this way, when the market capitalization of the model portfolio is fixed at the minimum investment amount of a new entry customer, it is possible to deal with a customer who newly enters (intermediate participation) with the minimum investment amount. In other words, when the market capitalization of the model portfolio is changed in accordance with market price fluctuations (for example, when the model portfolio is constructed in-kind), for example, the individual portfolio of the customer who participated from the beginning If the market capitalization has increased from 30 million yen at the beginning of participation to 40 million yen, the market capitalization of the model portfolio will also increase from 30 million yen to 40 million yen accordingly. When rebalancing individual portfolios of customers who participated from the beginning, no problems arise. On the other hand, when the market capitalization of the model portfolio rises to 40 million yen, and there is a customer who joins with a minimum investment of 30 million yen, the market capitalization is 40 million yen. While maintaining the market value composition ratio of the model portfolio of this model portfolio, we calculated a zoom portfolio that reduced this model portfolio to 30 million yen (zoom-down), and based on this, we tried to build an individual portfolio of participating customers on the way. Depending on the size of the unit price of each financial asset, or if each financial asset is stock, depending on the size of the unit stock, there may be financial assets that cannot be purchased. The market value composition ratio of the model portfolio cannot be fully reflected in the construction of individual portfolios of midway participating customers. If there may be. However, such inconvenience can be avoided by creating a virtual model portfolio and fixing the market capitalization of the model portfolio at the minimum investment amount of the customer.

  Further, as described above, when the individual rebalancing processing means is configured to include the individual portfolio acquisition processing means and the individual trading plan creation processing means, the individual trading plan creation processing means is configured so that each financial asset to be traded is In the case of stocks, when calculating the trading volume in units of each stock for each trading target stock, first the quantity of each stock constituting the individual portfolio before rebalancing and the quantity of each stock constituting the zoom portfolio By calculating the difference between the two stocks, the selling volume is calculated in units of shares for each stock to be sold, the amount of this selling volume is added to the cash, and then each stock constituting the individual portfolio before rebalancing is added. Buy the stocks to be purchased in units of unit stock by calculating the difference between the quantity and the quantity of each stock constituting the Zoom portfolio If the amount of the tentatively calculated purchase quantity is subtracted from the cash and exceeds the minimum holding ratio of the cash, the tentatively calculated buy quantity is used as a trading plan as it is. If the stockholding ratio is below the minimum holding ratio, increase the buying quantity of each stock one by one in order from the top stocks with the highest market value composition among the stocks to be bought, thereby holding the minimum cash It is possible to adopt a configuration in which a purchase quantity of each brand is determined within a range that does not fall below the ratio, and processing for making a trading plan is performed.

  Here, when "calculate selling quantity per unit stock" and "provisionally buy quantity per unit stock", the viewpoint of processing to reduce the quantity fluctuation due to rebalancing, or first cash From the viewpoint of processing in a surplus direction, it is preferable to round off fractional shares that are less than one unit.

  In this way, after the individual trading plan creation processing means calculates the selling quantity, the buying quantity is tentatively calculated, and the buying quantity of each stock is increased by one unit stock in order from the top stocks with higher market value composition ratio. In the configuration where the purchase quantity is determined by proceeding, while maintaining the cash balance at a certain ratio or more, it is similar to the model portfolio created by the operation manager, that is, for each customer having a substantially similar relationship. Individual portfolios can be easily constructed and rebalanced.

  Further, as described above, when the individual rebalancing processing means is configured to include the individual portfolio acquisition processing means and the individual trading plan creation processing means, the individual trading plan creation processing means is configured such that each financial asset to be traded is In the case of stocks, when calculating the trading volume in units of each stock for each trading stock, the number of shares held in each stock is temporarily determined by rounding off fractional shares that are less than the unit stock generated in the calculation process. After holding the amount of fractional shares as cash once, increasing the number of shares held by each stock in order from the top stocks with the highest market value composition ratio, In addition, the amount of cash will be reduced and the final number of shares held for each issue will be determined within a range that does not fall below the minimum cash holding ratio. May be configured to perform processing for the trading plan calculates the trading volume.

  In this way, after rounding off fractional shares that are less than one unit share and temporarily determining the number of shares held for each issue, the number of shares held for each issue is increased by one unit share in order from the top included issue with the highest market value composition ratio. In the configuration where the final number of shares held for each issue is determined, the cash balance is kept at a certain ratio or more, and it is similar to the model portfolio created by the investment manager, that is, in a substantially similar relationship. An individual portfolio for each customer can be easily constructed and rebalanced.

  Then, as described above, when the individual rebalancing processing means is configured to include the individual portfolio acquisition processing means and the individual trading plan creation processing means, the individual trading plan creation processing means is configured so that each financial asset to be traded is In the case of stocks, when calculating the trading volume in units of each stock for each stock to be traded, the number of shares held for each stock is temporarily determined by rounding up the fractional shares less than the unit stock generated in the calculation process. Once the fractional shares are subtracted from the cash, the number of shares held by each stock is reduced by decreasing the number of stocks held by each stock in order from the lower-ranking stocks with the lowest market price composition. The number of shares held for each issue is determined within a range that exceeds the minimum cash holding ratio, and the number of trades based on the number of shares held. It can be calculated performs processing for the trading proposal to configure.

  In this way, after rounding up fractional shares that are less than one unit share and temporarily determining the number of shares held for each issue, the number of shares held for each issue is reduced by one unit share in order from the lower inclusion issue with the lowest market price composition ratio. In the configuration where the final number of shares held for each issue is determined, the cash balance is kept at a certain ratio or more, and it is similar to the model portfolio created by the investment manager, that is, in a substantially similar relationship. An individual portfolio for each customer can be easily constructed and rebalanced.

  Further, as the asset management method realized by the asset management system of the present invention described above, the following asset management method of the present invention can be mentioned.

  That is, the present invention is an asset management method for supporting and managing the management of a customer's financial assets by an operation manager, wherein an individual portfolio for each customer constructed by financial assets held by each of a plurality of customers is provided. Data stored in the individual portfolio storage means, and the individual rebalance processing means grasps or calculates the current market capitalization of the individual portfolio for each customer based on the data of the individual portfolio stored in the individual portfolio storage means In addition, the model portfolio, which is a model of financial asset holdings created by the investment manager, is used as an instruction target for rebalancing individual portfolios, and the market value composition ratio of each financial asset that constitutes the model portfolio as the instruction target. Model poe By expanding or reducing the folio, the model portfolio is converted into a state in which the market capitalization is equal to the current market capitalization of the individual portfolio for each customer, and the zoom portfolio obtained by these conversion processes or this zoom portfolio A process of rebalancing the individual portfolio for each customer is performed using the corrected zoom portfolio with the correction as an individual target.

  In such an asset management method of the present invention, the operations and effects obtained by the above-described asset management system of the present invention can be obtained as they are, thereby achieving the object.

  Further, the present invention is a program for causing a computer to function as an asset management system for supporting and managing the management of customer financial assets by an operation manager, and is constructed by financial assets held by each of a plurality of customers. The individual portfolio storage means for storing the individual portfolio data for each customer, and the current market capitalization of the individual portfolio for each customer based on the individual portfolio data stored in the individual portfolio storage means In addition to processing, the model portfolio, which is a model of financial asset holdings created by the investment manager, is used as an instruction target for rebalancing individual portfolios, and the market value structure of each financial asset that constitutes the model portfolio as the instruction target Ratio By expanding or reducing the model portfolio while holding it, the model portfolio is converted into a state where its market capitalization is equal to the current market capitalization of each individual portfolio for each customer, and the zoom portfolio or As an asset management system characterized by comprising an individual rebalance processing means for performing a process of rebalancing the individual portfolio for each customer with each of the modified zoom portfolios obtained by modifying the zoom portfolio as individual targets It is for making the function.

  The above-mentioned program or a part thereof is, for example, a magneto-optical disk (MO), a read-only memory (CD-ROM) using a compact disk (CD), a CD recordable (CD-R), a CD rewritable (CD -RW), read-only memory (DVD-ROM) using digital versatile disk (DVD), random access memory (DVD-RAM) using DVD, flexible disk (FD), magnetic tape, hard disk, It can be recorded on storage media such as read-only memory (ROM), electrically erasable and rewritable read-only memory (EEPROM), flash memory, and random access memory (RAM) for storage and distribution. And, for example, a local area network (LA ), A metropolitan area network (MAN), a wide area network (WAN), a wired network such as the Internet, an intranet, or an extranet, or a wireless communication network, or a combination thereof. It is also possible to carry it on a carrier wave. Furthermore, the above program may be a part of another program, or may be recorded on a recording medium together with a separate program.

  As described above, according to the present invention, when an operation manager creates a model portfolio, the model portfolio is used as an instruction target, and the model portfolio as the instruction target is expanded or reduced while maintaining the market price composition ratio. The process of calculating the zoom portfolio is performed, and individual portfolio rebalancing work is performed for each customer based on this zoom portfolio, so the same operation for multiple customer portfolios can be easily realized by one operation manager There is an effect that can be done.

  An embodiment of the present invention will be described below with reference to the drawings. FIG. 1 shows the overall configuration of an asset management system 10 according to the present embodiment. FIG. 2 is an explanatory diagram of a model portfolio management flow and an individual portfolio management flow by the asset management system 10. FIG. 3 is a flowchart showing a process flow for managing the model portfolio by the asset management system 10, and FIG. 4 is a flowchart showing a process flow for managing the individual portfolio. FIG. 5 shows screen transitions associated with the process for managing the model portfolio by the asset management system 10, and FIG. 6 shows screen transitions associated with the process for managing individual portfolios. Yes. Further, FIG. 7 shows a screen example of model simulation, and FIG. 8 shows a screen example of individual portfolio simulation.

  In FIG. 1, an asset management system 10 manages an operation management server 20 that performs various processes necessary for the operation of a customer's financial assets, and the management of portfolio positions (the current situation of the holding form of a changing financial asset). Portfolio management server 40, one or more operation manager terminal devices 50 operated by the operation manager, one or more operation sub-manager terminal devices 80 operated by the operation sub-manager, and one operated by the trader Alternatively, a plurality of trader terminal devices 90 are provided, and these are connected via the network 1.

  In the present embodiment, the description will be made assuming that the financial assets of the customers to be managed are stocks and cash (cash), but the scope of application of the present invention is not limited to stocks.

  The network 1 is composed of, for example, an intranet or LAN provided in the investment advisory company, or the Internet, extranet, MAN, WAN, public telephone line, private line, etc. connecting the investment advisory company and another partner company. It may be a wired network, a wireless network, or a combination thereof.

  The operation management server 20 is configured by a computer and includes server-side individual rebalance processing means 20A. Further, the operation management server 20 includes an old model portfolio storage unit 21, a new model portfolio storage unit 22, an individual portfolio storage unit 23, a trade instruction data storage unit 24, an order schedule data storage unit 25, and an order instruction. Data storage means 26, order form data storage means 27, general guideline storage means 28, individual guideline storage means 29, and individual development data storage means 30 are connected.

  The server-side individual rebalance processing unit 20A includes an individual portfolio acquisition processing unit 20B, an individual trading plan creation processing unit 20C, and an individual guideline check processing unit 20D, and includes an operation manager terminal device 50 and an operation sub-manager terminal. Together with the terminal-side individual rebalance processing means 72 provided in the device 80, the individual rebalance processing means in the present invention, that is, the process of rebalancing the individual portfolio for each customer with the zoom portfolio or the modified zoom portfolio as individual targets, respectively. It constitutes a means.

  The individual portfolio acquisition processing unit 20B performs processing for acquiring the position data of the individual portfolio for each customer from the individual portfolio storage unit 23. The position data of the individual portfolio acquired by the individual portfolio acquisition processing means 20B maintains the quantity of each financial asset (the number of shares held in each issue) at the time of the previous rebalancing of the individual portfolio, and the most recent market price ( Data re-evaluated at the closing price of the day before the data acquisition date).

  The individual trade plan creation processing means 20C reads the trade instruction data (position data including the market price composition data for the model target) from the trade instruction data storage means 24 and sets it as the position data of the instruction target. Re-evaluate the position data of the individual portfolio acquired by means 20B for each stock at the market price at the time of creating the instruction target, and use this revaluation data and the position data of the instruction target to configure the individual portfolio before rebalancing By calculating the difference between the number of shares (number of shares) and the number of shares (number of shares) that make up the zoom portfolio with expanded or reduced instruction targets. Individual sales plan) , And performs processing for automatically created for each customer. However, the actual processing procedure is as follows: First, the market price composition ratio of each issue that constitutes the instruction target and the market price composition ratio of each issue that constitutes the individual portfolio before rebalancing. A procedure may be adopted in which the difference is calculated, and then the difference is converted into the difference in the number of shares of each issue (that is, the number of traded shares) on the market capitalization basis of the individual portfolio before rebalancing (Table 7, which will be described later). (See description using Table 8). In addition, when the order target is created, if there is a brand that does not have a market price in the model target position data as the trading instruction data stored in the trading instruction data storage unit 24 (for a brand whose quantity is zero) In the case, there is a case where there is no market price unit price), the market price unit price at that time (at the time of creating the instruction target) is acquired and set.

  The individual guideline check processing means 20D is based on the data stored in the individual guideline storage means 29, the individual portfolio acquired by the individual portfolio acquisition processing means 20B, the instruction target (the sales instruction data read from the sales instruction data storage means 24, In other words, the model target data) is subjected to a pre-individual guideline check process that includes checking whether or not financial assets (in this embodiment, stock issues) that are individually prohibited for each customer are included. is there. The individual guideline check processing means 20D performs the same processing as the individual guideline check processing means 72C that performs the confirmed individual guideline check process provided in the operation manager terminal device 50 and the operation sub-manager terminal device 80.

  The old model portfolio storage means 21 stores position data of the old model portfolio that maintains the quantity of each financial asset (the number of shares held for each brand) at the time of the previous rebalancing of the model portfolio. The position data of the old model portfolio stored in the old model portfolio storage means 21 is sent from the portfolio management server 40 every night, for example, or the latest data acquired every night from the portfolio management server 40 (for each brand, Data that re-evaluates the daily closing price as the market price).

  The new model portfolio storage means 22 stores the position data of the style plan of the new model portfolio newly created by the operation manager this time using the model portfolio creation processing means 60 in the operation manager terminal device 50. The position data of the style plan stored in the new model portfolio storage means 22 is the data created by the model portfolio creation processing means 60 and stored in the new model portfolio storage means 53 of the operation manager terminal device 50. It is sent to the operation management server 20 by the processing means 70 and saved.

  The individual portfolio storage means 23 stores individual portfolio data for each customer constructed by financial assets held by each of a plurality of customers (in the present embodiment, stocks and cash). The position data of the individual portfolio for each customer stored in the individual portfolio storage means 23 is sent from the portfolio management server 40, for example, every night, or the latest data (for example, each brand acquired from the portfolio management server 40 every night, for example). , Reassessed the daily closing price as the market price unit).

  The trade instruction data storage means 24 stores the trade instruction data created by the trade instruction data creation processing means 71F. This trade instruction data is position data including the market price composition data for the model target, and is position data that serves as an instruction target when rebalancing the individual portfolio for each customer. Therefore, the data is used to link the rebalancing process of the model portfolio with the rebalancing process of the individual portfolio for each customer. The rebalancing process can be realized by transferring only the market price composition ratio data. In the present embodiment, the screen display of the position data of the instruction target is performed as shown in FIG. Therefore, all model target position data (data displayed on the screen in FIG. 7) is transferred. Further, the term “buying and selling instruction data” does not mean data directly giving a buying and selling instruction, but means data serving as a basis for creating a buying and selling instruction.

  The order schedule data storage means 25 stores the order schedule data for each customer accompanying the rebalancing of the individual portfolio for each customer created by the order schedule data creation processing means 72D. The ordering schedule data includes, for example, a style, an account number, trading brands, trading classification (whether selling or buying), trading volume (number of trading stocks), unit price, trading price, and the like.

  The order instruction data storage means 26 stores order instruction data for each customer or all customers created by the operation manager using the order instruction creation process means 73 in the operation manager terminal device 50.

  The order data storage means 27 stores order form data for each customer or all customers created by the trader using the order form creation processing means 74 in the trader terminal device 90. Even if the orders are executed for all customers collectively, the form in which the orders are individually received for each customer is maintained (this is handled).

  The general-purpose guideline storage unit 28 stores general-purpose guideline data input by the operation manager using the data registration processing unit 75 in the operation manager terminal device 50. The data of this general-purpose guideline is, for example, data of financial assets (stock brands in the present embodiment) that are prohibited from being incorporated in common for all customers. Note that the operation sub-manager may act on behalf of data input for the general guidelines.

  The individual guideline storage unit 29 stores the data of the individual guideline input by the operation sub-manager using the data registration processing unit 75 in the operation sub-manager terminal device 80. The data of the individual guidelines is, for example, data of financial assets (stock issues in the present embodiment) that are prohibited from being individually incorporated for each customer. Note that the data input for individual guidelines may be performed concurrently by the operation manager.

  The individual development data storage means 30 stores the individual development data created by the individual sales plan creation processing means 20C. In addition to the individual trading plan data automatically created for the individual portfolio for each customer, the individual development data includes the individual trading simulation processing means 72B in the operation manager terminal device 50 and the operation sub-manager terminal device 80 in FIG. Data necessary for performing the screen display as shown (individual portfolio position data acquired by the individual portfolio acquisition processing means 20B and instruction target position data) are also included.

  The portfolio management server 40 is configured by a computer and manages the positions of the old model portfolio and the individual portfolio, and the old model portfolio storage means 41 and the individual portfolio storage means 42 are connected to each other. The portfolio management server 40 re-evaluates each stock constituting each of the old model portfolio and the individual portfolio at the closing price of the day, for example, every night (in this case, the number of shares held for each stock is maintained), and after the re-evaluation. A process of updating the data stored in the old model portfolio storage means 41 and the individual portfolio storage means 42 with the data is performed. The portfolio management server 40 may employ an existing position management system.

  The old model portfolio storage means 41 stores the latest position data (data re-evaluated at the daily closing price) updated by the portfolio management server 40, for example, every night for the old model portfolio.

