JP4675491B2

JP4675491B2 - Compensation contract support system, compensation contract support method and program

Info

Publication number: JP4675491B2
Application number: JP2001074781A
Authority: JP
Inventors: 克亘林
Original assignee: Mitsui Sumitomo Insurance Co Ltd
Current assignee: Mitsui Sumitomo Insurance Co Ltd
Priority date: 2001-03-15
Filing date: 2001-03-15
Publication date: 2011-04-20
Anticipated expiration: 2021-02-22
Also published as: JP2002251520A

Description

【０００１】
【発明の属する技術分野】
本発明は、補償契約支援システム、補償契約支援方法及びプログラムに関する。特に本発明は、顧客が抱える収益リスクをより効果的かつ簡単に低減できるようにする補償契約支援システム、補償契約支援方法及びプログラムに関する。
【０００２】
【従来の技術】
企業や個事業主（以下企業等と記載）は、収益に影響を与える様々なリスク要因を抱えている。この収益リスクは、企業等の事業形態により異なる。例えば輸出入を行う企業等にとっては為替が収益リスクを与えるリスク要因となる。また、気温や降水量等の天候がリスク要因となる場合もある。さらに、地震や台風等の自然災害、ＧＤＰや失業率等の経済指標、上場企業倒産件数や自己破産認定件数等の信用リスク等がリスク要因になる場合もある。
【０００３】
【発明が解決しようとする課題】
例えば金利や為替といった金融という同一のカテゴリに属するリスク要因においては、いわゆるデリバディブ取引を行うことで、収益リスクを少ないキャッシュフローで効率的に減らすことができる。
しかし、その他のカテゴリに属するリスク要因に起因する収益リスクを少ないキャッシュフローで効率的に減らすことは難しかった。
【０００４】
そこで本発明は、上記の課題を解決することのできる補償契約支援システム、補償契約支援方法及び記録媒体を提供することを目的とする。この目的は特許請求の範囲における独立項に記載の特徴の組み合わせにより達成される。また従属項は本発明の更なる有利な具体例を規定する。
【０００５】
【課題を解決するための手段】
即ち、本発明の第１の形態は、顧客の収益に影響を与える複数のリスク要因に起因した収益リスクに対する補償を与える補償契約支援システムであって、複数のリスク要因の統計データを格納する要因統計データベースと、複数のリスク要因において、リスク要因の一部に対して予め定められた第１の条件、およびリスク要因の残りが第２の条件を満たす確率を算出する第１の確率算出部と、要因統計データベースから読み出した統計データに基づいて複数のリスク要因間の相関を算出する相関算出部と、リスク要因の一部が第１の条件を満たした場合に顧客に払うべき補償金額と、リスク要因の残りが第２の条件を満たした場合に顧客から受け取るべき受取金額との比率を、第１の確率算出部による確率及び相関算出部による相関を用いて算出する比率算出部と、を備えることを特徴とする補償契約支援システムを提供する。
【０００６】
上記した補償契約支援システムにおいて、補償金額の算出の基となる第１の条件と、受取金額の算出の基となる第２の条件と、が同時に満たされる確率を算出する第２の確率算出部を更に備え、比率算出部は、第２の確率算出部による確率を更に用いて比率を算出してもよい。
顧客が希望する、補償金額、受取金額、及び前記補償金額によるリスクと前記受取金額によるリスクとの差を埋めるために顧客から予め受け取るべきあるいは顧客に予め支払う金額である予決算金額のうちいずれか２つを取得する金額取得部と、金額取得部が取得した補償金額、受取金額、及び予決算金額のいずれか２つと、比率算出部による比率を用いて、補償金額、受取金額、及び予決算金額のうちの残りの一つを算出する金額算出部と、を備えてもよい。
補償契約支援システムが与えた補償に関するデータを格納する実績データベースと、実績データベース及びリスク要因の現在の値を用いて、補償契約支援システムを介して締結された契約が現在有する支払金額リスクを算出するリスク算出部と、を更に備えてもよい。
補償契約支援システムが与えた補償に関するデータを格納する実績データベースと、実績データベース及びリスク要因の第１の条件若しくは第２の条件を用いて、補償契約支援システムが契約条件において有する支払金額リスクを算出するリスク算出部と、を更に備え、比率算出部は、比率を算出する際に、更に、支払金額リスクを用いてもよい。
【０００７】
本発明の第２の形態は、顧客の収益に影響を与える複数のリスク要因又は金融商品の価格変動に起因した収益リスクに対する補償を与える補償契約支援システムであって、リスク要因の統計データを格納する要因統計データベースと、金融商品の価格変動の統計データを格納する金融統計データベースと、リスク要因が予め定められた第１又は第２の条件を満たす確率を算出するとともに、金融商品の価格が予め定められた第１又は第２の条件を満たす確率を算出する第１の確率算出部と、金融統計データベース及び要因統計データベースを用いて金融商品の価格とリスク要因の相関を調べる相関算出部と、リスク要因及び金融商品の価格の一方が第１の条件を満たした場合に顧客に払うべき補償金額と、リスク要因及び金融商品の価格の他方が第２の条件を満たした場合に顧客から受け取るべき受取金額との比率を、第１の確率算出部による確率及び相関算出部による相関を用いて算出する比率算出部と、を備えることを特徴とする補償契約支援システムを提供する。
【０００８】