  The individual portfolio storage means 42 stores the latest position data (data re-evaluated at the daily closing price) updated by the portfolio management server 40, for example, every night for the individual portfolio of each customer.

  The operation manager terminal device 50 is constituted by a computer (including a mobile terminal), a processing means 51 for performing various processes necessary for operations of the operation manager, a display means 52 such as a liquid crystal display or a CRT display, and a new model. Portfolio storage means 53.

  The processing means 51 includes a model portfolio creation processing means 60 and an operation management processing means 70.

  The model portfolio creation processing means 60 performs processing for supporting the creation of a new model portfolio style plan by the operation manager. The model portfolio creation processing means 60 may be realized by an existing model portfolio creation program.

  The operation management processing means 70 includes a model rebalance processing means 71, a terminal-side individual rebalance processing means 72, an ordering instruction creation processing means 73, an order form creation processing means 74, and a data registration processing means 75. It consists of

  The model rebalance processing unit 71 includes an old model portfolio acquisition processing unit 71A, a new model portfolio acquisition processing unit 71B, a model sales plan creation processing unit 71C, a model sales simulation processing unit 71D, and a general-purpose guideline check processing unit 71E. The purchase instruction data creation processing means 71F is included.

  The old model portfolio acquisition processing means 71A performs processing for acquiring position data of the old model portfolio from the old model portfolio storage means 21.

  The new model portfolio acquisition processing unit 71B performs processing for acquiring position data of the style proposal of the new model portfolio from the new model portfolio storage unit 22.

  The model trading plan creation processing means 71C re-evaluates the position data of the old model portfolio acquired by the old model portfolio acquisition processing means 71A for each brand at the market price at the time of creating the style plan, and this revaluation data and the new model Using the position data of the style plan acquired by the portfolio acquisition processing means 71B (the position data of the new model portfolio newly created by the operation manager this time), the conversion process for adjusting the market capitalization to the new model portfolio is performed. The difference between the quantity of each issue (number of shares) that makes up the new model portfolio and the quantity (number of shares) of each issue that makes up the new model portfolio. Model sales plan) automatically created That processing and performs. However, the actual processing procedure is as follows. First, the market value composition ratio of each stock constituting the old model portfolio (the one that has not yet been converted to match the market capitalization with the new model portfolio). And the difference between the market value composition ratio of each issue that makes up the new model portfolio, and then convert this difference into the difference in the number of shares of each issue (that is, the number of shares traded) based on the market capitalization of the new model portfolio. You may employ | adopt a procedure (refer the description using Table 3 and Table 4 mentioned later). In addition, when there is a brand that does not have a market price in the style plan (in the case of a brand whose quantity is zero, there may be no market price), the old model portfolio acquired by the old model portfolio acquisition processing means 71A The current unit price in the position data is used as it is.

  The model trading simulation processing unit 71D displays the model trading plan created by the model trading plan creation processing unit 71C on the screen of the display unit 52 as shown in FIG. Is received and a process of creating a final model target is performed. This model trading simulation is performed by the operation manager operating the operation manager terminal device 50. Note that the screen display processing of FIG. 7 is all performed by the model trading simulation processing means 71D.

  The general-purpose guideline check processing means 71E includes a pre-check including whether or not a financial asset (in this embodiment, a stock issue) that is prohibited from being included in common for all customers is included in the model portfolio style plan. In addition to performing general-purpose guideline check processing, the model target is subjected to finalized general-purpose guideline check processing that includes checking whether financial assets that are prohibited from being included in common (in this embodiment, stock issues) are included. It is.

  The trading instruction data creation processing means 71F includes a model target created through a trading simulation by an operation manager using the model trading simulation processing means 71D (as a result, including a model target that has become a model target in the state of the style plan). )) Position data is stored in the trade instruction data storage means 24 as trade instruction data based on the operation operation of the operation manager at the operation manager terminal device 50. This trade instruction data includes data on the market price composition ratio. Note that the general-purpose guideline check processing means 71E performs a fixed general-purpose guideline check process before the trade-instruction data creation processing means 71F creates trading instruction data.

  The terminal-side individual rebalance processing means 72 includes an individual development instruction processing means 72A, an individual trade simulation processing means 72B, an individual guideline check processing means 72C, and an ordering schedule data creation processing means 72D. Together with the server-side individual rebalance processing means 20A of the server 20, the individual rebalance processing means in the present invention is configured. Note that each process by the terminal-side individual rebalance processing means 72 is mainly executed by the operation sub-manager terminal device 80 being operated by the operation sub-manager (the operation manager may serve concurrently). Since the operation manager terminal device 50 and the operation sub-manager terminal device 80 are loaded with the same program (a program for realizing the operation management processing means 70), in FIG. 1, for convenience of explanation, the terminal-side individual rebalance processing means 72 is illustrated in a state provided in the operation manager terminal device 50.

  The individual deployment instruction processing means 72A is a server-side individual rebalance processing means of the operation management server 20 based on an operation manager instruction operation at the operation manager terminal apparatus 50 or an operation submanager instruction operation at the operation submanager terminal apparatus 80. For 20A, processing is performed for obtaining position information of an individual portfolio, reading trading instruction data, and issuing an execution command for automatically creating an individual trading plan.

  The individual trade simulation processing means 72B includes individual development data (individual portfolio position data acquired by the individual portfolio acquisition processing means 20B) including individual trade plan data automatically created by the individual trade proposal creation processing means 20C of the operation management server 20. , And the position data of the instruction target) are read from the individual development data storage means 30 and displayed on the screen of the display means 52 as shown in FIG. In this case, the final input target is generated by receiving the correction input according to the above. Note that the screen display processing of FIG. 8 is all performed by the individual trade simulation processing means 72B.

  The individual guideline check processing means 72C includes financial assets (in the present embodiment, stock issues) that are individually prohibited for each customer based on the data stored in the individual guideline storage means 29. Final individual guideline check process including check of whether or not The individual guideline check processing unit 72C performs the same processing as the individual guideline check processing unit 20D that performs the preliminary individual guideline check processing provided in the individual guideline check processing unit 20D of the operation management server 20.

  The ordering schedule data creation processing means 72D performs processing of creating ordering schedule data from the position data of the individual target based on the instruction operation of the operation submanager at the operation submanager terminal device 80 and storing it in the ordering schedule data storage means 25. Is what you do. Note that the final individual guideline check processing by the individual guideline check processing means 72C is performed before the creation of the order schedule data by the order schedule data creation processing means 72D.

  The ordering instruction creation processing unit 73 determines the ordering plan data stored in the ordering plan data storage unit 25 based on the latest closing price data based on the operation manager's input operation at the operation manager terminal device 50 and obtains the ordering instruction data. A process of creating and saving in the order instruction data storage means 26 is performed.

  The purchase order creation processing means 74 creates order form data using the order instruction data stored in the order instruction data storage means 26 based on the input operation of the trader at the trader terminal device 90, and the order form data storage means 27. The process of saving in And the order form data memorize | stored in the order form data storage means 27 are transmitted to another system (it may be an existing system) which executes a trade order, and an order is executed based on this. The processing by the order form creation processing means 74 is executed by the trader operating the trader terminal device 90, but the operation manager terminal device 50 and the trader terminal device 90 have the same program (operation management process). 1 is installed in the operation manager terminal device 50 for the sake of convenience of explanation, the program for realizing the means 70 is installed.

  The data registration processing means 75 performs a process of storing general guideline data in the general guideline storage means 28 based on an input operation of an operation manager (an operation sub-manager may act on behalf) at the operation manager terminal device 50. At the same time, based on the input operation of the operation sub-manager at the operation sub-manager terminal device 80 (which may be performed concurrently by the operation manager), processing for storing the data of the individual guideline in the individual guideline storage means 29 is performed. . In the data registered by the data registration processing means 75, for example, trading prohibited brands that are prohibited in common for all customers or for each customer (for example, brand codes of target brands are registered), Management stock (for example, register the stock code of the target stock), maximum market price composition ratio (for example, register the maximum of the market price composition ratio as a percentage, etc.), threshold (for example, criteria for determining that rebalancing is not performed) The fluctuation range of the market price composition ratio to be a value is registered as a percentage, etc.), the minimum remaining cash market price composition ratio (for example, the minimum market price composition ratio at the time of rebalancing is registered as a percentage, etc.), master in charge (Register the user ID, password, style in charge, etc., which is the master information of each person in charge).

  The new model portfolio storage unit 53 stores position data of the style plan of the new model portfolio created by the operation manager using the model portfolio creation processing unit 60.

  The operation management processing means 70 also includes means for performing a process for collectively selling target brands according to styles in an emergency, and a means for performing a process for collectively selling shares held in a cancellation account.

  The operation sub-manager terminal device 80 is configured by a computer (including a mobile terminal), and is loaded with the same program (a program that realizes the operation management processing means 70) as the program installed in the operation manager terminal device 50. Since the operation sub-manager does not create a model portfolio style plan, the operation sub-manager terminal device 80 is loaded with a program for realizing the model portfolio creation processing means 60 installed in the operation manager terminal device 50. Not. Although not shown, the operation sub-manager terminal device 80 is also provided with display means similar to that of the operation manager terminal device 50. For convenience of explanation, this will be referred to as display means 52. .

  The trader terminal device 90 is configured by a computer (including a mobile terminal), and is loaded with the same program (a program that realizes the operation management processing means 70) as the program installed in the operation manager terminal device 50. Since the trader does not create a model portfolio style plan, the trader terminal device 90 does not have a program for realizing the model portfolio creation processing means 60 installed in the operation manager terminal device 50. Although not shown, the trader terminal device 90 is also provided with a display unit similar to the operation manager terminal device 50, and is therefore referred to as a display unit 52 for convenience of explanation.

  In the above, the server-side individual rebalance processing means 20A included in the operation management server 20 and other processing means, the processing means for performing position management and the like included in the portfolio management server 40, and the processing means 51 of the operation manager terminal device 50 are included. The model portfolio creation processing means 60 and the operation management processing means 70 (71 to 75), the operation management processing means 70 of the operation sub-manager terminal device 80, and the operation management processing means 70 of the trader terminal device 90 are the operation management server 20 respectively. The portfolio management server 40, the operation manager terminal device 50, the operation sub-manager terminal device 80, and the trader terminal device 90, each computer main body (including not only personal computers but also higher-level models thereof) are included. Central operation provided Management unit (CPU), a and is realized by one or more programs that define the operation procedure of this CPU.

  The storage means 21 to 30 connected to the operation management server 20, the storage means 41 and 42 connected to the portfolio management server 40, and the new model portfolio storage means 53 of the operation manager terminal device 50 are, for example, a hard disk or the like. However, ROM, EEPROM, flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-, as long as there is no problem in storage capacity, access speed, etc. ROM, DVD-RAM, FD, magnetic tape, or a combination of these may be employed.

  In this embodiment, the same operation is performed on individual portfolios of a plurality of customers by one operation manager using the asset management system 10 as follows.

  First, the flow of management of a model portfolio by the asset management system 10 and the flow of management of an individual portfolio will be outlined with reference to FIG. In FIG. 2, states and operations to be displayed on the screen in FIGS. 7 and 8 to be described later are indicated by solid lines, and states that are assumed to be calculated but are not to be displayed are indicated by broken lines. ing.

  In FIG. 2, the old model portfolio acquisition processing means 71A acquires the old model portfolio 100 evaluated at the market price on the previous day (for example, November 30, 2003) from the old model portfolio storage means 21. This old model portfolio 100 corresponds to the “old model portfolio” display field 210 in the screen 200 of FIG. On the other hand, the new model portfolio acquisition processing means 71B acquires the new model portfolio style plan 101 newly created this time by the operation manager. This style plan 101 corresponds to the “new style (plan)” display field 220 in the screen 200 of FIG.

  Then, the old model portfolio 100 is re-evaluated to the old model portfolio 102 at the market price unit at the time of creating the style proposal (for example, December 1, 2003), and the market capitalization is calculated for the re-evaluated old model portfolio 102. A conversion process (zoom process) that matches the style proposal 101 of the new model portfolio is performed, and the old model portfolio 103 that has been expanded or reduced is assumed. The old model portfolios 102 and 103 are not displayed on the screen 200 in FIG.

  Subsequently, by calculating the difference between the quantity (number of shares) of each brand constituting the old model portfolio 103 and the quantity (number of shares) of each brand constituting the style proposal 101 of the new model portfolio, the model trading proposal 104 is obtained. Create automatically. The model sales plan 104 corresponds to the “purchase plan” display field 230 in the screen 200 of FIG. In the actual calculation process, the difference between the quantities (number of shares) of each issue is not directly calculated, but the market price composition ratio of each issue constituting the old model portfolio 102 and the style proposal 101 of the new model portfolio. The difference between the number (number of shares) of each brand may be calculated based on the difference from the market price composition ratio of each brand (see the explanation using Tables 3 and 4 described later).

  Then, the operation manager refers to and considers the model sales plan 104, performs a correction operation 105 by model sales simulation, and finally obtains a model target 106 as a state after rebalancing of the model portfolio. The correction work 105 by the model trading simulation corresponds to the work in the “buying and selling simulation” input field 240 on the screen 200 in FIG. 7, and the model target 106 is displayed in the “model target position” display field 250 in the screen 200 in FIG. Correspond. Then, from the obtained model target 106, trading instruction data 110 including market price composition ratio data is created.

  Thereafter, the individual portfolio acquisition processing unit 20B acquires the individual portfolio 120 for each customer evaluated at the market price unit price on the previous day (for example, November 30, 2003) from the individual portfolio storage unit 23. This individual portfolio 120 corresponds to the “current position” display field 310 in the screen 300 of FIG. On the other hand, the individual trade plan creation processing means 20C reads the trade instruction data 110 from the trade instruction data storage means 24, and creates the instruction target 121 so that the market price composition ratio matches that of the model target 106. This instruction target 121 corresponds to the “instruction target position” display field 320 on the screen 300 of FIG.

  Then, the individual portfolio 120 is re-evaluated at the market price when the instruction target is created (for example, December 1, 2003), and the re-evaluated individual portfolio 122 is assumed. This individual portfolio 122 is not displayed on the screen 300 of FIG. On the other hand, the instruction target 121 is enlarged or reduced while maintaining the market price composition ratio so that the market capitalization is the same as that of the individual portfolio 122, and the zoom portfolio 123 is assumed. This zoom portfolio 123 is not displayed on the screen 300 of FIG.

  Subsequently, the individual trading plan 124 is automatically created by calculating the difference between the quantity (number of shares) of each brand constituting the individual portfolio 122 and the quantity (number of shares) of each brand constituting the zoom portfolio 123. The individual sales plan 124 corresponds to the “purchase plan” display field 330 in the screen 300 of FIG. In the actual calculation process, the difference between the quantities (number of shares) of each issue is not directly calculated, but the market price composition of each issue that constitutes the individual portfolio 122 and each issue that constitutes the instruction target 121. Based on the difference with the market price composition ratio, the difference between the quantities (number of shares) of each brand may be calculated (see the description using Table 7 and Table 8 described later).

  Then, the operation sub-manager performs the correction work 125 by the individual trading simulation while referring to and taking into consideration the individual trading plan 124, and finally sets the individual target (modified zoom portfolio) 126 as the state after the rebalancing of the individual portfolio. obtain. The correction work 125 by the individual trade simulation corresponds to the work in the “trade simulation” input field 340 in the screen 300 of FIG. 8, and the individual target 126 is displayed in the “target position by style” display field 350 in the screen 300 of FIG. Corresponding to Then, the ordering schedule data 130 is created from the obtained individual target 126.

  Next, the flow of model portfolio management by the asset management system 10 and the flow of individual portfolio management will be described in detail with reference to FIGS.

  In FIG. 3, the operation manager turns on the operation manager terminal device 50, starts up a program installed in the operation manager terminal device 50, and starts a series of processes related to asset operation (step S1). The operation manager operates the operation manager terminal device 50, and causes the operation management processing unit 70 to display a front job menu screen 400 as shown in FIG. 5 on the screen of the display unit 52. The screen 400 includes a “model management” button 401, an “individual portfolio management” button 402, an “ordering instruction creation” button 403, a “order creation (trader)” button 404, and a “master maintenance” button. 405, a user ID input unit 406, and a password input unit 407 are provided.

  In the screen 400 of FIG. 5, when the operation manager inputs his / her user ID and password to the user ID input unit 406 and password input unit 407 and clicks the “master maintenance” button 405, the data registration processing means 75 causes the general purpose A guideline input setting screen is displayed, and the operation manager inputs data for the general guideline on this screen. The input data is registered and stored in the general-purpose guideline storage unit 28 by the data registration processing unit 75 (step S2 in FIG. 3). For example, the operation manager is a trade-prohibited issue that is prohibited to be incorporated in common for all customers, the maximum value of the market value composition of each issue that makes up the portfolio, and a threshold value for whether or not to rebalance. Set the fluctuation range (difference) in the market price composition ratio, the minimum value of the cash composition ratio in the portfolio, etc. This registration process is performed in advance.

  Subsequently, in FIG. 3, the operation manager operates the operation manager terminal device 50, and the position data of the style proposal of the new model portfolio by the model portfolio creation processing means 60 (which may be realized by an existing program). And is stored in the new model portfolio storage means 53 of the operation manager terminal device 50. The operation manager also sends the position data of the style plan stored in the new model portfolio storage unit 53 to the operation management server 20 by the operation management processing unit 70 and stores it in the new model portfolio storage unit 22 of the operation management server 20. (Step S3).

  Then, the operation manager again displays the front job menu screen 400 of FIG. 5 and clicks the “model management” button 401. Then, a model management menu screen 410 as shown in FIG. 5 is displayed on the screen of the display means 52. This screen 410 is provided with a “collective processing” button 411, a “model simulation” button 412, a “purchase / instruction data creation status” button 413, and an “ordering schedule data creation status” button 414.