上記補償契約支援システムにおいて、補償金額の算出の基となる第１の条件と、受取金額の算出の基となる第２の条件と、が同時に満たされる確率を算出する第２の確率算出部を更に備え、比率算出部は、更に第２の確率算出部による確率を用いて比率を算出してもよい。
顧客が希望する、補償金額、受取金額、及び補償金額と受取金額の差を埋めるために顧客から予め受け取るべき金額である予決算金額のうちいずれか２つを取得する金額取得部と、金額取得部が取得した補償金額、受取金額、及び予決算金額のいずれか２つと、比率算出部による比率を用いて、補償金額、受取金額、及び予決算金額のうちの残りの一つを算出する金額算出部と、を備えてもよい。
補償契約支援システムが与えた補償に関するデータを格納する実績データベースと、実績データベース及びリスク要因の現在の値を用いて、補償契約支援システムが現在有する支払金額リスクを算出するリスク算出部と、を更に備えてもよい。
補償契約支援システムが与えた補償に関するデータを格納する実績データベースと、実績データベース及びリスク要因の第１の条件若しくは第２の条件を用いて、補償契約支援システムが契約条件において有する支払金額リスクを算出するリスク算出部と、を更に備え、比率算出部は、比率を算出する際に、更に、支払金額リスクを用いてもよい。
【０００９】
本発明の第３の形態は、顧客の収益に影響を与える複数のリスク要因に起因した収益変動に対する補償を与える補償契約支援方法であって、複数のリスク要因の統計データを管理し、複数のリスク要因のそれぞれにおいて、リスク要因毎に予め定められた第１又は第２の条件を満たす確率を算出し、統計データに基づいて複数のリスク要因間の相関を算出し、複数のリスク要因の一部が第１の条件を満たした場合に顧客に払うべき補償金額と、残りのリスク要因が第２の条件を満たした場合に顧客から受け取るべき受取金額との比率を、確率算出部による確率及び相関算出部による相関を用いて算出し、顧客が希望する、補償金額、受取金額、及び前記補償金額によるリスクと前記受取金額によるリスクとの差を埋めるために前記顧客から予め受け取るべきあるいは前記顧客に予め支払う金額である予決算金額のうちいずれか２つを取得し、取得した補償金額、受取金額、及び予決算金額のいずれか２つと、比率算出部による比率を用いて、補償金額、受取金額、及び予決算金額のうちの残りの一つを算出して出力することを特徴とする補償契約支援方法を提供する。
【００１０】
本発明の第４の形態は、顧客の収益に影響を与える複数のリスク要因又は金融商品の価格変動に起因した収益リスクに対する補償を与える補償契約支援方法であって、リスク要因の統計データ、および金融商品の価格変動の統計データを管理し、リスク要因において、リスク要因毎に予め定められた第１又は第２の条件を満たす確率を算出するとともに、金融商品の価格において、金融商品の価格が予め定められた第１又は第２の価格条件を満たす確率を算出し、金融統計データベース及び要因統計データベースを用いて金融商品の価格とリスク要因の相関を算出し、リスク要因及び金融商品の価格の一方が第１の条件又は価格条件を満たした場合に顧客に払うべき補償金額と、リスク要因及び金融商品の価格の他方が第２の条件又は価格条件を満たした場合に顧客から受け取るべき受取金額との比率を、第１の確率算出部による確率及び相関算出部による相関を用いて算出し、顧客が希望する、補償金額、受取金額、及び前記補償金額によるリスクと前記受取金額によるリスクとの差を埋めるために前記顧客から予め受け取るべきあるいは前記顧客に予め支払う金額である予決算金額のうちいずれか２つを取得し、取得した補償金額、受取金額、及び予決算金額のいずれか２つと、比率算出部による比率を用いて、補償金額、受取金額、及び予決算金額のうちの残りの一つを算出して出力することを特徴とする補償契約支援方法を提供する。
【００１１】
本発明の第５の形態は、顧客の収益に影響を与える複数のリスク要因に起因した収益変動に対する補償を算出するプログラムを格納した記録媒体であって、プログラムは、複数のリスク要因の統計データを格納する要因統計データベースを用いて、複数のリスク要因のそれぞれにおいて、リスク要因毎に予め定められた第１又は第２の条件を満たす確率を算出する第１の確率算出モジュールと、要因統計データベースから読み出した統計データに基づいて複数のリスク要因間の相関を算出する相関算出部モジュールと、複数のリスク要因の一部が第１の条件を満たした場合に顧客に払うべき補償金額と、残りのリスク要因が第２の条件を満たした場合に顧客から受け取るべき受取金額との比率を、確率算出部による確率及び相関算出部による相関を用いて算出する比率算出モジュールと、を備えることを特徴とする記録媒体を提供する。
【００１２】
本発明の第６の形態は、顧客の収益に影響を与える複数のリスク要因又は金融商品の価格変動に起因した収益変動に対する補償を算出するプログラムを格納した記録媒体であって、プログラムは、リスク要因の統計データを格納する要因統計データベースを用いて、リスク要因毎に予め定められた第１又は第２の条件を満たす確率を算出するとともに、金融商品の価格変動の統計データを格納する金融統計データベースを用いて、金融商品の価格が予め定められた第１又は第２の価格条件を満たす確率を算出する第１の確率算出モジュールと、金融統計データベース及び要因統計データベースを用いて金融商品の価格とリスク要因の相関を調べる相関算出モジュールと、リスク要因及び金融商品の価格の一方が第１の条件又は価格条件を満たした場合に顧客に払うべき補償金額と、リスク要因及び金融商品の価格の他方が第２の条件又は価格条件を満たした場合に顧客から受け取るべき受取金額との比率を、第１の確率算出部による確率及び相関算出部による相関を用いて算出する比率算出モジュールと、を備えることを特徴とする記録媒体を提供する。
【００１３】
なお上記の発明の概要は、本発明の必要な特徴の全てを列挙したものではなく、これらの特徴群のサブコンビネーションも又発明となりうる。
【００１４】