  When the operation manager clicks the “batch processing” button 411 on the screen 410 in FIG. 5, a model position data acquisition screen 420 as shown in FIG. 5 is displayed. On this screen 420, the operation manager selects (can select a plurality of styles) the old model portfolio to be acquired, and clicks a “model position data acquisition” button 421 provided on this screen 420. Then, the old model portfolio acquisition processing means 71A causes the old model portfolio 100 evaluated at the current unit price from the old model portfolio storage means 21 of the operation management server 20 to the previous day (for example, November 30, 2003) (see FIG. 2). When this process ends, a message 430 indicating that the acquisition of the old model portfolio position has ended is displayed on the screen (step S4 in FIG. 3).

  The portfolio management server 40 performs a process of re-evaluating and updating the position data of the old model portfolio stored in the old model portfolio storage unit 41 at the closing price unit price of the day, for example, every night (step S5 in FIG. 3). ). Then, the updated data of the old model portfolio storage means 41 is obtained by the operation management server 20 taking the updated data or the portfolio management server 40 sending the updated data to the operation management server 20. For example, it is copied to the old model portfolio storage means 21 of the operation management server 20 every night.

  Subsequently, after the message 430 is displayed, a text file selection dialog screen 440 as shown in FIG. 5 is displayed on the screen of the display means 52. On this screen 440, the operation manager selects a new model portfolio style plan to be acquired, and clicks a “text data acquisition” button 441 provided on this screen 440. Then, the position data of the new model portfolio style plan 101 (see FIG. 2) stored in the new model portfolio storage unit 22 (in this embodiment, text data is taken as an example) by the new model portfolio acquisition processing unit 71B. ) Is acquired, and when this processing is completed, a message 450 indicating that acquisition of the new model position has ended is displayed on the screen (step S6 in FIG. 3).

  When the acquisition process of the old model portfolio by the old model portfolio acquisition processing unit 71A and the acquisition process of the new model portfolio style plan by the new model portfolio acquisition processing unit 71B are completed, the model trading plan creation processing unit 71C performs the model trading plan. Is automatically created (step S7 in FIG. 3). At this time, the general-purpose guideline check processing unit 71E includes a general-purpose guideline check including a check on whether or not the old model portfolio and the new model portfolio style plan include a trade-prohibited brand based on the data in the general-purpose guideline storage unit 28. The guideline check process is automatically performed (step S7). Then, the result of the pre-general guideline check process is displayed on a screen or printed out as a pre-general check list 460 (see FIG. 5).

  Then, the operation manager clicks a “model simulation” button 412 on the screen 410 in FIG. Then, a model simulation screen 200 as shown in FIG. 5 is displayed on the screen of the display means 52 by the model trading simulation processing means 71D. FIG. 7 shows the detailed contents of the screen 200 of FIG.

  In FIG. 7, the model simulation screen 200 includes a style display column 201, a brand code display column 202, a brand name display column 203, an “old model portfolio” display column 210, and a “new style (plan)” display column. 220, a “purchase plan” display field 230, a “trade simulation” input field 240, a “model target position” display field 250, a “general guideline check” button 261, and a “trade instruction data creation” button 262. Is provided.

  The “old model portfolio” display column 210 includes a “quantity” display column 211 that displays the quantity (number of shares) of each brand constituting the old model portfolio, and a “market price” display column 212 that displays the market price of each brand. In addition, a “market price” display column 213 for displaying the market price (quantity × market price unit price) of each brand and a “market price composition ratio” display column 214 for displaying the market price composition ratio of each brand are provided. The data displayed in the “old model portfolio” display column 210 was evaluated at the current unit price of the previous day (for example, November 30, 2003) acquired from the old model portfolio storage unit 21 by the old model portfolio acquisition processing unit 71A. This is position data of the old model portfolio 100 (see FIG. 2).

  The “new style (draft)” display column 220 has a “quantity” display column 221 for displaying the quantity (number of shares) of each brand constituting the style proposal of the new model portfolio, and a “market price” for displaying the market price unit price of each brand. "Unit price" display field 222, "Market price" display field 223 for displaying the market price (quantity x market price unit price) of each brand, and "Market price ratio" display field 224 for displaying the market price composition ratio of each brand are provided. Yes. The data displayed in the “new style (plan)” display field 220 is the position data of the new model portfolio style plan 101 (see FIG. 2) acquired from the new model portfolio storage unit 22 by the new model portfolio acquisition processing unit 71B. (For example, data evaluated at the market price unit price as of December 1, 2003).

  In the “purchase / sale plan” display field 230, a “trade category” display field 231 that displays the trade of each brand constituting the model portfolio, and a “quantity” display that displays the trading volume (number of trading stocks) of each brand. A column 232, a “market unit price” display column 233 for displaying the market price unit price of each brand, and a “trade price” display column 234 for displaying the trading price (sales volume × market price unit price) of each brand are provided. The data displayed in the “sales plan” display field 230 is the data of the model sales plan 104 in FIG.

  In the “trading simulation” input field 240, a “trading category” display field 241 for displaying the trading type of each brand constituting the model portfolio, and a “quantity” input for entering the trading volume (number of trading stocks) of each brand. A column 242, a “market price” display field 243 that displays the market price unit price of each brand, and a “trade price” display field 244 that displays the trade price (trade volume × market price unit price) of each brand are provided. In these fields 241 to 244, the numerical values of the fields 231 to 234 of the “purchase plan” display field 230 are displayed by default. In the “quantity” input field 242, the operation manager can input a numerical value to be corrected, whereby the fields 241 and 244 are automatically corrected. The work performed in the “trading simulation” input field 240 is the correction work 105 by the model trading simulation of FIG.

  The “model target position” display field 250 includes a “quantity” display field 251 that displays the quantity (number of shares) of each brand constituting the model target, and a “market price” display field 252 that displays the market price / unit price of each brand. A “market price” display field 253 for displaying the market price (quantity × market price unit price) of each brand and a “market price composition ratio” display field 254 for displaying the market price composition ratio of each brand are provided. The data displayed in the “model target position” display field 250 is the position data of the model target 106 in FIG.

  In the model simulation screen 200 of FIG. 7, the operation manager refers to and considers the data in the “Buying and Selling Proposal” display field 230, and performs an input operation in the “Buying and Selling Simulation” input field 240, thereby automatically creating the model trading. The plan is corrected (step S8 in FIG. 3). For example, in the case of company B's stock, the model trading plan is to buy 3,000 shares, but the number of 3,000 shares in the “quantity” input field 242 is corrected to buy 4,000 shares. Then, the numerical value of the “Trade Amount” display field 244 is 5,000,000 yen (quantity 4,000 shares x) from the purchase of 3,750,000 yen (quantity 3,000 shares x market price 1,250 yen). It is automatically corrected to buy at a market price of 1,250 yen. Along with this, the numerical value in the “model target position” display column 250 is also automatically corrected, and the numerical value in the “quantity” display column 251 increases by 1,000 shares from 6,000 shares to 7,000 shares. The numerical value in the “market price” display field 253 ranges from 7,500,000 yen (quantity 6,000 shares × market price unit price 1,250 yen) to 8,750,000 yen (quantity 7,000 shares × market price unit price 1,250 yen). Yen), and the numerical value in the “market price composition ratio” display field 254 varies from 25.00% (7,500,000 yen ÷ 30,000,000 yen) to 29.17% (8,750,000 yen ÷ 30, 000,000 yen). The above processing is performed by the model trading simulation processing means 71D.

  Details will be described later with reference to Tables 3 and 4, but the model trading proposal is created based on the market capitalization of the style proposal (30 million yen in the example of FIG. 7). The trading volume handled by the model trading simulation is the numerical value in the “old model portfolio” display column 210 (that is, the numerical data of the old model portfolio 100 in FIG. 2). It is positioned as the trading volume for the old model portfolio 103 of FIG.

  Then, the operation manager appropriately clicks the “general guideline check” button 261 on the screen 200 in the process of performing the model trading simulation, and the general target guideline check processing means 71E uses the model target based on the data in the general guideline storage means 28. A general-purpose guideline check process including a check as to whether or not a trade-prohibited brand is included is performed. Then, the result of this fixed general-purpose guideline check process is displayed on a screen or printed out as a fixed general-purpose check list 470 (see FIG. 5).

  Further, the operation manager ends the model trading simulation, determines the model target, and then clicks the “create trading instruction data” button 262 on the screen 200. Then, the general-purpose guideline check processing means 71E automatically performs a fixed general-purpose guideline check process including a check as to whether or not the model target contains a trade-prohibited brand based on the data in the general-purpose guideline storage means 28. The result is displayed on a screen or printed out as a confirmed general-purpose checklist 480 (see FIG. 5). Thereafter, the buying / selling instruction data 110 (see FIG. Reference) is created and stored in the buying and selling instruction data storage means 24 (step S9).

  Note that the operation manager clicks the “Buy / Buy Instruction Data Creation Status” button 413 on the model management menu screen 410 in FIG. 5 to display a list 490 of the buying / buying instruction data creation status saved in the trading instruction data storage unit 24. By referring to the list 500 of the order schedule data creation status stored in the order schedule data storage means 25 by clicking the “order schedule data creation status” button 414, it can be confirmed. Can do.

  Further, the position data of the model target (that is, the model portfolio after rebalancing) created this time is stored in the old model portfolio storage means 41 of the portfolio management server 40 to be used for the next rebalancing of the model portfolio. .

  On the other hand, in FIG. 4, the operation sub-manager turns on the operation sub-manager terminal device 80, starts up a program installed in the operation sub-manager terminal device 80, and starts a series of processes related to asset operation (step S21). ). The operation sub-manager operates the operation sub-manager terminal device 80 and causes the operation management processing unit 70 to display a front job menu screen 400 as shown in FIG. This screen 400 is the same as that shown in FIG.

  In the screen 400 of FIG. 6, when the operation sub-manager inputs his / her user ID and password to the user ID input unit 406 and password input unit 407 and clicks the “master maintenance” button 405, the data registration processing unit 75 Since the screen for setting the individual guideline is displayed, the operation sub-manager inputs the data for the individual guideline on this screen. The input data is registered and saved in the individual guideline storage means 29 by the data registration processing means 75 (step S22 in FIG. 4). For example, the operation sub-manager sets a trade-prohibited brand that is prohibited from being incorporated for each customer. This registration process is performed in advance. Further, the trade prohibited brand for each customer is a brand designated by each customer at the time of contract.

  Then, as shown in FIG. 3, after the model portfolio is rebalanced by the operation manager, a new model target is determined, and the trading instruction data including the market price composition ratio data is stored in the trading instruction data storage unit 24. As shown in FIG. 4, the following operations are performed by the operation sub-manager (the operation manager may also serve as an administrator).

  That is, the operation sub-manager displays the front work menu screen 400 of FIG. 6 and clicks the “individual portfolio management” button 402. Then, an individual portfolio management menu screen 510 as shown in FIG. 6 is displayed on the screen of the display means 52. This screen 510 is provided with a “collective processing” button 511, an “individual portfolio simulation” button 512, a “buy / sell instruction data creation status” button 513, and an “ordering schedule data creation status” button 514.

  When the operation sub-manager clicks the “batch processing” button 511 on the screen 510 in FIG. 6, an individual portfolio position data acquisition screen 520 as shown in FIG. 6 is displayed. On this screen 520, the operation sub-manager selects an individual portfolio to be acquired (multiple selection is possible), and clicks an “individual PF position data acquisition” button 521 provided on this screen 520. Then, the individual deployment instruction processing means 72A sends a command for individual deployment processing to the server-side individual rebalance processing means 20A of the operation management server 20 (step S23 in FIG. 4), and the operation management server 20 receives this command. Then, the individual portfolio acquisition processing means 20B acquires the individual portfolio 120 (see FIG. 2) evaluated from the individual portfolio storage means 23 of the operation management server 20 at the market price of the previous day (for example, November 30, 2003). Is performed (step S24).

  The portfolio management server 40 performs a process of re-evaluating and updating the position data of the individual portfolio for each customer stored in the individual portfolio storage means 42 at the closing price unit price of the day, for example, every night (step S25). . Then, when the operation management server 20 goes to obtain the updated data or the portfolio management server 40 sends the updated data to the operation management server 20, the updated data in the individual portfolio storage means 42 is, for example, Every night, it is copied to the individual portfolio storage means 23 of the operation management server 20.

  Subsequently, the individual sales plan creation processing means 20C acquires the sales instruction data including the market price composition ratio data for the model target from the sales instruction data storage means 24, and the instruction target 121 (see FIG. 2) based on the acquired sales instruction data. ) Is created (step S26). That is, the model target is set as the instruction target. Then, the individual trading plan creation processing means 20C performs the processing for automatically creating the individual trading plan (step S27). At this time, the individual guideline check processing means 20D includes a pre-individual guideline including a check on whether the individual portfolio or the instruction target includes a prohibited trade brand for each customer based on the data of the individual guideline storage means 29. Check processing is automatically performed (step S27).

  When the individual portfolio acquisition processing by the individual portfolio acquisition processing means 20B and the instruction target creation processing and individual sales proposal creation processing by the individual trading plan creation processing means 20C are completed, the acquisition of the individual portfolio position data and the instruction target position are completed. A message 530 (see FIG. 6) indicating that the creation of data has been completed is displayed on the screen. The result of the preliminary individual guideline check process is displayed on a screen or printed out as a preliminary individual check list 540 (see FIG. 6).

  Then, on the screen 510 in FIG. 6, the operation sub-manager clicks the “individual portfolio simulation” button 512. Then, the individual trading simulation processing means 72B displays the individual portfolio simulation screen 300 as shown in FIG. FIG. 8 shows the detailed contents of the screen 300 of FIG.

  In FIG. 8, the individual portfolio simulation screen 300 includes a style display field 301, a brand code display field 302, a brand name display field 303, a “current position” display field 310, and an “instruction target position” display field 320. , A “purchase plan” display field 330, a “trade transaction simulation” input field 340, a “target position by style” display field 350, an “individual guideline check” button 361, and a “create planned order data” button 362. It has been.

  In the “current position” display field 310, a “quantity” display field 311 that displays the quantity (number of shares) of each issue that constitutes the individual portfolio before rebalancing, and a “market price” display that displays the market value price of each issue. A column 312, a “market price” display column 313 for displaying the market price (quantity × market price unit price) of each brand, and a “market price composition ratio” display column 314 for displaying the market price composition ratio of each brand are provided. The data displayed in the “current position” display column 310 is the individual portfolio 120 evaluated at the market price on the previous day (for example, November 30, 2003) acquired from the individual portfolio storage unit 23 by the individual portfolio acquisition processing unit 20B. This is position data (see FIG. 2).

  The “instruction target position” display field 320 includes a “quantity” display field 321 that displays the quantity (number of shares) of each issue that constitutes the instruction target, and a “market price” display field 322 that displays the market price unit price of each issue. In addition, a “market price” display field 323 for displaying the market price (quantity × market price unit price) of each brand and a “market price composition ratio” display field 324 for displaying the market price composition ratio of each brand are provided. The data displayed in the “instruction target position” display field 320 is created based on trading instruction data (including market price composition ratio data) read from the trading instruction data storage unit 24 by the individual trading plan creation processing unit 20C. This is position data of the instruction target 121 (see FIG. 2) (for example, data evaluated at the market price unit price as of December 1, 2003).

  In the “purchase plan” display column 330, a “buy / sell category” display column 331 that displays the type of trading for each brand constituting the individual portfolio, and a “quantity” display that displays the trading volume (number of trading shares) of each brand. A column 332, a “market price” display column 333 that displays the market price / unit price of each brand, and a “trade price” display column 334 that displays the trading price (trading volume × market price / unit price) of each brand are provided. The data displayed in the “purchase plan” display field 330 is the data of the individual purchase plan 124 of FIG.

  In the “trade simulation” input field 340, a “trade category” display field 341 for displaying the trade of each stock constituting the individual portfolio, and a “quantity” input for entering the trade volume (number of traded stocks) of each stock are entered. A column 342, a “market price unit” display column 343 that displays the market price unit price of each brand, and a “trade price” display column 344 that displays the trading price (trading quantity × market price unit price) of each brand are provided. In these fields 341 to 344, the numerical values of the fields 331 to 334 of the “purchase plan” display field 330 are displayed by default. In the “quantity” input field 342, a numerical value that the operation sub-manager (the operation manager may serve concurrently) can modify, so that the fields 341 and 344 are automatically corrected. It has become. The work performed in the “buy and sell simulation” input field 340 is a correction work 125 by the individual trade simulation of FIG.

  In the “target position by style” display field 350, a “quantity” display field 351 that displays the quantity (number of shares) of each brand constituting the individual target, and a “market price” display field 352 that displays the market price price of each brand. And a “market price” display field 353 for displaying the market price (quantity × market price unit price) of each brand and a “market price composition ratio” display field 354 for displaying the market price composition ratio of each brand. The data displayed in the “target position by style” display field 350 is the position data of the individual target (corrected zoom portfolio) 126 in FIG.

  In the individual portfolio simulation screen 300 of FIG. 8, the operation sub-manager is automatically created by performing an input operation in the “buy and buy simulation” input field 340 while referring to and taking into account the data in the “buy and buy proposal” display field 330. Corrections are made to the individual sales plan (step S28 in FIG. 4). For example, with regard to the stocks of company C, the individual sales plan is selling 6,000 shares, but the value of 6,000 shares in the “quantity” input field 342 is corrected to sell 5,000 shares. Then, the numerical value in the “Trade Amount” display field 344 starts from selling 1,800,000 yen (quantity 6,000 shares × market price 300 yen), ▲ 1,500,000 yen (quantity ▲ 5,000). Stock x market price unit 300 yen) is automatically corrected. Along with this, the numerical value in the “target position by style” display column 350 is also automatically corrected, and the numerical value in the “quantity” display column 351 is increased from 26,000 shares to 1,000 shares to 27,000 shares. The value in the “Market Price” display field 353 is changed from 7,800,000 yen (26,000 shares x 300 yen market price) to 8,100,000 yen (27,000 shares x 300 yen market price). The numerical value in the “market price composition ratio” display field 354 ranges from 20.54% (7,800,000 yen ÷ 37,975,000 yen) to 21.33% (8,100,000 yen ÷ 37,975,000). Yen). The above processing is performed by the individual trade simulation processing means 72B.