【発明の実施の形態】
以下、発明の実施の形態を通じて本発明を説明するが、以下の実施形態はクレームにかかる発明を限定するものではなく、又実施形態の中で説明されている特徴の組み合わせの全てが発明の解決手段に必須であるとは限らない。
【００１５】
図１は、本発明の一実施例である補償契約支援システム２００の構成の一例を示す。補償契約支援システム２００は、保険会社等の契約主体が管理するシステムである。補償契約支援システム２００は、データベースとして要因統計データベース２２０、金融統計データベース２４０、及び実績データベース２６０を備え、機能部として第１の確率算出部３２０、第２の確率算出部３４０、相関算出部３６０、リスク算出部３８０、比率算出部４００、金額取得部４２０、金額算出部４４０、及び通知部４６０を備える。補償契約支援システム２００は、企業等の顧客の収益に影響を与えるリスク要因或いは金融商品である第１要因が第１の条件を満たしたときの収益リスクに対して補償金を支払う契約と、該顧客が有する他のリスク要因或いは金融商品である第２要因が第２の条件を満たしたときに顧客から受取金銭を受け取る契約とを同時に締結することで、少ないキャッシュフローで収益リスクを効率的に減らすことを支援するシステムである。
ここで、契約の対象となる第１及び第２要因はそれぞれ単数でも複数でもよく、これら要因の少なくとも１つは、金融商品以外のリスク要因である。また、上記した第１及び第２の条件は、ある値以上若しくは以下といったしきい値指定でもよい。しきい値としては、損益分岐点が多用される。上記した第１及び第２の条件がしきい値指定の場合、補償金額及び受取金額は、リスク要因のしきい値超過量に比例する契約としてもよい。
また、要因統計データベース２２０、金融統計データベース２４０、実績データベース２６０は日々追加・更新されている。
【００１６】
要因統計データベース２２０は、顧客のリスク要因となりうる項目の統計データを格納する。
要因統計データベース２２０に格納されるリスク要因としては、例えば夏の平均気温や年間降水量、積雪量等の天候に関する要因、地震や台風等の自然災害に関する要因、ＧＤＰや失業率等の経済指標に関する要因、上場企業倒産件数や自己破産認定件数等の信用リスクに関する要因等があるが、これらに限定されない。
図２は、要因統計データベース２２０の一例を示す。本例において、要因統計データベース２２０は、リスク要因のカテゴリ毎にテーブルを有する。各テーブルは年月日とリスク要因の実値とを対応させたヒストリカルデータを格納する。また、天候等の地域依存があるリスク要因に関しては、更に地域毎のテーブルを有する。
その他、要因統計データベース２２０に格納される統計データは、リスク要因がある値となった回数を示すデータをリスク要因の値に対応付けて格納してもよく、リスク要因がある値になる確率データでもよい。
【００１７】
金融統計データベース２４０は、円ドルレート等の為替や金利、日経平均等の証券相場等の金融に関するリスク要因の統計データを格納する。
図３は金融統計データベース２４０の一例を示す。本例において、金融統計データベース２４０は金融に関するリスク要因毎にテーブルを有する。各テーブルは、各リスク要因のヒストリカルデータを格納する。
【００１８】
実績データベース２６０は、補償契約支援システム２００を介して成立した補償契約の実績を格納する。
図４は、実績データベース２６０の一例を示す。本例において、実績データベース２６０は契約番号フィールド、顧客名フィールド、要因フィールド、条件フィールドを有する。契約番号フィールドは各契約固有の契約番号を格納する。顧客名フィールドは各契約の主体となる顧客名を格納する。要因フィールドは契約の対象となるリスク要因或いは金融商品すなわち第１および第２要因を特定する情報を格納する。条件フィールドは、各契約における他の条件を格納する。他の条件の具体例としては、上記した第１及び第２の条件、補償金額、及び受取金額等がある。
【００１９】
図１に戻り、第１の確率算出部３２０は、第１要因が第１の条件を満たす確率と、第２要因が第２の要件を満たす確率を、要因統計データベース２２０を用いてそれぞれ算出し、比率算出部４００に出力する。
【００２０】
第２の確率算出部３４０は、第１要因の第１の条件と、第２要因の第２の条件とが同時に満たされる確率を、要因統計データベース２２０を用いて算出し、比率算出部４００に出力する。ここで、第１及び第２要因の少なくとも一方が複数ある場合、第２の確率算出部３４０は各組合わせについて上記した確率をそれぞれ算出する。
【００２１】
相関算出部３６０は、要因統計データベース２２０を用いて第１及び第２要因間の相関を調べ、これらの相関を示す相関情報を比率算出部４００に出力する。ここで、第１及び第２要因が計３つ以上ある場合は、これらの全ての組合せについて相関を調べる。
【００２２】
リスク算出部３８０は、実績データベース２６０に格納されている契約実績を用いて、補償契約支援システム２００が抱える支払金額リスクすなわち補償契約支援システム２００を介して行われた契約によって契約主体に発生する支払金額リスクを算出し、比率算出部４００及び通知部４６０に出力する。リスク算出部３８０によって算出される支払金額リスクは、より詳細には出力先による。例えば通知部４６０に出力される支払金額リスクは、現在の各リスク要因の値において、補償契約支援システム２００を介して行われた契約に基づいて契約主体が支払うべき補償金額或いは受け取るべき受取金額の各契約毎の値、およびこれら補償金額および受取金額の総額である。また、比率算出部４００に出力される支払金額リスクは、第１リスク要因が第１の条件を満たした場合及び第２要因が第２の条件を満たした場合において、補償契約支援システム２００を介して行われた契約に基づいて契約主体が支払うべき補償金額の総計、或いは契約主体が受け取るべき受取金額の総計である。
また、リスク算出部３８０は、新たな契約を結ぶ場合に当該契約条件において補償契約支援システム２００が抱える支払金額リスクを算出して比率算出部４００及び通知部４６０に出力する。
通知部４６０に出力される支払金額リスクを確認することで、契約主体は補償契約支援システム２００を介して行われた契約により自己が現在抱えるリスクを認識できる。
【００２３】
比率算出部４００は、第１の確率算出部３２０による確率、第２の確率算出部３４０による確率、相関算出部３６０による相関、及びリスク算出部３８０による支払金額リスクを用いて、第１要因が第１の条件を満たした場合に顧客に支払うべき補償金額の、第２要因が第２の条件を満たした場合に顧客から受け取るべき受取金額に対する比率を算出する。
具体的には、比率算出部４００は、第１の確率算出部３２０による確率が高い場合には、補償金を支払う確率が高くなるため、比率を低くする。逆に第１の確率算出部３２０による確率が低い場合は、補償金を支払う確率は低いため、比率算出部４００は比率を高くする。
また、比率算出部４００は、第２の確率算出部３４０による確率が高い場合には、契約主体が企業等に補償金を支払う場合には、同時に企業等が契約主体に受取金を支払う確率が高くなるため、比率を高くする。逆に第２の確率算出部３４０による確率が低い場合は契約主体が受取金を受け取ることなく企業等に補償金を支払う確率が高くなるため、比率算出部４００は比率を低くする。
【００２４】
さらに、比率算出部４００は、相関算出部３６０による相関及びリスク算出部３８０による支払金額リスクによって比率を修正する。
具体的には、比率算出部４００は、相関算出部３６０による相関が高い場合、すなわち企業収益に対して同時に同一方向の影響を与える確率が高い場合には、契約主体が受取金を受け取ることなく企業等に補償金を支払う確率が高くなるため、比率を低くする。逆に、相関算出部３６０による相関が高い場合、すなわち企業収益に対して同時に逆方向の影響を与える確率が高い場合には、契約主体が企業等に補償金を支払う場合には、同時に企業等が契約主体に受取金を支払う確率が高くなるため、比率算出部４００は比率を高くする。
また、比率算出部４００は、例えば、リスク算出部３８０による支払金額リスクが高い場合、すなわち当該補償契約支援システム２００が与えた補償に起因して、契約条件にて有する支払金額リスクが高い場合には比率を低くし、支払金額リスクが低い場合には比率を高くする。
【００２５】
すなわち、比率算出部４００は、第２の確率算出部３４０による確率、相関算出部３６０による相関、及びリスク算出部３８０による支払金額リスクを用いることで、より高精度の比率を算出する。
【００２６】
金額取得部４２０は、第１要因が第１の条件を満たしたときに顧客が希望する補償金額と、第２要因が第２の条件を満たしたときに顧客が希望する受取金額と、補償金額によるリスクと受取金額によるリスクとの差を埋めるために顧客から予め受け取るべきあるいは顧客に予め支払う金額である予決算金額のうち、いずれか２つを外部から取得する。具体的には、金銭取得部４２０はキーボードなどの入力装置を介して顧客が希望する補償金額及び受取金額、予決算金額を取得する。
【００２７】
金額算出部４４０は、比率算出部４００が算出した比率と、金額取得部４２０が取得した補償金額、受取金額、及び予決算金額のうちの２つを用いて、残りの一つを算出し、通知部４６０に出力する。具体例として、金額取得部４２０が補償金額及び受取金額を取得した場合を考える。この場合、金額算出部４４０は比率を用いて補償金額を受取金額相当額に返還し、変換後の受取金額相当額と取得した受取金額から予決算金額を算出する。
【００２８】
通知部４６０は、リスク算出部３８０が算出したリスク、及び金額算出部４４０が算出した補償金額又は受取金額又は予決算金額を外部に通知する。例えば、通知部４６０はプリンターや表示装置等にリスクや補償金額等を出力したり、或いは電子メールで直接顧客の端末に補償金額等を出力することで、顧客や契約主体に補償金額等を通知する。
【００２９】
図５は、補償契約支援システム２００のハードウエア構成図の一例を示す。本例において、補償契約支援システム２００は、ＣＰＵ（central processing unit）６０２、ＲＯＭ（read only memory）６０４、ＲＡＭ(random access memory)６０６、ディスプレイ６０８、プリンター６１０、入力装置６１２、ハードディスク装置６１４、ＦＤ（floppy disk）ドライブ６１６、及びＣＤ−ＲＯＭ（compact disk ROM）ドライブ６１８を有する。
【００３０】
ＣＰＵ６０２は、ＲＡＭ６０６及びＲＯＭ６０４に格納されたプログラムに基づいて処理を行う。ディスプレイ６０８は、各種情報を表示する。プリンター６１０は各種情報を印刷する。入力装置６１２は、補償契約支援システム２００に対する設定等を入力する。ＦＤドライブ６１６は、フロッピーディスク６２０からデータ又はプログラムを読み取ってＣＰＵ６０２に渡す。ＣＤ−ＲＯＭドライブ６１８は、ＣＤ−ＲＯＭ６２２からデータ又はプログラムを読み取ってＣＰＵ６０２に渡す。ハードディスク６１８は、ＦＤドライブ６１６又はＣＤ−ＲＯＭドライブ６１８によって読み出されたデータ又はプログラムや、ＣＰＵ６０２がプログラムを実行することにより作成されたデータを記憶するとともに、記憶したデータ又はプログラムを読み取ってＣＰＵ６０２に渡す。
【００３１】
本例では、上述した補償契約支援システム２００の各機能部を実現するプログラムを有するＣＤ−ＲＯＭ６２２から、当該プログラムを読み出してハードディスク６１８にインストールさせておき、ハードディスク６１８から当該プログラムを読出してＣＰＵ６０２が実行することにより、上記補償契約支援システム２００の機能部を実現する。