  Details will be described later with reference to Tables 7 and 8, but the creation of the individual sales plan is based on the market capitalization of the instruction target 121 (see FIG. 2) (30 million yen in the example of FIG. 8). Rather than being performed, it is based on the market capitalization of the individual portfolio 122 (see FIG. 2) (37,975,000 yen in the example of FIG. 8), in other words, based on the market capitalization of the zoom portfolio 123 (see FIG. 2). Therefore, the correction is also made based on the market capitalization of the individual portfolio 122. Therefore, the trading volume handled by the individual trading simulation is the numerical value in the “current position” display column 310 (that is, the individual portfolio 120 in FIG. 2). It is also established as a trading volume for (numerical data). This is because the individual portfolio 120 and the individual portfolio 122 in FIG. 2 have different market caps, but the quantities (number of shares) of the respective stocks constituting them are the same. This point is different from the model trading simulation of FIG.

  Then, the operation sub-manager appropriately clicks the “individual guideline check” button 361 on the screen 300 in the course of performing the individual trade simulation, and the individual guideline check processing means 72C individually selects the individual guideline storage means 29 based on the data in the individual guideline storage means 29 A final individual guideline check process including a check of whether or not the target is a trade prohibited brand for each customer is performed. The result of the confirmed individual guideline check process is displayed on a screen or printed out as a confirmed individual check list 550 (see FIG. 6).

  Furthermore, the operation sub-manager ends the individual trading simulation, and after confirming the individual target, clicks the “Create Order Schedule Data” button 362 on the screen 300. Then, the individual guideline check processing means 72C automatically performs a confirmed individual guideline check process including a check as to whether or not a trade prohibited brand for each customer is included in the individual target based on the data of the individual guideline storage means 29. The result is displayed on the screen or printed out as a confirmed individual checklist 560 (see FIG. 6), and then the order plan data 130 (see FIG. 2) is created by the order plan data creation processing means 72D. Then, it is stored in the order schedule data storage means 25 (step S29).

  The operation sub-manager clicks the “Buy / Buy Instruction Data Creation Status” button 513 on the individual portfolio management menu screen 510 shown in FIG. It can be confirmed with reference to 570, and by clicking the “ordering schedule data creation status” button 514, it is confirmed with reference to the list 580 of the ordering schedule data creation status saved in the ordering schedule data storage means 25. can do.

  Further, the position data of the individual target (that is, the individual portfolio after rebalancing) created this time is stored in the individual portfolio storage means 42 of the portfolio management server 40 for use in the next rebalancing of the individual portfolio. Saved.

  Thereafter, the operation manager operates the operation manager terminal device 50 to display the front job menu screen 400 of FIG. 5, and clicks a “create ordering instruction” button 403 on this screen 400. Then, the ordering instruction creation processing unit 73 displays a screen for creating the ordering instruction on the screen of the display unit 52, so that the operation manager saves the ordering schedule stored in the ordering schedule data storage unit 25 on this screen. Creates an ordering instruction using the data. The created order instruction data is stored in the order instruction data storage means 26 by the order instruction creation process means 73.

  Subsequently, the trader operates the trader terminal device 90 to display the front work menu screen 400 of FIG. 5, and clicks a “create order form (trader)” button 404 on this screen 400. Then, the order form creation processing means 74 displays a screen for order form creation on the screen of the display means 52, and the trader uses the order instruction data stored in the order instruction data storage means 26 on this screen. To create a purchase order. The created order form data is stored in the order form data storage means 27 by the order form creation processing means 74. Then, the sales order is executed based on the order form data stored in the order form data storage means 27.

  Below, the details of the model sales plan automatic creation processing (step S7 in FIG. 3) by the model sales plan creation processing means 71C will be described.

  Table 1 shows position data of the old model portfolio 100 (see FIG. 2) acquired by the old model portfolio acquisition processing means 71A on the left side, and the new model portfolio style plan 101 acquired by the new model portfolio acquisition processing means 71B. Position data (see FIG. 2) is shown on the right side. The data in Table 1 is consistent with the data in FIG. In this example, the market capitalization of the style plan 101 is, for example, 30 million yen (minimum investment amount of new entrants) set as a fixed amount. On the other hand, the market capitalization of the old model portfolio 100, which was 30 million yen at the time of the previous rebalancing of the model portfolio (for example, one month ago), dropped due to subsequent market price fluctuations. The state of 10,000 yen is shown.

  In this example, the stocks of Company A to Company F are included in the stock, the number of stocks constituting the portfolio is small, and the maximum value of the market price composition ratio of each stock exceeds 20%. However, the number of financial assets (stocks in this embodiment) to be included when applying the present invention is arbitrary, and a portfolio is constructed with more stocks, and the market price structure of each stock The maximum value of the ratio may be a smaller ratio (for example, 10% or less). Such a maximum value of the market price composition ratio is input and set by the operation manager using the data registration processing means 75, registered and stored in the general-purpose guideline storage means 28, and can be used as a check item when the general-purpose guideline check is performed. .

  The model trading plan creation processing means 71C first uses the position data of the old model portfolio 100 (see FIG. 2) evaluated at the market price on the previous day (for example, the closing price on November 30, 2003) as the market price of the style plan 101. The old model portfolio 102 (see FIG. 2) is created by re-evaluating (for example, the closing price on December 1, 2003).

  In Table 2, the old model portfolio 102 that has been re-evaluated at the current unit price of the style plan 101 is shown on the left side. Therefore, the market price unit price of the old model portfolio 102 on the left side matches the market price unit price of the style plan 101 on the right side. As a result, the market price (quantity x market price unit price) of each issue changes, and the market capitalization changes from 199.8 million yen for the old model portfolio 100 to 20 million yen for the old model portfolio 102. At the same time, the market value composition has changed.

  If the style plan 101 does not have a market price unit, the model trading plan creation processing means 71C uses the market price unit of the old model portfolio 100 in Table 1 as it is. For example, as shown in Table 1, since the quantity (the number of shares) of Company E shares in Style Proposal 101 is zero, there is no market unit price. As the market price unit price of the company stock, the market price price 70 yen (for example, the closing price on November 30, 2003) of the E company stock of the old model portfolio 100 in Table 1 is used as it is. In addition, at the time of creation of the style plan 101 (for example, December 1, 2003), it is assumed that the market price of the E company stock is, for example, 65 yen. However, instead of calculating with the market price unit price of 70 yen on the previous day, the market price unit price of 65 yen at the time of the creation of the style plan 101 may be separately obtained and used for the calculation.

  Subsequently, the model trading plan creation processing means 71 </ b> C obtains a difference between the market price composition ratio of each brand constituting the old model portfolio 102 and the market price composition ratio of each brand constituting the style plan 101.

  Table 3 shows the results of calculating the difference in the market price composition ratio of each brand. For example, for Company B's shares, it becomes 25.00% (Style Proposal 101)-12.50% (Old Model Portfolio 102) = 12.50% (Difference), and for Company C's shares 20.00% (Style Proposal 101) -30.00% (old model portfolio 102) =-10.00% (difference). The minus of the difference value indicates the sales category.

  At this time, a model trading plan is not created for brands whose market price composition ratio is within a threshold value (for example, 2%). In addition, you may think that the model sales plan that does not perform trading is created. This threshold value is registered and stored in the general-purpose guideline storage unit 28. However, if either one is 0%, a trading plan is created regardless of the threshold. For example, for E company stock and F company stock, the difference is -17.50%, 10.00%, but even if these numerical values are within the threshold range, a trading plan is created.

  In addition, no trading proposals will be made for trade-prohibited issues that are prohibited from being incorporated by all customers. The general-purpose guideline check processing means 71E determines whether or not it is a trade-prohibited issue. If a sale-prohibited issue is included, an error is displayed or printed on the prior general-purpose checklist 460 (see FIG. 5). Is done. That is, the model trading plan creation processing means 71C, if there is a brand that is determined to be a trading prohibited brand by the general-purpose guideline check processing means 71E in the style plan 101, “new style” on the screen 200 in FIG. (Draft) "In the display column 220, the state after the sale-prohibited issue is deleted is displayed (that is, the display line of the issue is not created, or the display line of the issue is all set to zero) Therefore, in the “purchase plan” display field 230, the display line of the brand is not created, or the numerical values of the display line of the brand are all zero. If a brand that has already been incorporated into the old model portfolio becomes a new common trading prohibited brand, all the values in the display line of that brand in the “new style (draft)” display column 220 will be zero. All the differences caused by this are sold.

  Then, the model trading plan creation processing means 71C calculates the quantity to be traded. At this time, the trading volume is obtained by multiplying the difference in the market price composition ratio between the old model portfolio 102 and the style plan 101 obtained by the calculation of Table 3 by the market capitalization of the style plan 101 (for example, 30 million yen). Is divided by the market price at the time of creating the style plan (market price of the old model portfolio 102).

  Table 4 shows the calculation results of the model sales plan. Trading volume of A company shares is (0.00% x 30,000,000 yen) / 400 yen = 0 shares, trading volume of B company shares is (12.50% x 30,000,000 yen) ÷ 1,250 yen = 3,000 shares (buy), and the trading volume of C company shares is (-10.00% x 30,000,000 yen) ÷ 300 yen = -10,000 shares (sell) The trading volume of Company D shares is (5.00% x 30,000,000 yen) ÷ 100 yen = 15,000 shares (buy), and the trading volume of Company E shares is (-17.50% x (30,000,000 yen) ÷ 70 yen = -75,000 shares (sell), and the trading volume of F company shares is 0.00% of the market price composition of the old model portfolio 102. Buy 10,000 stocks as they are, 10,000 stocks x 1 = 10,000 Become a stock. As for the trading volume of Company F shares, (10.00% × 30,000,000 yen) / 300 yen = 10,000 shares (buy) may be calculated in the same manner as other brands.

  In addition, the quantity obtained by the above calculation is rounded by the number of unit shares. That is, when a fraction occurs in a unit stock unit, it is rounded down to obtain a trading volume.

  In the above calculation, the trading volume is calculated based on the difference in the market price composition ratio between the old model portfolio 102 and the style plan 101. However, the market capitalization of the old model portfolio 102 is calculated using the market capitalization of the style plan 101 (3, 3). The old model portfolio 103 is created by performing a conversion process to match the amount of 10 million yen), and the quantity (number of shares) of each brand constituting the old model portfolio 103 and the quantity (number of shares) of each brand constituting the style plan 101 May be calculated to obtain the trading volume. For example, the trading volume of company B's stock is 6,000 shares (style proposal 101)-{2,000 shares x (30,000,000 yen / 20,000,000 yen)} (old model portfolio 103) = 3 2,000 shares (buy) may be calculated, and this calculation formula is the above formula (12.50% x 30,000,000 yen) / 1,250 yen = 3,000 shares (buy) Is equivalent to

  Next, the details of the individual transaction plan automatic creation processing (step S27 in FIG. 4) by the individual sales plan creation processing means 20C will be described.

  In Table 5, the position data of the individual portfolio 120 (see FIG. 2) acquired by the individual portfolio acquisition processing means 20B is shown on the left side, and the instruction target 121 (see FIG. 2) created based on the buying / selling instruction data 110 (see FIG. 2). 2) is shown on the right side. The data in Table 1 is consistent with the data in FIG. In this example, the market capitalization of the instruction target 121 is, for example, 30 million yen (minimum investment amount of new entrants) set as a fixed amount. On the other hand, the market capitalization of the individual portfolio 120 is 37,510,000 yen including the unrealized profits up to now (exactly yesterday).

  First, the individual trading plan creation processing means 20C obtains the position data of the individual portfolio 120 (see FIG. 2) evaluated at the previous market price (for example, the closing price on November 30, 2003) from the market price ( For example, the individual portfolio 122 (see FIG. 2) is created by reassessment at the closing price on December 1, 2003). It should be noted that the current unit price of E company shares in the instruction target 121 is not acquired from the trading instruction data 110, but includes the current unit price of 65 yen acquired separately.

  In Table 6, the individual portfolio 122 re-evaluated at the market price of the instruction target 121 is shown on the left side. Therefore, the market price unit price of the individual portfolio 122 on the left side matches the market price unit price of the instruction target 121 on the right side. As a result, the market value (quantity x market price unit price) of each issue changes, and the market capitalization changes from 37,510,000 yen for the individual portfolio 120 to 37,975,000 yen for the individual portfolio 122. At the same time, the market value composition has changed.

  Subsequently, the individual trading plan creation processing means 20 </ b> C obtains a difference between the market price composition ratio of each brand constituting the individual portfolio 122 and the market price composition ratio of each brand constituting the instruction target 121.

  Table 7 shows the results of calculating the difference in the market price composition ratio of each brand. For example, for B company shares, 25.00% (instruction target 121)-13.16% (individual portfolio 122) = 11.84% (difference), and for C company shares, 20.00% (instruction target) 121) −25.27% (individual portfolio 122) = − 5.27% (difference). The minus of the difference value indicates the sales category.

  At this time, individual trading proposals are not created for issues whose market price composition ratio is within a threshold value (for example, 2%). In addition, it may be considered that an individual trading plan that does not trade is created. However, if either one is 0%, a trading plan is created regardless of the threshold. For example, for E company stock and F company stock, the difference is -12.83%, 10.00%, but even if these numerical values are within the threshold range, a trading plan is created.

  In addition, no trading proposals are made for prohibited trading brands that are prohibited for each customer. The judgment as to whether or not this is a trade-prohibited issue is made by the individual guideline check processing means 20D. If a trade-prohibited issue is included, an error is displayed or printed on the prior individual checklist 540 (see FIG. 6). Is done. That is, the individual sales plan creation processing means 20C is included in the instruction target 121 to be created (that is, in the style plan 101 or the model target 106 (see FIG. 2)) by the individual guideline check processing means 20D. 8 is displayed in the “instruction target position” display field 320 in the screen 300 of FIG. 8 (that is, the state after deletion of the trade-prohibited issue is displayed). Since no display line is created or the value of the display line of the brand is displayed with all zeros), the display line of the brand is not created or the display of the brand is also displayed in the “purchase plan” display field 330. The row numbers are all zero. In addition, when a brand that has already been incorporated into an individual portfolio becomes a brand that is prohibited from buying and selling for each customer, all the values in the display row for that brand in the “instruction target position” display column 320 become zero. All the differences caused by this are handled as selling.

  Then, the individual trading plan creation processing means 20C calculates the quantity to be traded. First, since the market price composition ratio of the individual portfolio 122 is higher than the market price composition ratio of the instruction target 121, it is sold, so this sell quantity is calculated. At this time, the selling volume is the market capitalization of the individual portfolio 122 (37,975,000 yen in the example of FIG. 8) in the difference in the market price composition ratio between the individual portfolio 122 and the instruction target 121 obtained by the calculation of Table 7. Multiplied by and divided by the current unit price at the time of creating the instruction target.

  In Table 8, the brands to be sold are indicated by ★. In this example, Company C stock, Company D stock, and Company E stock, which have a negative difference in market price composition ratio, are selling brands. Here, the threshold is set to 2%, for example. Therefore, although the difference in the market price composition ratio is negative, Company A's shares are 1.06% and are within the threshold value of 2%. To do. Specifically, the sales volume of the stock of company C is (−5.27% × 37,975,000 yen) ÷ 300 yen = −6,670.94, and the sales volume of the stock of company D is ( -3.69% x 37,975,000 yen) / 100 yen = -14,012.77 ... shares, and the sales volume of E company shares is 0.00% of the market price composition of the instruction target 121. The quantity of 75,000 shares of company E in the portfolio 122 is sold as it is, and becomes 75,000 shares × −1 = −75,000 shares.

  And the process which rounds the quantity obtained by said calculation with the number of shares of a unit stock is performed. That is, when a fraction occurs in a unit stock unit, it is rounded down to obtain a trading volume. For example, for the C company stock, the unit stock is 1,000 shares, so -6,000, 670.94 ... is rounded down to -6,000 shares. Since it is 000 shares, round off the fraction of -14,012.77 ... to make 14,000 shares, and for E company shares, since the unit share is 1,000 shares, Trading volume.

  In the above calculation, the trading volume is calculated based on the difference in the market value composition ratio between the individual portfolio 122 and the instruction target 121, but the market capitalization (30 million yen) of the instruction target 121 is calculated as the market price composition ratio. Conversion processing (which is either zoom processing for enlargement or reduction, but here is zoom processing for enlargement) that matches the market capitalization (37,975,000 yen) of the individual portfolio 122 is maintained. After creating the zoom portfolio 123, the difference between the quantity (number of shares) of each brand constituting the zoom portfolio 123 and the quantity (number of shares) of each brand constituting the individual portfolio 122 is calculated to obtain the trading volume. Good. For example, the trading volume of Company C shares is {20,000 shares x (37,975,000 yen / 30,000,000 yen)} (zoom portfolio 123) -32,000 shares (individual portfolio 122) = -6 , 683.33 ... stock (sell) may be calculated, and the above formula is (-5.27% x 37,975,000 yen) / 300 yen = -6,670.94 ... stock (Sell) is equivalent to the calculation formula. Note that the values are slightly different because of the relationship between the number of significant digits in the market price composition ratio.

  Table 9 shows the result of calculating the sale price by multiplying the sale quantity obtained as described above and the sale price (market price). Then, a process of subtracting the total amount of the purchased transaction amount of −8,075,000 from the cash 1,500,000 of the individual portfolio 122 is performed. Since it is a sale amount, it is always negative, so the sale amount is added to the cash. That is, 1,500,000 yen-(-8,075,000 yen) = 9,575,000 yen is calculated.

  Subsequently, since the stock having the market price composition ratio of the individual portfolio 122 lower than the market price composition ratio of the instruction target 121 is bought, the buy quantity is calculated. At this time, the purchase quantity is calculated by adding the market capitalization of the individual portfolio 122 (37,975,000 yen in the example of FIG. 8) to the difference in the market price composition ratio between the individual portfolio 122 and the instruction target 121 obtained in the calculation of Table 7. Multiplied by and divided by the current unit price at the time of creating the instruction target.

  In Table 10, the brands to be purchased are indicated by ★. In this example, the stocks of Company B and Company F, which have a positive difference in the market price composition ratio, are purchased. Specifically, the purchase quantity of B company shares is (11.84% × 37,975,000 yen) ÷ 1,250 yen = 3,596.99 shares, and the purchase quantity of F company shares is ( 10.00% × 37,975,000 yen) / 300 yen = 12,658.33...