前記したプログラムは、より具体的には、第１の確率算出部３２０を実現する第１の確率算出モジュール、第２の確率算出部３４０を実現する第２の確率算出モジュール、相関算出部３６０を実現する相関算出モジュール、リスク算出部３８０を実現するリスク算出モジュール、比率算出部４００を実現する比率算出モジュール、金額取得部４２０を実現する金額取得モジュール、金額算出部４４０を実現する金額算出モジュール、及び通知部４６０を実現する通知モジュールを有する。また、前記したプログラムは、ＣＤ−ＲＯＭ６２２ではなくフロッピーディスク６２０や、ＭＯやＭＤなど他の記録媒体に格納されてもよい。
【００３２】
図６は、補償契約支援システム２００の動作の一例を示す。本例は、補償契約支援システム２００を用いて補償契約を支援する動作を示す。
まず、顧客が希望する契約条件を取得する（Ｓ１２０）。契約条件には契約対象となるリスク要因或いは金融商品、顧客が希望する補償金額と受取金額と予決算金額のうちの２つ、そして第１及び第２の条件が含まれる。
そして、補償契約支援システム２００は契約対象となるリスク要因或いは金融商品を第１要因及び第２要因として認識し（Ｓ１４０）、第１及び第２要因に関する統計データを要因統計データベース２２０又は金融商品統計データベース２４０から抽出する（Ｓ１６０）。そして、相関算出部３６０を用いて第１要因及び第２要因を構成するリスク要因或いは金融商品間の相関を算出し（Ｓ１８０）、第１の確率算出部３２０を用いて第１要因が第１の条件を満たす確率及び第２要因が第２の条件を満たす確率を算出し（Ｓ２００）、第２の確率算出部３４０が第１要因における第１の条件と第２要因における第２の条件が同時に満たされる確率を算出し（Ｓ２２０）、取得した補償金額、受取金額、予納金額のうちの２つを認識する（Ｓ２４０）。そして、リスク算出部３８０を用いて、第１の条件又は第２の条件が満たされた場合に補償契約支援システム２００が有する支払金額リスクを算出する（Ｓ２６０）。Ｓ１８０〜Ｓ２６０の動作の順序は例示に限定されず、任意である。そして、補償金額、受取金額、予決算金額の残りの一つを算出する（Ｓ２８０）。そして、算出した補償金額或いは受取金額或いは予決算金額を通知部４６０を用いて通知する（Ｓ３００）。そして契約が締結された場合（Ｓ３２０）は補償金額、受取金額、予決算金額等の契約データを契約番号に対応付けて実績データベース２６０に格納し（Ｓ３４０）、動作を終了する。
【００３３】
上述した補償契約支援システム２００を介した契約では、契約時におけるキャッシュフローは予決算金額のみである。従って、補償契約支援システム２００を用いることで、契約主体及び顧客は、金融以外のカテゴリに属するリスク要因に起因する収益リスクを少ないキャッシュフローで効率的に減らす契約を、簡単に締結することができる。
【００３４】
以上、本発明を実施の形態を用いて説明したが、本発明の技術的範囲は上記実施の形態に記載の範囲には限定されない。上記実施の形態に、多様な変更又は改良を加えることができる。その様な変更又は改良を加えた形態も本発明の技術的範囲に含まれ得ることが、特許請求の範囲の記載から明らかである。
【００３５】
【発明の効果】
上記説明から明らかなように、本発明によれば、金融以外のカテゴリに属するリスク要因に起因する収益リスクを少ないキャッシュフローで効率的に減らす契約を支援することで収益リスクを減らすことができる補償契約支援システム、補償契約支援方法、および記録媒体を提供できる。
【図面の簡単な説明】
【図１】本発明の一実施例である補償契約支援システム２００の構成の一例を示す。
【図２】要因統計データベース２２０の一例を示す。
【図３】金融統計データベース２４０の一例を示す。
【図４】実績データベース２６０の一例を示す。
【図５】補償契約支援システム２００のハードウエア構成図の一例を示す。
【図６】補償契約支援システム２００の動作の一例を示す。
【符号の説明】
２００補償契約支援システム
２２０要因統計データベース
２４０金融統計データベース
２６０実績データベース
３２０第１の確率算出部
３４０第２の確率算出部
３６０相関算出部
３８０リスク算出部
４００比率算出部
４２０金額取得部
４４０金額算出部
４６０通知部[0001]
BACKGROUND OF THE INVENTION
The present invention relates to a compensation contract support system, a compensation contract support method, and a program. In particular, the present invention relates to a compensation contract support system, a compensation contract support method, and a program that make it possible to more effectively and easily reduce the revenue risk of customers.
[0002]
[Prior art]
Companies and individual business owners (hereinafter referred to as companies, etc.) have various risk factors that affect earnings. This profit risk varies depending on the business form of the company. For example, for companies that import and export, exchange rates are a risk factor that gives earnings risk. In addition, weather such as temperature and precipitation may be a risk factor. Furthermore, natural disasters such as earthquakes and typhoons, economic indicators such as GDP and unemployment, credit risks such as the number of listed company bankruptcies and the number of self-bankruptcies may be risk factors.