  And the process which rounds the quantity obtained by said calculation with the number of shares of a unit stock is performed. That is, when a fraction occurs in a unit stock unit, it is rounded down to obtain a trading volume. For example, for B company stock, the unit stock is 100 shares, so 3,596.99 ... rounded down to 3,500 shares, and for F company stock, the unit stock is 100 shares, 12,658.33 ... The fraction of shares is rounded down to 12,600 shares as the trading volume.

  Table 11 shows the result of calculating the sale price by multiplying the sale quantity obtained as described above and the sale price (market price). Then, a process of subtracting the total amount of 8,155,000 yen of the obtained sales amount from the 9,575,000 yen obtained by adding the selling amount to the cash is performed. That is, 9,575,000 yen-8,155,000 yen = 1420,000 yen is calculated.

  Here, if the calculated value of 1420,000 is not less than the minimum cash holding ratio, the trading plan in Table 11 is used as it is. This minimum cache retention ratio is set and registered in advance by the operation manager or the operation sub-manager by the data registration processing means 75. For example, if the minimum retention ratio of cash is 3%, 37,975,000 yen × 3% = 1,139,250 yen. Therefore, 1,420,000 yen is the minimum retention ratio of cash. Since it exceeds the value, the sales plan in Table 11 is used as it is.

  On the other hand, if the minimum cash holding ratio is 5%, it is 37,975,000 yen x 5% = 1,898,750 yen, so 1,420,000 yen is the minimum cash holding ratio. Below. In this case, the trading target brands are purchased one by one in the order of the market price composition ratio of the instruction target 121 within a range that does not fall below the minimum cash holding ratio. In this case, the pre-individual checklist 540 (see FIG. 6) is displayed or printed as a cache shortage.

  Table 12 shows the states of the first, 35th, and 111th loops of the process of purchasing the B company stock and the F company stock that are the target brands to be purchased one by one. In the first loop, the transaction amount of 155,000 yen (125,000 yen +30,000 yen) is subtracted from the cash 9,575,000 yen, and the cash balance becomes 9,420,000 yen. In the 35th loop, the transaction amount of 5,425,000 yen (4,375,000 yen + 1,050,000 yen) is subtracted from the cash of 9,575,000 yen, and the cash balance is 4,150,000 yen. Become. Here, regarding the B company stock, since it has reached the quantity to be bought and sold at the time of the 35th loop, it will be excluded. In the 111th loop, the transaction amount of 7,705,000 yen (4,375,000 yen + 3,330,000 yen) is subtracted from the cash of 9,575,000 yen, and the cash balance is 1,870,000 yen. Become. Accordingly, if 111 unit shares are purchased for the F company stock, the cash balance becomes insufficient, and the loop is exited here.

  Table 13 shows a trading plan that holds a value of 1,898,750 yen with a minimum cash holding ratio of 5%. In the sales plan in Table 13, the F company shares are not 111 unit shares but 110 unit shares (110 × 100 = 11,000 shares).

  Table 14 shows both selling and buying plans. Here, a so-called red remaining check process is performed. This red balance check process assumes that the stock to be sold can only be sold at a price lower than the planned price in actual trading, or that the brand to be bought can only be bought higher than the planned price in actual trading. In this case, it is a process of checking whether or not the cache becomes negative. As a result of this red residue check process, if the cache becomes negative, it is displayed or printed as a red residue error in the prior individual check list 540 (see FIG. 6), and a warning is given to the operation sub-manager. The calculation formula is cash of the individual portfolio 122- {total amount of selling × (1-selling lower limit value)} − {total amount of buying × (1 + buying upper limit value)}. However, the total amount of sale is substituted with a negative value. Specifically, if both the selling lower limit and buying lower limit are calculated as 10%, 1,500,000 yen-(-8,075,000 yen × 90%)-(7,675,000 × 110%) = 325,000 yen, so there is no red residue error. On the other hand, if both the selling lower limit value and the buying lower limit value are calculated as 15%, 1,500,000 yen − (− 8,075,000 yen × 85%) − (7,675,000 × 115%) = − 462 , 500 yen, so a red remaining error occurs.

  According to this embodiment, there are the following effects. That is, since the asset operation management system 10 includes the terminal-side individual rebalance processing means 72 and the server-side individual rebalance processing means 20A, when the operation manager creates a model portfolio in accordance with his own operation style, With the model portfolio as the instruction target, while maintaining the market value composition ratio, the model portfolio as the instruction target is expanded or reduced to calculate the zoom portfolio. Based on this zoom portfolio, the individual portfolio for each customer Rebalancing work can be performed.

  For this reason, when managing the individual portfolio of each customer, the operation manager does not need to manually create and rebalance the individual portfolio for each customer as in the past, and rebalance the model. Since it is only necessary to manage the portfolio, the labor of the operation manager can be reduced.

  Therefore, the same operation for a portfolio of a plurality of customers by one operation manager can be easily realized. In addition, the portfolios of a plurality of customers that are subject to the same operation may have different market caps or different participation periods.

  In addition, it is not necessary for each individual investor who invests a small amount of money to attach an operation manager as the person in charge, so investment advisors can reduce costs and make profitable work. As well as lowering the fees charged to investors.

  Further, since the asset operation management system 10 includes the model rebalance processing means 71, the operation manager can easily rebalance the model portfolio and can improve the operation efficiency of the operation manager. .

  Furthermore, since the asset management system 10 includes the model sales plan creation processing means 71C, the model sales plan can be automatically created based on the style plan created by the operation manager. This eliminates the need for the operation manager to manually create a model sales plan by himself, thereby improving the efficiency of rebalancing the model portfolio by the operation manager.

  Since the asset management system 10 includes the model trading simulation processing means 71D, the operation manager can check the model trading plan on the screen of the display means 52 and refer to the model trading plan. While taking into consideration, it is possible to easily create a final model target (the state after rebalancing the model portfolio) by modifying the style proposal. For this reason, the efficiency of the rebalancing work of the model portfolio by the operation manager can be further improved.

  Further, since the asset management system 10 includes the individual sales plan creation processing means 20C, it is possible to automatically create an individual sales plan based on the model portfolio as the instruction target created by the operation manager. This eliminates the need for the operation manager or operation sub-manager to create individual sales proposals by performing manual calculations on their own, improving the efficiency of rebalancing of individual portfolios for each customer by the operation manager or operation sub-manager. Can be made.

  Furthermore, since the asset management system 10 includes the individual trading simulation processing means 72B, the operation sub-manager can confirm the individual trading plan on the screen of the display means 52, and refer to this individual trading plan. Taking into account, the revised zoom portfolio, which is the final individual target (the state after rebalancing of the individual portfolio for each customer), is revised by correcting the zoom portfolio calculated by expanding or reducing the instruction target. Can be easily created. For this reason, the efficiency of the rebalancing work of the individual portfolio for each customer by the operation sub-manager can be further improved.

  And since the model trading plan creation processing means 71C is configured not to create a model trading plan for issues whose difference in market price composition ratio is within the threshold value range, the market value composition ratio of each brand before and after rebalancing is set. Even when a slight difference occurs, it is possible to prevent the inconvenience that a model trading plan is created and the brand becomes a trading target.

  Also, the individual trading plan creation processing means 20C is configured not to create individual trading plans for issues whose difference in market price composition ratio is within the threshold value range, so that the market value composition ratio of each issue before and after rebalancing is set. Even when a slight difference occurs, it is possible to prevent an inconvenience that an individual trading plan is created and the brand becomes a trading target.

  In particular, in the case of the present embodiment, the model portfolio is not changed in accordance with the change in the market price, but is fixed at the minimum investment amount (for example, 30 million yen) of new entrants. Even if a trade instruction is not issued, a situation in which a trade instruction is issued can be solved by setting the above threshold value.

  In addition, since the asset management system 10 includes the general-purpose guideline check processing means 71E, it is possible to easily and reliably remove the common trade-prohibited issues from the inclusion targets at the time of rebalancing.

  Furthermore, since the asset management system 10 is provided with the individual guideline check processing means 20D and 72C, the trade-prohibited brands for each customer can be easily and reliably removed from the inclusion targets at the time of rebalancing.

  In the asset management system 10, the market capitalization of the model portfolio created each time by the operation manager is fixed at the minimum investment amount (for example, 30 million yen) of new entrants. It is possible to deal with customers who are newly entering (participating in the middle).

  Further, the individual trading plan creation processing means 20C tentatively calculates the buying quantity after calculating the selling quantity, and further increases the buying quantity of each stock by one unit stock in order from the top stocks with higher market value composition ratio. Since it is configured to perform the process of determining the purchase quantity by going (see Tables 8 to 14), it is similar to the model portfolio created by the operation manager while maintaining the cash balance at a certain ratio or more, that is, approximately Individual portfolios for each customer with similar relationships can be easily constructed and rebalanced. Therefore, it is possible to realize operation in accordance with the intention of the operation manager.

  Note that the present invention is not limited to the above-described embodiment, and modifications and the like within a scope where the object of the present invention can be achieved are included in the present invention.

  In other words, the asset management system 10 of the above embodiment fixes the market capitalization of the model portfolio at the minimum investment amount (for example, 30 million yen) determined as the minimum investment amount of new entrants, thereby reducing the minimum investment. Although it was a system that responded to customers who entered a new market (participating in the middle), the market capitalization of the model portfolio was changed in accordance with changes in the market price. A system may not be able to participate without investing an amount greater than the market capitalization. However, from the viewpoint of performing a business that suits the customer's convenience, it is preferable that the minimum investment amount is determined as a fixed amount and the market capitalization of the model portfolio is fixed at the minimum investment amount.

  In the embodiment, the creation of the model target and the creation of the instruction target are performed on the same day, but the creation dates may be different. However, from the viewpoint of reflecting the operation intention of the operation manager as faithfully as possible in the individual portfolio, these creation dates are preferably the same date. In addition, when model target creation and instruction target creation are performed on different days, the market price composition ratio of each stock composing the instruction target is matched with the market price composition ratio of each stock composing the model target. It is also possible to change the market capitalization and the market price composition ratio by re-evaluating the model target at the market price unit on the date of creation of the instruction target while maintaining the quantity of each stock constituting the model target (in the case of stocks, the number of shares). By using this as an instruction target, the market price composition ratio of the model target may be different from the market price composition ratio of the instruction target. However, if the change in the market price composition ratio is allowed while maintaining the quantity of each stock as in the latter case, the change in the market price composition ratio should be reduced by bringing the model target creation date and the instruction target creation date as close as possible. It is preferable to suppress.

  Further, in the above embodiment, as shown in FIG. 8, the “instruction target position” display field 320 is provided in the individual portfolio simulation screen 300, but the zoom portfolio is displayed together with the instruction target or instead of the instruction target. The position data may be displayed on the screen.

  In the embodiment, the portfolio to be managed is composed of stocks, but may be composed of other financial assets such as public and corporate bonds.

  In the above embodiment, some functions of the individual rebalance processing means in the present invention are realized by the operation management server 20, but these functions may be realized by the terminal devices 50 and 80. In addition, at least a part of the functions of the model portfolio creation processing unit 60 and the operation management processing unit 70 that are realized by the terminal devices 50 and 80 in the embodiment may be realized by the operation management server 20.

  Furthermore, in the above-described embodiment, the individual trading plan creation processing means 20C calculates the selling quantity, then provisionally calculates the buying quantity, and further, for each issue, one unit stock in order from the top included issue with a higher market value composition ratio. Although it was set as the structure which performs the process which determines buying quantity by increasing buying quantity (refer Table 8-Table 14), the individual sales proposal preparation process means in this invention is not limited to this. Alternatively, the following configuration may be used.

  For example, after assuming that all stocks have been sold in all stocks and making them into cash, a certain percentage (for example, 5%) of the total amount of cash (equivalent to market capitalization) is left, and other amounts ( (For example, 95%) is allocated to each stock at the market price composition of the instruction target. For each issue, the number of shares determined by allocation is rounded down to the number of shares less than one unit, the number of shares held is tentatively determined and purchased, and the amount of the fraction is temporarily held as cash. Then, after increasing the number of shares held by each stock in order from the top stocks with the highest market value composition ratio, each balance after rebalancing within a range that does not fall below the minimum cash holding ratio (for example, 5%, etc.) It is also possible to adopt a configuration in which the final number of stocks of the brand is determined, and the processing of calculating the trading volume based on this number of owned stocks to make a trading plan is performed. In addition, when a trading plan is not created for a trade-inhibited issue, the portion is temporarily held as cash, and then one unit stock is allocated in order from a higher inclusion stock with a higher market value composition ratio. In addition, if you do not create trading plans for stocks whose market price composition ratio is within the threshold value range, if there are stocks that will not be bought, temporarily reallocate them as cash. However, when a brand that will not be sold is generated, a large amount of cash may be secured in advance in anticipation of the sale.

  First, after assuming that all stocks were sold, we made cash, then left a certain ratio (for example, 5%) of the total amount of cash (equivalent to market capitalization), and other amounts ( (For example, 95%) is allocated to each stock at the market price composition of the instruction target. For each issue, the number of shares determined by allocation is rounded up to the number of shares less than one unit, and the number of shares held is tentatively determined and purchased in units of one unit. After that, the number of shares held by each stock unit will be decreased in order from the lower-ranking stocks with a low market value composition ratio, and each balance after rebalancing within a range exceeding the minimum cash holding ratio (for example, 5%, etc.) It is also possible to adopt a configuration in which the final number of stocks of the brand is determined, and the processing of calculating the trading volume based on this number of owned stocks to make a trading plan is performed.

  As described above, after rounding off fractional shares that are less than one unit share and turning them into cash, redistribute them one by one from the top stocks with the highest market value composition, or less than one unit share. After rounding up fractional shares and appropriating them from cash, if the configuration is such that the allocation is reduced by one unit stock in order from the lower-ranking stocks with a lower market value composition ratio, compared to simple rounding Therefore, it is possible to realize the operation in line with the intention of the operation manager. In other words, when a simple rounding process is performed, there is a possibility that the number of issues unintended by the operation manager may increase, but this can be solved.

  As described above, the asset management system, method, and program according to the present invention are, for example, a single manager who operates in any one of various styles such as value stock investment style of Japanese stocks. However, it is suitable for use in the case where the same operation is performed for investment assets of many customers.

1 is an overall configuration diagram of an asset management system according to an embodiment of the present invention. Explanatory drawing of the flow of management of the model portfolio by the asset management system of the said embodiment, and the flow of management of an individual portfolio. The figure of the flowchart which shows the flow of the process for management of the model portfolio by the asset management system of the said embodiment. The figure of the flowchart which shows the flow of the process for management of the individual portfolio by the asset management system of the said embodiment. The figure which shows the screen transition accompanying the process for management of the model portfolio by the asset management system of the said embodiment. The figure which shows the screen transition accompanying the process for management of the individual portfolio by the asset management system of the said embodiment. The illustration figure of the model simulation screen by the asset management system of the embodiment. The illustration figure of the individual portfolio simulation screen by the asset management system of the embodiment.

Explanation of symbols

DESCRIPTION OF SYMBOLS 10 Asset management system 20A Server side individual rebalancing processing means which comprises individual rebalancing processing means 20B Individual portfolio acquisition processing means 20C Individual trading plan preparation processing means 20D, 72C Individual guideline check processing means 21 Old model portfolio storage means 23 Individual Portfolio storage means 71 Model rebalancing processing means 71A Old model portfolio acquisition processing means 71C Model trading plan creation processing means 71D Model buying and selling simulation processing means 71E General-purpose guideline check processing means 72 Terminal-side individual rebalancing processing constituting individual rebalancing processing means Means 72B Individual trading simulation processing means 100, 102, 103 Old model portfolio 101 New model portfolio style plan 104 Model trading 106 Model target 120,122 individual portfolio 121 orders the target 123 Zoom portfolio 124 individual trading plan 126 individual targets

Claims (15)