[0003]
[Problems to be solved by the invention]
For example, risk factors belonging to the same category of finance, such as interest rate and currency exchange, can effectively reduce the profit risk with less cash flow by performing so-called derivative transactions.
However, it has been difficult to efficiently reduce the revenue risk due to risk factors belonging to other categories with less cash flow.
[0004]
Therefore, an object of the present invention is to provide a compensation contract support system, a compensation contract support method, and a recording medium that can solve the above-described problems. This object is achieved by a combination of features described in the independent claims. The dependent claims define further advantageous specific examples of the present invention.
[0005]
[Means for Solving the Problems]
In other words, a first aspect of the present invention is a compensation contract support system that provides compensation for revenue risk caused by a plurality of risk factors that affect customer revenue, and that stores statistical data of a plurality of risk factors A statistical database; and a first probability calculation unit that calculates a probability that the risk condition remains in a first condition that is predetermined for a part of the risk factor and a second condition that satisfies the second condition. A correlation calculation unit for calculating a correlation between a plurality of risk factors based on statistical data read from the factor statistical database, and a compensation amount to be paid to the customer when a part of the risk factors satisfies the first condition, Using the probability by the first probability calculation unit and the correlation by the correlation calculation unit, the ratio to the amount received from the customer when the remaining risk factors satisfy the second condition A ratio calculation unit for output, provides a compensation contract supporting system comprising: a.
[0006]
In the above-described compensation contract support system, a second probability calculation unit that calculates a probability that the first condition that is a basis for calculating the compensation amount and the second condition that is a basis for calculating the received amount are simultaneously satisfied. The ratio calculation unit may further calculate the ratio by further using the probability from the second probability calculation unit.
Any of the compensation amount desired by the customer, the amount received, and the pre-settlement amount that should be received in advance from the customer or paid in advance to the customer in order to bridge the difference between the risk due to the compensation amount and the risk due to the amount received Compensation amount, receipt amount, and preliminary settlement using the amount acquisition part that acquires two, compensation amount, receipt amount, and preliminary settlement amount acquired by the amount acquisition unit and the ratio by the ratio calculation unit A money amount calculation unit that calculates the remaining one of the money amounts.
Using the results database that stores data related to compensation given by the compensation contract support system, and the current values of the results database and risk factors, the risk of payment amount currently held by the contract concluded through the compensation contract support system is calculated. A risk calculating unit.
Using the results database that stores data related to compensation given by the compensation contract support system, the results database and the first or second condition of the risk factor, the compensation amount risk that the compensation contract support system has in the contract conditions is calculated. The ratio calculation unit may further use the payment amount risk when calculating the ratio.
[0007]
A second aspect of the present invention is a compensation contract support system that provides compensation for a plurality of risk factors affecting a customer's profits or a profit risk caused by price fluctuations of financial products, and stores risk factor statistical data Factor statistical database, a financial statistical database storing statistical data on price fluctuations of financial products, a probability that risk factors satisfy a predetermined first or second condition, and a price of the financial product A first probability calculation unit that calculates a probability that satisfies the defined first or second condition, a correlation calculation unit that examines the correlation between the price of the financial product and the risk factor using the financial statistical database and the factor statistical database; The compensation amount to be paid to the customer when one of the risk factor and the price of the financial instrument satisfies the first condition, the risk factor and the price of the financial instrument A ratio calculating unit that calculates a ratio with a received amount to be received from the customer when the second condition is satisfied using the probability by the first probability calculating unit and the correlation by the correlation calculating unit. A compensation contract support system is provided.
[0008]
In the compensation contract support system, a second probability calculation unit that calculates a probability that a first condition that is a basis for calculating a compensation amount and a second condition that is a basis for calculating a received amount are simultaneously satisfied. In addition, the ratio calculation unit may further calculate the ratio using the probability by the second probability calculation unit.
Amount acquisition unit that acquires any two of the compensation amount desired by the customer, the receipt amount, and the preliminary settlement amount that is the amount to be received in advance from the customer in order to bridge the difference between the compensation amount and the receipt amount, and the amount acquisition Amount to calculate the remaining one of compensation amount, receipt amount and pre-settlement amount using any two of compensation amount, receipt amount and pre-settlement amount obtained by department and ratio by ratio calculation unit And a calculation unit.
A performance database that stores data relating to compensation given by the compensation contract support system, and a risk calculation unit that calculates the payment amount risk that the compensation contract support system currently has using the performance database and current values of risk factors; You may prepare.
Using the results database that stores data related to compensation given by the compensation contract support system, the results database and the first or second condition of the risk factor, the compensation amount risk that the compensation contract support system has in the contract conditions is calculated. The ratio calculation unit may further use the payment amount risk when calculating the ratio.
[0009]
A third aspect of the present invention is a compensation contract support method for compensating for fluctuations in revenue caused by a plurality of risk factors affecting customer revenue, managing statistical data of a plurality of risk factors, For each risk factor, a probability that satisfies the first or second condition that is predetermined for each risk factor is calculated, and a correlation between the plurality of risk factors is calculated based on the statistical data. The ratio between the compensation amount to be paid to the customer when the department satisfies the first condition and the received amount to be received from the customer when the remaining risk factors satisfy the second condition, Calculated by using the correlation by the correlation calculation unit, the compensation amount desired by the customer, the receipt amount, and the risk from the compensation amount and the risk due to the receipt amount are filled in by the customer in advance. Acquire any two of the pre-settlement amounts that are to be received or paid in advance to the customer, and use any two of the acquired compensation amount, receipt amount, and pre-settlement amount and the ratio by the ratio calculation unit And providing a compensation contract support method for calculating and outputting the remaining one of the compensation amount, the receipt amount, and the preliminary settlement amount.
[0010]
A fourth aspect of the present invention is a compensation contract support method for providing compensation for a plurality of risk factors that affect customer revenues or revenue risk caused by price fluctuations of financial products, the risk factor statistical data, and Manages statistical data on price fluctuations of financial products, calculates the probability of satisfying the first or second condition predetermined for each risk factor in the risk factor, and determines the price of the financial product in the price of the financial product. Calculates the probability of satisfying the first or second predetermined price condition, calculates the correlation between the price of the financial product and the risk factor using the financial statistical database and the factor statistical database, and calculates the risk factor and the price of the financial product. The compensation amount to be paid to the customer when one satisfies the first condition or price condition, and the other of the risk factor and the price of the financial instrument is the second condition or price condition. The ratio of the received amount to be received from the customer when the condition is satisfied is calculated using the probability by the first probability calculating unit and the correlation by the correlation calculating unit, and the compensation amount desired by the customer, the received amount, and the compensation In order to bridge the difference between the risk due to the amount of money and the risk due to the amount received, either two of the pre-settlement amounts that should be received in advance from the customer or paid in advance to the customer are acquired, and the acquired compensation amount and receipt Compensation characterized by calculating and outputting the remaining one of the compensation amount, the received amount, and the preliminary settlement amount using either two of the amount and the preliminary settlement amount and the ratio by the ratio calculation unit Provide contract support methods.