An asset management system composed of processing from a computer that is running for carrying out the support and management of the operation of the financial assets of customers through luck for the manager,
New model portfolio storage means for storing the quantity data of each financial asset constituting the style proposal of the model portfolio created by the operation manager and the market price unit price data at the time of the style proposal creation of each of these financial assets;
Old model portfolio storage means for storing quantity data of each financial asset at the time of the previous rebalancing of the model portfolio;
Model rebalancing processing means,
The model rebalance processing means includes:
Market capitalization data of each financial asset constituting the model portfolio style plan using the quantity data and the market price unit data of the model portfolio style plan stored in the new model portfolio storage means And market price composition data,
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market price composition data after revaluation of each financial asset at the time of the previous rebalance,
Finding the difference data between the market price composition data of each financial asset constituting the style proposal of the model portfolio and the market price composition data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
Multiplying this difference data by the market capitalization data of each financial asset constituting the model portfolio style proposal,
The model based on the market capitalization of each financial asset constituting the style proposal of the model portfolio by dividing the amount data obtained by multiplication by the market price unit data stored in the new model portfolio storage means Calculate the trading volume data of each financial asset for portfolio rebalancing,
By replicating the market price unit data and the market price composition ratio data of each financial asset of the model portfolio style plan in the computer, each of the financial assets constituting the model target as the model portfolio after rebalancing Generate market price unit price data and market price composition ratio data,
When input of trading quantity data for correction by the operation manager with respect to the trading quantity data of each financial asset for rebalancing of the model portfolio is accepted, and there is input of trading quantity data for the correction Calculating the volume data of each financial asset constituting the model target using the trading volume data for correction, and calculating the volume data of the financial asset of the model target and the new model portfolio By using the market price unit data stored in the storage means to calculate the market price composition data of each financial asset that constitutes the model target, the model target of the model target generated by the duplication is calculated. It is configured to perform processing for correcting the market price composition ratio data,
Trading instruction data storage means for storing the market price composition ratio data and the market price unit price data of each financial asset of the model target stored by the model rebalance processing means;
General-purpose guideline storage means for storing financial asset data that is prohibited for incorporation in common for all customers as pre-registered registration data,
When the model rebalance processing means calculates the trading volume data of each financial asset for the rebalancing of the model portfolio, the model rebalancing processing means is commonly used for all the customers stored in the general-purpose guideline storage means. Based on the data of prohibited financial assets, for each financial asset constituting the model portfolio style proposal, a check process is performed to determine whether financial assets that are prohibited from being included in common for all the customers are included. When the result of this check process is displayed on the screen or printed out, and when the market price composition ratio data and the market price unit price data of each financial asset of the model target are stored in the trading instruction data storage means, For each financial asset of the model target, common to all the customers Put performs checks whether or not the process include financial assets that are prohibited, the results of this check processing is a screen display or printout constituting,
Individual portfolio storage means for storing quantity data of each financial asset constituting an individual portfolio for each customer constructed by financial assets held by each of a plurality of customers;
Individual portfolio acquisition processing means for performing processing for acquiring the quantity data of each financial asset of the individual portfolio of each customer from the individual portfolio storage means;
With individual sales proposal creation processing means,
The individual sales plan creation processing means includes:
The market price composition data and the market price unit price of each financial asset constituting the instruction target used for the rebalancing of the individual portfolio, the market price composition ratio data and the market price unit price data of the model target stored in the trading instruction data storage unit Read as data,
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate the market capitalization data after and the market value composition data after re-evaluation,
Obtaining difference data between the market price composition data of the instruction target and the market price composition data after the revaluation of the individual portfolio;
Multiply this difference data by the market capitalization data after the revaluation of the individual portfolio,
The amount data obtained by multiplication is divided by the market price unit data of the instruction target, whereby order quantity trading data for rebalancing each financial asset constituting the individual portfolio is obtained for each customer. It is configured to perform processing to calculate ,
Individual development data storage means for storing the order quantity data for rebalancing each financial asset constituting the individual portfolio for each customer calculated by the individual sales proposal creation processing means;
The trading volume data for ordering stored in the individual development data storage means is read, the trading volume data for ordering read, and the respective financials of the individual portfolios of the customers acquired by the individual portfolio acquisition processing means. Using the quantity data of the assets, the quantity data of each financial asset constituting the individual portfolio after rebalancing is calculated, and the order trading volume data read from the individual development data storage means is corrected. Receiving the order volume data for ordering, and using the order volume data for correction to calculate the revised value of the quantity data of each financial asset that constitutes the individual portfolio after rebalancing Individual trading simulation processing means for performing processing to perform,
Individual guideline storage means for storing financial asset data that is individually prohibited for each customer as pre-registered registration data;
Based on the data of financial assets that are individually prohibited for each customer stored in the individual guideline storage means, the instructions read from the trade instruction data storage means by the processing of the individual trade plan creation processing means For each financial asset that constitutes the target, a check process is performed to determine whether or not each customer includes a financial asset that is prohibited from being individually incorporated, and the rebalance obtained by the processing by the individual trading simulation processing means For each of the financial assets that make up the individual portfolio later, a check process is performed to determine whether the financial assets that are prohibited from being individually included for each customer are included, and the result of this check process is displayed on the screen or printed out. Individual guideline check processing means to
In the case where the individual trading plan creation processing means includes financial assets that are prohibited from being individually incorporated for each customer in each financial asset constituting the instruction target in the processing by the individual guideline check processing means The asset management system is configured to perform processing for setting the order quantity of purchase and sale of the financial asset to zero . An asset management system composed of processing from a computer that is running for carrying out the support and management of the operation of the financial assets of customers through luck for the manager,
New model portfolio storage means for storing the quantity data of each financial asset constituting the style proposal of the model portfolio created by the operation manager and the market price unit price data at the time of the style proposal creation of each of these financial assets;
Old model portfolio storage means for storing quantity data of each financial asset at the time of the previous rebalancing of the model portfolio;
Model rebalancing processing means,
The model rebalance processing means includes:
Market capitalization data of each financial asset constituting the model portfolio style plan using the quantity data and the market price unit data of the model portfolio style plan stored in the new model portfolio storage means And market price composition data,
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market price composition data after revaluation of each financial asset at the time of the previous rebalance,
Finding the difference data between the market price composition data of each financial asset constituting the style proposal of the model portfolio and the market price composition data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
Multiplying this difference data by the market capitalization data of each financial asset constituting the model portfolio style proposal,
The model based on the market capitalization of each financial asset constituting the style proposal of the model portfolio by dividing the amount data obtained by multiplication by the market price unit data stored in the new model portfolio storage means Calculate the trading volume data of each financial asset for portfolio rebalancing,
The quantity data of each financial asset constituting the model target as the model portfolio after rebalancing by duplicating the quantity data and the market price unit data of each financial asset of the model portfolio style proposal in the computer And generate unit price data,
When input of trading quantity data for correction by the operation manager with respect to the trading quantity data of each financial asset for rebalancing of the model portfolio is accepted, and there is input of trading quantity data for the correction Using the trading volume data for the correction to calculate the volume data of each financial asset constituting the model target, so that the financial asset of the model target generated by the duplication is calculated. It is configured to correct the quantity data,
Trading instruction data storage means for storing the quantity data and the market price unit data of each financial asset of the model target stored by the model rebalance processing means;
General-purpose guideline storage means for storing financial asset data that is prohibited for incorporation in common for all customers as pre-registered registration data,
When the model rebalance processing means calculates the trading volume data of each financial asset for the rebalancing of the model portfolio, the model rebalancing processing means is commonly used for all the customers stored in the general-purpose guideline storage means. Based on the data of prohibited financial assets, for each financial asset constituting the model portfolio style proposal, a check process is performed to determine whether financial assets that are prohibited from being included in common for all the customers are included. When the result of the check process is displayed on a screen or printed out, and when the quantity data and the market price unit data of each financial asset of the model target are stored in the trading instruction data storage means, the model target For each of the financial assets of Performs checking whether the processing includes financial assets that are prohibited, the results of this check processing is a screen display or configured to print output,
Individual portfolio storage means for storing quantity data of each financial asset constituting an individual portfolio for each customer constructed by financial assets held by each of a plurality of customers;
Individual portfolio acquisition processing means for performing processing for acquiring the quantity data of each financial asset of the individual portfolio of each customer from the individual portfolio storage means;
With individual sales proposal creation processing means,
The individual sales plan creation processing means includes:
The quantity data and the market price of each financial asset constituting the instruction target used for the rebalancing of the individual portfolio, the quantity data and the market price unit data of each financial asset of the model target stored in the trading instruction data storage means Read as unit price data,
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate later market capitalization data,
Using the quantity data and the market price unit data of each financial asset of the instruction target, calculate market capitalization data of each financial asset constituting the instruction target,
Calculating the data of the ratio between the market capitalization data after the revaluation of the individual portfolio and the market capitalization data of the instruction target;
Multiply the data of the ratio value by the quantity data of each financial asset of the instruction target,
The quantity data of each financial asset of the instruction target obtained by multiplication and the reduced or expanded quantity data, and the quantity data of each financial asset of the individual portfolio before rebalancing acquired by the individual portfolio acquisition processing means And calculating the difference data with each of the customers, the transaction quantity data for ordering for the rebalancing of each financial asset constituting the individual portfolio is calculated for each customer ,
Individual development data storage means for storing the order quantity data for rebalancing each financial asset constituting the individual portfolio for each customer calculated by the individual sales proposal creation processing means;
The trading volume data for ordering stored in the individual development data storage means is read, the trading volume data for ordering read, and the respective financials of the individual portfolios of the customers acquired by the individual portfolio acquisition processing means. Using the quantity data of the assets, the quantity data of each financial asset constituting the individual portfolio after rebalancing is calculated, and the order trading volume data read from the individual development data storage means is corrected. Receiving the order volume data for ordering, and using the order volume data for correction to calculate the revised value of the quantity data of each financial asset that constitutes the individual portfolio after rebalancing Individual trading simulation processing means for performing processing to perform,
Individual guideline storage means for storing financial asset data that is individually prohibited for each customer as pre-registered registration data;
Based on the data of financial assets that are individually prohibited for each customer stored in the individual guideline storage means, the instructions read from the trade instruction data storage means by the processing of the individual trade plan creation processing means For each financial asset that constitutes the target, a check process is performed to determine whether or not each customer includes a financial asset that is prohibited from being individually incorporated, and the rebalance obtained by the processing by the individual trading simulation processing means For each of the financial assets that make up the individual portfolio later, a check process is performed to determine whether the financial assets that are prohibited from being individually included for each customer are included, and the result of this check process is displayed on the screen or printed out. Individual guideline check processing means to
In the case where the individual trading plan creation processing means includes financial assets that are prohibited from being individually incorporated for each customer in each financial asset constituting the instruction target in the processing by the individual guideline check processing means The asset management system is configured to perform processing for setting the order quantity of purchase and sale of the financial asset to zero . An asset management system composed of processing from a computer that is running for carrying out the support and management of the operation of the financial assets of customers through luck for the manager,
New model portfolio storage means for storing the quantity data of each financial asset constituting the style proposal of the model portfolio created by the operation manager and the market price unit price data at the time of the style proposal creation of each of these financial assets;
Old model portfolio storage means for storing quantity data of each financial asset at the time of the previous rebalancing of the model portfolio;
Model rebalancing processing means,
The model rebalance processing means includes:
Market capitalization data of each financial asset constituting the model portfolio style plan using the quantity data and the market price unit data of the model portfolio style plan stored in the new model portfolio storage means And market price composition data,
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market capitalization data after revaluation of each financial asset at the time of the previous rebalancing,
Finding the data of the ratio between the market capitalization data of each financial asset constituting the model portfolio style proposal and the market capitalization data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
Multiply the data of the ratio value by the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means,
The volume data of the expanded or contracted state of each financial asset at the time of the previous rebalancing of the model portfolio obtained by multiplication, and the respective finances of the model portfolio style plan stored in the new model portfolio storage means The trading volume of each financial asset for rebalancing the model portfolio based on the market capitalization of each financial asset constituting the model portfolio style plan by calculating difference data of the asset with the quantity data Calculate the data,
By replicating the market price unit data and the market price composition ratio data of each financial asset of the model portfolio style plan in the computer, each of the financial assets constituting the model target as the model portfolio after rebalancing Generate market price unit price data and market price composition ratio data,
When input of trading quantity data for correction by the operation manager with respect to the trading quantity data of each financial asset for rebalancing of the model portfolio is accepted, and there is input of trading quantity data for the correction Calculating the volume data of each financial asset constituting the model target using the trading volume data for correction, and calculating the volume data of the financial asset of the model target and the new model portfolio By using the market price unit data stored in the storage means to calculate the market price composition data of each financial asset that constitutes the model target, the model target of the model target generated by the duplication is calculated. It is configured to perform processing for correcting the market price composition ratio data,
Trading instruction data storage means for storing the market price composition ratio data and the market price unit price data of each financial asset of the model target stored by the model rebalance processing means;
General-purpose guideline storage means for storing financial asset data that is prohibited for incorporation in common for all customers as pre-registered registration data,
When the model rebalance processing means calculates the trading volume data of each financial asset for the rebalancing of the model portfolio, the model rebalancing processing means is commonly used for all the customers stored in the general-purpose guideline storage means. Based on the data of prohibited financial assets, for each financial asset constituting the model portfolio style proposal, a check process is performed to determine whether financial assets that are prohibited from being included in common for all the customers are included. When the result of this check process is displayed on the screen or printed out, and when the market price composition ratio data and the market price unit price data of each financial asset of the model target are stored in the trading instruction data storage means, For each financial asset of the model target, common to all the customers Put performs checks whether or not the process include financial assets that are prohibited, the results of this check processing is a screen display or printout constituting,
Individual portfolio storage means for storing quantity data of each financial asset constituting an individual portfolio for each customer constructed by financial assets held by each of a plurality of customers;
Individual portfolio acquisition processing means for performing processing for acquiring the quantity data of each financial asset of the individual portfolio of each customer from the individual portfolio storage means;
With individual sales proposal creation processing means,
The individual sales plan creation processing means includes:
The market price composition data and the market price unit price of each financial asset constituting the instruction target used for the rebalancing of the individual portfolio, the market price composition ratio data and the market price unit price data of the model target stored in the trading instruction data storage unit Read as data,
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate the market capitalization data after and the market value composition data after re-evaluation,
Obtaining difference data between the market price composition data of the instruction target and the market price composition data after the revaluation of the individual portfolio;
Multiply this difference data by the market capitalization data after the revaluation of the individual portfolio,
The amount data obtained by multiplication is divided by the market price unit data of the instruction target, whereby order quantity trading data for rebalancing each financial asset constituting the individual portfolio is obtained for each customer. It is configured to perform processing to calculate ,
Individual development data storage means for storing the order quantity data for rebalancing each financial asset constituting the individual portfolio for each customer calculated by the individual sales proposal creation processing means;
The trading volume data for ordering stored in the individual development data storage means is read, the trading volume data for ordering read, and the respective financials of the individual portfolios of the customers acquired by the individual portfolio acquisition processing means. Using the quantity data of the assets, the quantity data of each financial asset constituting the individual portfolio after rebalancing is calculated, and the order trading volume data read from the individual development data storage means is corrected. Receiving the order volume data for ordering, and using the order volume data for correction to calculate the revised value of the quantity data of each financial asset that constitutes the individual portfolio after rebalancing Individual trading simulation processing means for performing processing to perform,
Individual guideline storage means for storing financial asset data that is individually prohibited for each customer as pre-registered registration data;
Based on the data of financial assets that are individually prohibited for each customer stored in the individual guideline storage means, the instructions read from the trade instruction data storage means by the processing of the individual trade plan creation processing means For each financial asset that constitutes the target, a check process is performed to determine whether or not each customer includes a financial asset that is prohibited from being individually incorporated, and the rebalance obtained by the processing by the individual trading simulation processing means For each of the financial assets that make up the individual portfolio later, a check process is performed to determine whether the financial assets that are prohibited from being individually included for each customer are included, and the result of this check process is displayed on the screen or printed out. Individual guideline check processing means to
In the case where the individual trading plan creation processing means includes financial assets that are prohibited from being individually incorporated for each customer in each financial asset constituting the instruction target in the processing by the individual guideline check processing means The asset management system is configured to perform processing for setting the order quantity of purchase and sale of the financial asset to zero . An asset management system composed of processing from a computer that is running for carrying out the support and management of the operation of the financial assets of customers through luck for the manager,
New model portfolio storage means for storing the quantity data of each financial asset constituting the style proposal of the model portfolio created by the operation manager and the market price unit price data at the time of the style proposal creation of each of these financial assets;
Old model portfolio storage means for storing quantity data of each financial asset at the time of the previous rebalancing of the model portfolio;
Model rebalancing processing means,
The model rebalance processing means includes:
Market capitalization data of each financial asset constituting the model portfolio style plan using the quantity data and the market price unit data of the model portfolio style plan stored in the new model portfolio storage means To calculate
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market capitalization data after revaluation of each financial asset at the time of the previous rebalancing,
Finding the data of the ratio between the market capitalization data of each financial asset constituting the model portfolio style proposal and the market capitalization data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
Multiply the data of the ratio value by the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means,
The volume data of the expanded or contracted state of each financial asset at the time of the previous rebalancing of the model portfolio obtained by multiplication, and the respective finances of the model portfolio style plan stored in the new model portfolio storage means The trading volume of each financial asset for rebalancing the model portfolio based on the market capitalization of each financial asset constituting the model portfolio style plan by calculating difference data of the asset with the quantity data Calculate the data,
The quantity data of each financial asset constituting the model target as the model portfolio after rebalancing by duplicating the quantity data and the market price unit data of each financial asset of the model portfolio style proposal in the computer And generate unit price data,
When input of trading quantity data for correction by the operation manager with respect to the trading quantity data of each financial asset for rebalancing of the model portfolio is accepted, and there is input of trading quantity data for the correction Using the trading volume data for the correction to calculate the volume data of each financial asset constituting the model target, so that the financial asset of the model target generated by the duplication is calculated. It is configured to correct the quantity data,
Trading instruction data storage means for storing the quantity data and the market price unit data of each financial asset of the model target stored by the model rebalance processing means;
General-purpose guideline storage means for storing financial asset data that is prohibited for incorporation in common for all customers as pre-registered registration data,
When the model rebalance processing means calculates the trading volume data of each financial asset for the rebalancing of the model portfolio, the model rebalancing processing means is commonly used for all the customers stored in the general-purpose guideline storage means. Based on the data of prohibited financial assets, for each financial asset constituting the model portfolio style proposal, a check process is performed to determine whether financial assets that are prohibited from being included in common for all the customers are included. When the result of the check process is displayed on a screen or printed out, and when the quantity data and the market price unit data of each financial asset of the model target are stored in the trading instruction data storage means, the model target For each of the financial assets of Performs checking whether the processing includes financial assets that are prohibited, the results of this check processing is a screen display or configured to print output,
Individual portfolio storage means for storing quantity data of each financial asset constituting an individual portfolio for each customer constructed by financial assets held by each of a plurality of customers;
Individual portfolio acquisition processing means for performing processing for acquiring the quantity data of each financial asset of the individual portfolio of each customer from the individual portfolio storage means;
With individual sales proposal creation processing means,
The individual sales plan creation processing means includes:
The quantity data and the market price of each financial asset constituting the instruction target used for the rebalancing of the individual portfolio, the quantity data and the market price unit data of each financial asset of the model target stored in the trading instruction data storage means Read as unit price data,
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate later market capitalization data,
Using the quantity data and the market price unit data of each financial asset of the instruction target, calculate market capitalization data of each financial asset constituting the instruction target,
Calculating the data of the ratio between the market capitalization data after the revaluation of the individual portfolio and the market capitalization data of the instruction target;
Multiply the data of the ratio value by the quantity data of each financial asset of the instruction target,
The quantity data of each financial asset of the instruction target obtained by multiplication and the reduced or expanded quantity data, and the quantity data of each financial asset of the individual portfolio before rebalancing acquired by the individual portfolio acquisition processing means And calculating the difference data with each of the customers, the transaction quantity data for ordering for the rebalancing of each financial asset constituting the individual portfolio is calculated for each customer ,
Individual development data storage means for storing the order quantity data for rebalancing each financial asset constituting the individual portfolio for each customer calculated by the individual sales proposal creation processing means;
The trading volume data for ordering stored in the individual development data storage means is read, the trading volume data for ordering read, and the respective financials of the individual portfolios of the customers acquired by the individual portfolio acquisition processing means. Using the quantity data of the assets, the quantity data of each financial asset constituting the individual portfolio after rebalancing is calculated, and the order trading volume data read from the individual development data storage means is corrected. Receiving the order volume data for ordering, and using the order volume data for correction to calculate the revised value of the quantity data of each financial asset that constitutes the individual portfolio after rebalancing Individual trading simulation processing means for performing processing to perform,
Individual guideline storage means for storing financial asset data that is individually prohibited for each customer as pre-registered registration data;
Based on the data of financial assets that are individually prohibited for each customer stored in the individual guideline storage means, the instructions read from the trade instruction data storage means by the processing of the individual trade plan creation processing means For each financial asset that constitutes the target, a check process is performed to determine whether or not each customer includes a financial asset that is prohibited from being individually incorporated, and the rebalance obtained by the processing by the individual trading simulation processing means For each of the financial assets that make up the individual portfolio later, a check process is performed to determine whether the financial assets that are prohibited from being individually included for each customer are included, and the result of this check process is displayed on the screen or printed out. Individual guideline check processing means to
In the case where the individual trading plan creation processing means includes financial assets that are prohibited from being individually incorporated for each customer in each financial asset constituting the instruction target in the processing by the individual guideline check processing means The asset management system is configured to perform processing for setting the order quantity of purchase and sale of the financial asset to zero . General-purpose guideline storage means for storing data on the fluctuation range of the market price composition ratio, which is a threshold for whether to rebalance the model portfolio and the individual portfolio,
The model rebalance processing means includes:
Using the quantity data and the market price unit data of each financial asset of the model portfolio style plan stored in the new model portfolio storage means, the market price composition ratio of each financial asset constituting the model portfolio style plan Calculate the data,
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market price composition data after revaluation of each financial asset at the time of the previous rebalance,
Finding the difference data between the market price composition data of each financial asset constituting the style proposal of the model portfolio and the market price composition data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
For the financial assets within the range of the fluctuation range of the market price composition ratio that is the threshold value stored in the general-purpose guideline storage means, the difference data is the trading volume data for each financial asset constituting the model portfolio. Is configured to perform processing to zero,
The individual sales plan creation processing means includes:
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate later market value composition data,
Obtaining difference data between the market price composition data of the instruction target and the market price composition data after the revaluation of the individual portfolio;
For the financial assets within the range of the fluctuation range of the market price composition ratio that is the threshold value stored in the general-purpose guideline storage means, the difference data is used for the ordering for each financial asset constituting the individual portfolio. The asset management system according to any one of claims 1 to 4 , wherein the processing is performed to set the trading volume data to zero. The model rebalance processing means includes:
Difference data between the market price composition data of each financial asset constituting the style proposal of the model portfolio and the market price composition data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio is stored in the general-purpose guideline storage For financial assets within the range of the fluctuation value of the market price composition ratio as the threshold stored in the means, it is determined whether each market price composition data is zero, and among these market price composition data, If one of the two is zero, the processing for setting the trading volume data for each financial asset constituting the model portfolio to zero is not performed,
The individual sales plan creation processing means includes:
The difference data between the market price composition ratio data of the instruction target and the market price composition ratio data after the revaluation of the individual portfolio is the fluctuation range of the market price composition ratio that is the threshold stored in the general-purpose guideline storage means. For financial assets within the range of data, it is determined whether or not each market price composition data is zero, and if one of these market price composition data is zero, the individual portfolio is configured. It is configured not to perform the process of setting the order quantity data for each financial asset to zero.
6. The asset management system according to claim 5, wherein General-purpose guideline storage means for storing data of the minimum value of the composition ratio of the cash constituting the individual portfolio,
The individual sales plan creation processing means includes:
If each financial asset to be traded is a stock,
By multiplying the market capitalization data after the revaluation of the individual portfolio by the data of the minimum value of the cash composition ratio stored in the general-purpose guideline storage means, the amount data corresponding to the cash composition ratio minimum value is obtained. Calculate
When calculating the trading volume data for the order of the unit stock unit for each issue constituting the individual portfolio,
First, sell quantity data is calculated for each stock to be sold, and the amount data of this sell quantity data is added to the cash amount data to obtain the cash amount data after adding the sale amount.
Next, the purchase quantity data for the stock to be bought is provisionally calculated in unit stock units, and the amount data of the provisionally calculated purchase quantity data is subtracted from the cash amount data after the sale amount is added. It is determined whether or not the subsequent cash amount data is less than the amount data corresponding to the cash composition ratio minimum value, and if the amount data exceeds the amount data corresponding to the cash composition ratio minimum value, The calculated buy quantity data is used as it is for the purchase and sale quantity data as it is. On the other hand, if it is below the amount data corresponding to the minimum value of the composition ratio of the cash, The purchase quantity data for each stock is increased by one unit stock in order from the highest top stocks. The cash amount data after adding the selling amount, and determining whether the cash amount data after the subtraction is less than the amount data corresponding to the minimum component ratio of the cash. The configuration is such that the purchase quantity data for each brand is determined and used as the trading quantity data for ordering within a range that does not fall below the minimum data of the cash composition ratio stored in the general-purpose guideline storage means. The asset management system according to any one of claims 1 to 6 , wherein General-purpose guideline storage means for storing data of the minimum value of the composition ratio of the cash constituting the individual portfolio,
The individual sales plan creation processing means includes:
If each financial asset to be traded is a stock,
By multiplying the market capitalization data after the revaluation of the individual portfolio by the data of the minimum value of the cash composition ratio stored in the general-purpose guideline storage means, the amount data corresponding to the cash composition ratio minimum value is obtained. Calculate
When calculating the trading volume data for ordering in units of unit stock for each issue constituting the individual portfolio, the trading volume data having fractional shares less than the unit stock generated in the calculation process is used to calculate By determining the number of shares held for each issue that constitutes the individual portfolio after the balance in a state having fractional shares, the fractional shares of this stock number data are rounded down, and the number of shares held for each issue is temporarily determined to temporarily determine the holdings. By holding the amount data of fractional shares in the stock data as cash amount data, and increasing the number of shares held for each stock by one unit stock in order from the top stocks with the highest market value composition ratio , Increase the amount data of each stock, and subtract the increased amount data from the cash amount data. Each time the cash amount data after the reduction is less than the amount data corresponding to the cash composition ratio minimum value, the cash composition ratio stored in the general-purpose guideline storage means is determined. The final number of shares held for each issue is determined within a range that does not fall below the minimum value of the data, and the processing for calculating the trading volume data for the order based on the number of shares held is performed. The asset management system according to any one of claims 1 to 6 , wherein General-purpose guideline storage means for storing data of the minimum value of the composition ratio of the cash constituting the individual portfolio,
The individual sales plan creation processing means includes:
If each financial asset to be traded is a stock,
By multiplying the market capitalization data after the revaluation of the individual portfolio by the data of the minimum value of the cash composition ratio stored in the general-purpose guideline storage means, the amount data corresponding to the cash composition ratio minimum value is obtained. Calculate
When calculating the trading volume data for ordering in units of unit stock for each issue constituting the individual portfolio, the trading volume data having fractional shares less than the unit stock generated in the calculation process is used to calculate Obtaining the number of shares held for each issue that constitutes the individual portfolio after the balance in a state having fractional shares, rounding up the fractional shares of this holding number data, and temporarily determining the number of shares held for each issue. By subtracting the amount data for fractional shares from the amount data in the cash once, and decreasing the number of shares held for each issue by one unit stock in order from the lower inclusion stock with the lowest market price composition ratio , Decrease the amount data of each stock and add the amount data of the decrease to the amount data of the cash. In addition, by determining whether or not the amount data of the cash after the addition is less than the amount data corresponding to the minimum value of the composition ratio of the cash, the minimum of the composition ratio of the cache stored in the general-purpose guideline storage unit The final number of shares held for each issue is determined within a range that does not fall below the value data, and the processing for calculating the trading volume data for ordering based on the number of shares held is performed. The asset management system according to any one of claims 1 to 6 . General-purpose guideline storage means for storing data of the minimum value of the composition ratio of the cash constituting the individual portfolio,
The individual sales plan creation processing means includes:
If each financial asset to be traded is a stock,
By multiplying the market capitalization data after the revaluation of the individual portfolio by the data of the minimum value of the cash composition ratio stored in the general-purpose guideline storage means, the amount data corresponding to the cash composition ratio minimum value is obtained. Calculate
When calculating the trading volume data for the order of the unit stock unit for each issue constituting the individual portfolio,
Change the unit number of the trading quantity data for the order, or change the unit number of the quantity data of each stock constituting the individual portfolio after the rebalancing, the trading quantity data for the order after the unit change, Or, using the quantity data of each stock constituting the individual portfolio after the rebalancing after changing the unit, the cash amount data constituting the individual portfolio after the rebalancing is calculated, and the calculated cash amount By repeating the process of determining whether or not the data is below the amount data corresponding to the minimum value of the cache composition ratio, the data of the minimum value of the cache composition ratio stored in the general-purpose guideline storage unit is reduced. The number of trading units for the order in units of shares for each issue that constitutes the individual portfolio, Asset management system according to any one of claims 1 to 6, characterized in that it is configured to perform processing for calculating data. A asset management method from a computer to execute the processing for supporting and managing operations of the financial assets customers through operational manager running on asset management system configured,
In the new model portfolio storage means, the quantity data of each financial asset constituting the model portfolio style plan created by the operation manager and the market price unit data at the time of the style plan creation of each of these financial assets are stored,
In the old model portfolio storage means, the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio is stored,
Model rebalancing means
Market capitalization data of each financial asset constituting the model portfolio style plan using the quantity data and the market price unit data of the model portfolio style plan stored in the new model portfolio storage means And market price composition data,
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market price composition data after revaluation of each financial asset at the time of the previous rebalance,
Finding the difference data between the market price composition data of each financial asset constituting the style proposal of the model portfolio and the market price composition data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
Multiplying this difference data by the market capitalization data of each financial asset constituting the model portfolio style proposal,
The model based on the market capitalization of each financial asset constituting the style proposal of the model portfolio by dividing the amount data obtained by multiplication by the market price unit data stored in the new model portfolio storage means Calculate the trading volume data of each financial asset for portfolio rebalancing,
By replicating the market price unit data and the market price composition ratio data of each financial asset of the model portfolio style plan in the computer, each of the financial assets constituting the model target as the model portfolio after rebalancing Generate market price unit price data and market price composition ratio data,
When input of trading quantity data for correction by the operation manager with respect to the trading quantity data of each financial asset for rebalancing of the model portfolio is accepted, and there is input of trading quantity data for the correction Calculating the volume data of each financial asset constituting the model target using the trading volume data for correction, and calculating the volume data of the financial asset of the model target and the new model portfolio By using the market price unit data stored in the storage means to calculate the market price composition data of each financial asset that constitutes the model target, the model target of the model target generated by the duplication is calculated. After performing the process of correcting the market price composition data,
The model rebalance processing means stores and stores the market price composition ratio data and the market price unit price data of each financial asset of the model target in a trading instruction data storage means,
In the general-purpose guideline storage means, data on financial assets that are prohibited from being incorporated in common for all customers is stored as pre-registered registration data,
When the model rebalancing processing means calculates the trading volume data of each financial asset for the rebalancing of the model portfolio, it is incorporated in common for all the customers stored in the general-purpose guideline storage means. Based on the data of prohibited financial assets, for each financial asset constituting the model portfolio style proposal, a check process is performed to determine whether financial assets that are prohibited from being included in common for all the customers are included. When the result of this check process is displayed on the screen or printed out, and when the market price composition ratio data and the market price unit price data of each financial asset of the model target are stored in the trading instruction data storage means, For each financial asset of the model target, common to all the customers Put performs checks whether or not the process include financial assets that are prohibited, the result of this check processing screen displayed or printed output,
In the individual portfolio storage means, the quantity data of each financial asset constituting the individual portfolio for each customer constructed by the financial assets held by each of the plurality of customers is stored,
An individual portfolio acquisition processing means performs a process of acquiring the quantity data of each financial asset of the individual portfolio of each customer from the individual portfolio storage means,
Individual sales proposal creation processing means,
The market price composition data and the market price unit price of each financial asset constituting the instruction target used for the rebalancing of the individual portfolio, the market price composition ratio data and the market price unit price data of the model target stored in the trading instruction data storage unit Read as data,
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate the market capitalization data after and the market value composition data after re-evaluation,
Obtaining difference data between the market price composition data of the instruction target and the market price composition data after the revaluation of the individual portfolio;
Multiply this difference data by the market capitalization data after the revaluation of the individual portfolio,
The amount data obtained by multiplication is divided by the market price unit data of the instruction target, whereby order quantity trading data for rebalancing each financial asset constituting the individual portfolio is obtained for each customer. There line processing for calculating,
In the individual development data storage means, the trading volume data for ordering for rebalancing each financial asset constituting the individual portfolio for each customer calculated by the individual trading plan creation processing means is stored. ,
The individual trading simulation processing means reads the order quantity trading data stored in the individual development data storage means, and reads the order quantity trading data and each customer acquired by the individual portfolio acquisition processing means. Using the quantity data of each financial asset of the individual portfolio, the quantity data of each financial asset constituting the individual portfolio after rebalancing is calculated, and the order data read from the individual development data storage means Receiving the input of the order quantity for the correction to the quantity data of the order, and using the order quantity for the order for the correction, the financial assets constituting the individual portfolio after the rebalancing Perform a process to calculate the correction value of the quantity data,
In the individual guideline storage means, financial asset data that is individually prohibited for each customer is stored as pre-registered registration data,
The individual guideline check processing means is based on the financial asset data that is individually prohibited for each customer stored in the individual guideline storage means, and the trading instruction data is processed by the individual trading plan creation processing means. For each financial asset that constitutes the instruction target read from the storage means, a check process is performed to determine whether or not financial assets that are individually prohibited for each customer are included, and the individual trading simulation processing means For each financial asset that constitutes the individual portfolio after rebalancing obtained by the processing, a check process is performed to determine whether or not the financial assets that are prohibited from being individually incorporated are included for each customer. The result is displayed on the screen or printed out,
When the individual trading plan creation processing means includes financial assets that are prohibited from being individually incorporated for each customer in each financial asset constituting the instruction target in the processing by the individual guideline check processing means The asset management method according to claim 1, further comprising the step of performing zeroing on the order quantity data for the financial asset . A asset management method from a computer to execute the processing for supporting and managing operations of the financial assets customers through operational manager running on asset management system configured,
In the new model portfolio storage means, the quantity data of each financial asset constituting the model portfolio style plan created by the operation manager and the market price unit data at the time of the style plan creation of each of these financial assets are stored,
In the old model portfolio storage means, the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio is stored,
Model rebalancing means
Market capitalization data of each financial asset constituting the model portfolio style plan using the quantity data and the market price unit data of the model portfolio style plan stored in the new model portfolio storage means And market price composition data,
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market price composition data after revaluation of each financial asset at the time of the previous rebalance,
Finding the difference data between the market price composition data of each financial asset constituting the style proposal of the model portfolio and the market price composition data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
Multiplying this difference data by the market capitalization data of each financial asset constituting the model portfolio style proposal,
The model based on the market capitalization of each financial asset constituting the style proposal of the model portfolio by dividing the amount data obtained by multiplication by the market price unit data stored in the new model portfolio storage means Calculate the trading volume data of each financial asset for portfolio rebalancing,
The quantity data of each financial asset constituting the model target as the model portfolio after rebalancing by duplicating the quantity data and the market price unit data of each financial asset of the model portfolio style proposal in the computer And generate unit price data,
When input of trading quantity data for correction by the operation manager for the trading volume data of each financial asset for rebalancing of the model portfolio is accepted, and there is input of trading volume data for the correction Using the trading volume data for the correction to calculate the volume data of each financial asset constituting the model target, so that the financial asset of the model target generated by the duplication is calculated. After processing to correct the quantity data,
The model rebalance processing means stores the quantity data and the market price unit data of each financial asset of the model target in a trading instruction data storage means, and stores them.
In the general-purpose guideline storage means, data on financial assets that are prohibited from being incorporated in common for all customers is stored as pre-registered registration data,
When the model rebalance processing means calculates the trading volume data of each financial asset for the rebalancing of the model portfolio, it is incorporated in common for all the customers stored in the general-purpose guideline storage means. Based on the data of prohibited financial assets, for each financial asset that constitutes the model portfolio style proposal, a check process is performed to determine whether financial assets that are prohibited from being included in common for all the customers are included. When the result of the check process is displayed on a screen or printed out, and when the quantity data and the market price unit data of each financial asset of the model target are stored in the trading instruction data storage means, the model target For each of the financial assets of Performs checking whether the processing includes financial assets that are prohibited, the result of this check processing screen displayed or printed output,
In the individual portfolio storage means, the quantity data of each financial asset constituting the individual portfolio for each customer constructed by the financial assets held by each of the plurality of customers is stored,
An individual portfolio acquisition processing means performs a process of acquiring the quantity data of each financial asset of the individual portfolio of each customer from the individual portfolio storage means,
Individual sales proposal creation processing means,
The quantity data and the market price of each financial asset constituting the instruction target used for the rebalancing of the individual portfolio, the quantity data and the market price unit data of each financial asset of the model target stored in the trading instruction data storage means Read as unit price data,
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate later market capitalization data,
Using the quantity data and the market price unit data of each financial asset of the instruction target, calculate market capitalization data of each financial asset constituting the instruction target,
Calculating the data of the ratio between the market capitalization data after the revaluation of the individual portfolio and the market capitalization data of the instruction target;
Multiply the data of the ratio value by the quantity data of each financial asset of the instruction target,
The quantity data of each financial asset of the instruction target obtained by multiplication and the reduced or expanded quantity data, and the quantity data of each financial asset of the individual portfolio before rebalancing acquired by the individual portfolio acquisition processing means by calculating the difference data between, we have line a process of calculating said to each customer trading volume data for orders for the rebalancing of each financial asset that constitutes the individual portfolio,
In the individual development data storage means, the trading volume data for ordering for rebalancing each financial asset constituting the individual portfolio for each customer calculated by the individual trading plan creation processing means is stored. ,
The individual trading simulation processing means reads the order quantity trading data stored in the individual development data storage means, and reads the order quantity trading data and each customer acquired by the individual portfolio acquisition processing means. Using the quantity data of each financial asset of the individual portfolio, the quantity data of each financial asset constituting the individual portfolio after rebalancing is calculated, and the order data read from the individual development data storage means Receiving the input of the order quantity for the correction to the quantity data of the order, and using the order quantity for the order for the correction, the financial assets constituting the individual portfolio after the rebalancing Perform a process to calculate the correction value of the quantity data,
In the individual guideline storage means, financial asset data that is individually prohibited for each customer is stored as pre-registered registration data,
The individual guideline check processing means is based on the financial asset data that is individually prohibited for each customer stored in the individual guideline storage means, and the trading instruction data is processed by the individual trading plan creation processing means. For each financial asset that constitutes the instruction target read from the storage means, a check process is performed to determine whether or not financial assets that are individually prohibited for each customer are included, and the individual trading simulation processing means For each financial asset that constitutes the individual portfolio after rebalancing obtained by the processing, a check process is performed to determine whether or not the financial assets that are prohibited from being individually incorporated are included for each customer. The result is displayed on the screen or printed out,
When the individual trading plan creation processing means includes financial assets that are prohibited from being individually incorporated for each customer in each financial asset constituting the instruction target in the processing by the individual guideline check processing means The asset management method according to claim 1, further comprising the step of performing zeroing on the order quantity data for the financial asset . A asset management method from a computer to execute the processing for supporting and managing operations of the financial assets customers through operational manager running on asset management system configured,
In the new model portfolio storage means, the quantity data of each financial asset constituting the model portfolio style plan created by the operation manager and the market price unit data at the time of the style plan creation of each of these financial assets are stored,
In the old model portfolio storage means, the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio is stored,
Model rebalancing means
Market capitalization data of each financial asset constituting the model portfolio style plan using the quantity data and the market price unit data of the model portfolio style plan stored in the new model portfolio storage means And market price composition data,
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market capitalization data after revaluation of each financial asset at the time of the previous rebalancing,
Finding the data of the ratio between the market capitalization data of each financial asset constituting the model portfolio style proposal and the market capitalization data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
Multiply the data of the ratio value by the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means,
The volume data of the expanded or contracted state of each financial asset at the time of the previous rebalancing of the model portfolio obtained by multiplication, and the respective finances of the model portfolio style plan stored in the new model portfolio storage means The trading volume of each financial asset for rebalancing the model portfolio based on the market capitalization of each financial asset constituting the model portfolio style plan by calculating difference data of the asset with the quantity data Calculate the data,
By replicating the market price unit data and the market price composition ratio data of each financial asset of the model portfolio style plan in the computer, each of the financial assets constituting the model target as the model portfolio after rebalancing Generate market price unit price data and market price composition ratio data,
When input of trading quantity data for correction by the operation manager with respect to the trading quantity data of each financial asset for rebalancing of the model portfolio is accepted, and there is input of trading quantity data for the correction Calculating the volume data of each financial asset constituting the model target using the trading volume data for correction, and calculating the volume data of the financial asset of the model target and the new model portfolio By using the market price unit data stored in the storage means to calculate the market price composition data of each financial asset that constitutes the model target, the model target of the model target generated by the duplication is calculated. After performing the process of correcting the market price composition data,
The model rebalance processing means stores and stores the market price composition ratio data and the market price unit price data of each financial asset of the model target in a trading instruction data storage means,
In the general-purpose guideline storage means, data on financial assets that are prohibited from being incorporated in common for all customers is stored as pre-registered registration data,
When the model rebalancing processing means calculates the trading volume data of each financial asset for the rebalancing of the model portfolio, it is incorporated in common for all the customers stored in the general-purpose guideline storage means. Based on the data of prohibited financial assets, for each financial asset constituting the model portfolio style proposal, a check process is performed to determine whether financial assets that are prohibited from being included in common for all the customers are included. When the result of this check process is displayed on the screen or printed out, and when the market price composition ratio data and the market price unit price data of each financial asset of the model target are stored in the trading instruction data storage means, For each financial asset of the model target, common to all the customers Put performs checks whether or not the process include financial assets that are prohibited, the result of this check processing screen displayed or printed output,
In the individual portfolio storage means, the quantity data of each financial asset constituting the individual portfolio for each customer constructed by the financial assets held by each of the plurality of customers is stored,
An individual portfolio acquisition processing means performs a process of acquiring the quantity data of each financial asset of the individual portfolio of each customer from the individual portfolio storage means,
Individual sales proposal creation processing means,
The market price composition data and the market price unit price of each financial asset constituting the instruction target used for the rebalancing of the individual portfolio, the market price composition ratio data and the market price unit price data of the model target stored in the trading instruction data storage unit Read as data,
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate the market capitalization data after and the market value composition data after re-evaluation,
Obtaining difference data between the market price composition data of the instruction target and the market price composition data after the revaluation of the individual portfolio;
Multiply this difference data by the market capitalization data after the revaluation of the individual portfolio,
The amount data obtained by multiplication is divided by the market price unit data of the instruction target, whereby order quantity trading data for rebalancing each financial asset constituting the individual portfolio is obtained for each customer. There line processing for calculating,
In the individual development data storage means, the trading volume data for ordering for rebalancing each financial asset constituting the individual portfolio for each customer calculated by the individual trading plan creation processing means is stored. ,
The individual trading simulation processing means reads the order quantity trading data stored in the individual development data storage means, and reads the order quantity trading data and each customer acquired by the individual portfolio acquisition processing means. Using the quantity data of each financial asset of the individual portfolio, the quantity data of each financial asset constituting the individual portfolio after rebalancing is calculated, and the order data read from the individual development data storage means Receiving the input of the order quantity for the correction to the quantity data of the order, and using the order quantity for the order for the correction, the financial assets constituting the individual portfolio after the rebalancing Perform a process to calculate the correction value of the quantity data,
In the individual guideline storage means, financial asset data that is individually prohibited for each customer is stored as pre-registered registration data,
The individual guideline check processing means is based on the financial asset data that is individually prohibited for each customer stored in the individual guideline storage means, and the trading instruction data is processed by the individual trading plan creation processing means. For each financial asset that constitutes the instruction target read from the storage means, a check process is performed to determine whether or not financial assets that are individually prohibited for each customer are included, and the individual trading simulation processing means For each financial asset that constitutes the individual portfolio after rebalancing obtained by the processing, a check process is performed to determine whether or not the financial assets that are prohibited from being individually incorporated are included for each customer. The result is displayed on the screen or printed out,
When the individual trading plan creation processing means includes financial assets that are prohibited from being individually incorporated for each customer in each financial asset constituting the instruction target in the processing by the individual guideline check processing means The asset management method according to claim 1, further comprising the step of performing zeroing on the order quantity data for the financial asset . A asset management method from a computer to execute the processing for supporting and managing operations of the financial assets customers through operational manager running on asset management system configured,
In the new model portfolio storage means, the quantity data of each financial asset constituting the model portfolio style plan created by the operation manager and the market price unit data at the time of the style plan creation of each of these financial assets are stored,
In the old model portfolio storage means, the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio is stored,
Model rebalancing means
Market capitalization data of each financial asset constituting the model portfolio style plan using the quantity data and the market price unit data of the model portfolio style plan stored in the new model portfolio storage means To calculate
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market capitalization data after revaluation of each financial asset at the time of the previous rebalancing,
Finding the data of the ratio between the market capitalization data of each financial asset constituting the model portfolio style proposal and the market capitalization data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
Multiply the data of the ratio value by the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means,
The volume data of the expanded or contracted state of each financial asset at the time of the previous rebalancing of the model portfolio obtained by multiplication, and the respective finances of the model portfolio style plan stored in the new model portfolio storage means The trading volume of each financial asset for rebalancing the model portfolio based on the market capitalization of each financial asset constituting the model portfolio style plan by calculating difference data of the asset with the quantity data Calculate the data,
The quantity data of each financial asset constituting the model target as the model portfolio after rebalancing by duplicating the quantity data and the market price unit data of each financial asset of the model portfolio style proposal in the computer And generate unit price data,
When input of trading quantity data for correction by the operation manager for the trading volume data of each financial asset for rebalancing of the model portfolio is accepted, and there is input of trading volume data for the correction Using the trading volume data for the correction to calculate the volume data of each financial asset constituting the model target, so that the financial asset of the model target generated by the duplication is calculated. After processing to correct the quantity data,
The model rebalance processing means stores the quantity data and the market price unit data of each financial asset of the model target in a trading instruction data storage means, and stores them.
In the general-purpose guideline storage means, data on financial assets that are prohibited from being incorporated in common for all customers is stored as pre-registered registration data,
When the model rebalance processing means calculates the trading volume data of each financial asset for the rebalancing of the model portfolio, it is incorporated in common for all the customers stored in the general-purpose guideline storage means. Based on the data of prohibited financial assets, for each financial asset that constitutes the model portfolio style proposal, a check process is performed to determine whether financial assets that are prohibited from being included in common for all the customers are included. When the result of the check process is displayed on a screen or printed out, and when the quantity data and the market price unit data of each financial asset of the model target are stored in the trading instruction data storage means, the model target For each of the financial assets of Performs checking whether the processing includes financial assets that are prohibited, the result of this check processing screen displayed or printed output,
In the individual portfolio storage means, the quantity data of each financial asset constituting the individual portfolio for each customer constructed by the financial assets held by each of the plurality of customers is stored,
An individual portfolio acquisition processing means performs a process of acquiring the quantity data of each financial asset of the individual portfolio of each customer from the individual portfolio storage means,
Individual sales proposal creation processing means,
The quantity data and the market price of each financial asset constituting the instruction target used for the rebalancing of the individual portfolio, the quantity data and the market price unit data of each financial asset of the model target stored in the trading instruction data storage means Read as unit price data,
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate later market capitalization data,
Using the quantity data and the market price unit data of each financial asset of the instruction target, calculate market capitalization data of each financial asset constituting the instruction target,
Calculating the data of the ratio between the market capitalization data after the revaluation of the individual portfolio and the market capitalization data of the instruction target;
Multiply the data of the ratio value by the quantity data of each financial asset of the instruction target,
The quantity data of each financial asset of the instruction target obtained by multiplication and the reduced or expanded quantity data, and the quantity data of each financial asset of the individual portfolio before rebalancing acquired by the individual portfolio acquisition processing means by calculating the difference data between, we have line a process of calculating said to each customer trading volume data for orders for the rebalancing of each financial asset that constitutes the individual portfolio,
In the individual development data storage means, the trading volume data for ordering for rebalancing each financial asset constituting the individual portfolio for each customer calculated by the individual trading plan creation processing means is stored. ,
The individual trading simulation processing means reads the order quantity trading data stored in the individual development data storage means, and reads the order quantity trading data and each customer acquired by the individual portfolio acquisition processing means. Using the quantity data of each financial asset of the individual portfolio, the quantity data of each financial asset constituting the individual portfolio after rebalancing is calculated, and the order data read from the individual development data storage means Receiving the input of the order quantity for the correction to the quantity data of the order, and using the order quantity for the order for the correction, the financial assets constituting the individual portfolio after the rebalancing Perform a process to calculate the correction value of the quantity data,
In the individual guideline storage means, financial asset data that is individually prohibited for each customer is stored as pre-registered registration data,
The individual guideline check processing means is based on the financial asset data that is individually prohibited for each customer stored in the individual guideline storage means, and the trading instruction data is processed by the individual trading plan creation processing means. For each financial asset that constitutes the instruction target read from the storage means, a check process is performed to determine whether or not financial assets that are individually prohibited for each customer are included, and the individual trading simulation processing means For each financial asset that constitutes the individual portfolio after rebalancing obtained by the processing, a check process is performed to determine whether or not the financial assets that are prohibited from being individually incorporated are included for each customer. The result is displayed on the screen or printed out,
When the individual trading plan creation processing means includes financial assets that are prohibited from being individually incorporated for each customer in each financial asset constituting the instruction target in the processing by the individual guideline check processing means The asset management method according to claim 1, further comprising the step of performing zeroing on the order quantity data for the financial asset . A program for causing a computer to function as an asset management system that executes processing for supporting and managing the operation of a customer's financial assets by an operation manager,
New model portfolio storage means for storing the quantity data of each financial asset constituting the style proposal of the model portfolio created by the operation manager and the market price unit price data at the time of the style proposal creation of each of these financial assets;
Old model portfolio storage means for storing quantity data of each financial asset at the time of the previous rebalancing of the model portfolio;
Model rebalancing processing means,
The model rebalance processing means includes:
Market capitalization data of each financial asset constituting the model portfolio style plan using the quantity data and the market price unit data of the model portfolio style plan stored in the new model portfolio storage means And market price composition data,
Using the quantity data of each financial asset at the time of the previous rebalancing of the model portfolio stored in the old model portfolio storage means and the market price unit data stored in the new model portfolio storage means, Calculate the market price composition data after revaluation of each financial asset at the time of the previous rebalance,
Finding the difference data between the market price composition data of each financial asset constituting the style proposal of the model portfolio and the market price composition data after revaluation of each financial asset at the time of the previous rebalancing of the model portfolio,
Multiplying this difference data by the market capitalization data of each financial asset constituting the model portfolio style proposal,
The model based on the market capitalization of each financial asset constituting the style proposal of the model portfolio by dividing the amount data obtained by multiplication by the market price unit data stored in the new model portfolio storage means Calculate the trading volume data of each financial asset for portfolio rebalancing,
By replicating the market price unit data and the market price composition ratio data of each financial asset of the model portfolio style plan in the computer, each of the financial assets constituting the model target as the model portfolio after rebalancing Generate market price unit price data and market price composition ratio data,
When input of trading quantity data for correction by the operation manager with respect to the trading quantity data of each financial asset for rebalancing of the model portfolio is accepted, and there is input of trading quantity data for the correction Calculating the volume data of each financial asset constituting the model target using the trading volume data for correction, and calculating the volume data of the financial asset of the model target and the new model portfolio By using the market price unit data stored in the storage means to calculate the market price composition data of each financial asset that constitutes the model target, the model target of the model target generated by the duplication is calculated. It is configured to perform processing for correcting the market price composition ratio data,
Trading instruction data storage means for storing the market price composition ratio data and the market price unit price data of each financial asset of the model target stored by the model rebalance processing means;
General-purpose guideline storage means for storing financial asset data that is prohibited for incorporation in common for all customers as pre-registered registration data,
When the model rebalance processing means calculates the trading volume data of each financial asset for the rebalancing of the model portfolio, the model rebalancing processing means is commonly used for all the customers stored in the general-purpose guideline storage means. Based on the data of prohibited financial assets, for each financial asset constituting the model portfolio style proposal, a check process is performed to determine whether financial assets that are prohibited from being included in common for all the customers are included. When the result of this check process is displayed on the screen or printed out, and when the market price composition ratio data and the market price unit price data of each financial asset of the model target are stored in the trading instruction data storage means, For each financial asset of the model target, common to all the customers Put performs checks whether or not the process include financial assets that are prohibited, the results of this check processing is a screen display or printout constituting,
Individual portfolio storage means for storing quantity data of each financial asset constituting an individual portfolio for each customer constructed by financial assets held by each of a plurality of customers;
Individual portfolio acquisition processing means for performing processing for acquiring the quantity data of each financial asset of the individual portfolio of each customer from the individual portfolio storage means;
With individual sales proposal creation processing means,
The individual sales plan creation processing means includes:
The market price composition data and the market price unit price of each financial asset constituting the instruction target used for the rebalancing of the individual portfolio, the market price composition ratio data and the market price unit price data of the model target stored in the trading instruction data storage unit Read as data,
Revaluation of each financial asset constituting the individual portfolio using the quantity data of each financial asset of the individual portfolio of each customer acquired by the individual portfolio acquisition processing means and the market price unit data of the instruction target Calculate the market capitalization data after and the market value composition data after re-evaluation,
Obtaining difference data between the market price composition data of the instruction target and the market price composition data after the revaluation of the individual portfolio;
Multiply this difference data by the market capitalization data after the revaluation of the individual portfolio,
The amount data obtained by multiplication is divided by the market price unit data of the instruction target, whereby order quantity trading data for rebalancing each financial asset constituting the individual portfolio is obtained for each customer. It is configured to perform processing to calculate ,
Individual development data storage means for storing the order quantity data for rebalancing each financial asset constituting the individual portfolio for each customer calculated by the individual sales proposal creation processing means;
The trading volume data for ordering stored in the individual development data storage means is read, the trading volume data for ordering read, and the respective financials of the individual portfolios of the customers acquired by the individual portfolio acquisition processing means. Using the quantity data of the assets, the quantity data of each financial asset constituting the individual portfolio after rebalancing is calculated, and the order trading volume data read from the individual development data storage means is corrected. Receiving the order volume data for ordering, and using the order volume data for correction to calculate the revised value of the quantity data of each financial asset that constitutes the individual portfolio after rebalancing Individual trading simulation processing means for performing processing to perform,
Individual guideline storage means for storing financial asset data that is individually prohibited for each customer as pre-registered registration data;
Based on the data of financial assets that are individually prohibited for each customer stored in the individual guideline storage means, the instructions read from the trade instruction data storage means by the processing of the individual trade plan creation processing means For each financial asset that constitutes the target, a check process is performed to determine whether or not each customer includes a financial asset that is prohibited from being individually incorporated, and the rebalance obtained by the processing by the individual trading simulation processing means For each of the financial assets that make up the individual portfolio later, a check process is performed to determine whether the financial assets that are prohibited from being individually included for each customer are included, and the result of this check process is displayed on the screen or printed out. Individual guideline check processing means to
In the case where the individual trading plan creation processing means includes financial assets that are prohibited from being individually incorporated for each customer in each financial asset constituting the instruction target in the processing by the individual guideline check processing means The program for causing a computer to function as an asset management system characterized in that the processing is performed to set the purchase quantity data for the financial asset to zero .

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