[0011]
According to a fifth aspect of the present invention, there is provided a recording medium storing a program for calculating compensation for fluctuations in revenue caused by a plurality of risk factors affecting a customer's profit, the program including statistical data of a plurality of risk factors. A first probability calculation module for calculating a probability satisfying a first or second condition predetermined for each risk factor in each of a plurality of risk factors using a factor statistical database for storing A correlation calculation module that calculates correlations between a plurality of risk factors based on statistical data read out from, a compensation amount to be paid to a customer when some of the plurality of risk factors satisfy the first condition, and the rest If the risk factor of the above satisfies the second condition, the ratio with the amount received from the customer is calculated by the probability by the probability calculator and the correlation calculator A ratio calculation module which calculates using the function, to provide a recording medium, characterized in that it comprises a.
[0012]
According to a sixth aspect of the present invention, there is provided a recording medium storing a program for calculating compensation for a plurality of risk factors affecting the profit of a customer or a profit fluctuation caused by a price fluctuation of a financial product. A financial statistic that stores the statistical data of price fluctuations of financial products while calculating the probability satisfying the first or second condition predetermined for each risk factor using a factor statistical database for storing factor statistical data A first probability calculation module for calculating a probability that a price of a financial product satisfies a predetermined first or second price condition using a database, and a price of the financial product using the financial statistical database and the factor statistical database The correlation calculation module that examines the correlation between the risk factor and the price of the financial product, and either the risk factor or the price of the financial product satisfies the first condition The first probability calculation unit calculates a ratio between the compensation amount to be paid to the customer in the case of the risk and the price received from the customer when the other of the risk factor and the price of the financial product satisfies the second condition or the price condition. And a ratio calculation module that calculates using the probability by the correlation and the correlation by the correlation calculation unit.
[0013]
The above summary of the invention does not enumerate all the necessary features of the present invention, and sub-combinations of these feature groups can also be the invention.
[0014]
DETAILED DESCRIPTION OF THE INVENTION
Hereinafter, the present invention will be described through embodiments of the invention. However, the following embodiments do not limit the claimed invention, and all combinations of features described in the embodiments are the solution of the invention. It is not always essential to the means.
[0015]
FIG. 1 shows an example of a configuration of a compensation contract support system 200 according to an embodiment of the present invention. The compensation contract support system 200 is a system managed by a contract entity such as an insurance company. The compensation contract support system 200 includes a factor statistical database 220, a financial statistical database 240, and a performance database 260 as databases, and a first probability calculation unit 320, a second probability calculation unit 340, a correlation calculation unit 360 as functional units. A risk calculation unit 380, a ratio calculation unit 400, an amount acquisition unit 420, an amount calculation unit 440, and a notification unit 460 are provided. The compensation contract support system 200 includes a contract for paying compensation money for a profit risk when a risk factor that affects the profit of a customer such as a company or a first factor that is a financial product satisfies a first condition; By entering into a contract to receive money from customers when the second factor, which is another risk factor or financial product that the customer has, satisfies the second condition, it is possible to efficiently reduce the revenue risk with less cash flow It is a system that supports the reduction.
Here, the first and second factors to be contracted may be singular or plural, and at least one of these factors is a risk factor other than the financial product. In addition, the first and second conditions described above may be specified as threshold values above or below a certain value. A break-even point is often used as the threshold. When the first and second conditions are specified as threshold values, the compensation amount and the received amount may be a contract proportional to the risk factor excess amount of the threshold.
Further, the factor statistical database 220, the financial statistical database 240, and the performance database 260 are added and updated every day.
[0016]
The factor statistical database 220 stores statistical data of items that can be risk factors for customers.
Risk factors stored in the factor statistical database 220 include, for example, summer-related average temperatures, annual precipitation, snow-related factors such as snowfall, natural disasters such as earthquakes and typhoons, and economic indicators such as GDP and unemployment. Factors related to credit risk, such as the number of listed company bankruptcies and the number of self-bankruptcy certifications, are not limited to these.
FIG. 2 shows an example of the factor statistical database 220. In this example, the factor statistical database 220 has a table for each risk factor category. Each table stores historical data in which the date and the risk factor are associated with each other. In addition, regarding risk factors that are region-dependent, such as weather, a table for each region is further provided.
In addition, the statistical data stored in the factor statistical database 220 may store data indicating the number of times the risk factor has a certain value in association with the value of the risk factor, and probability data that has a risk factor value. But you can.
[0017]
The financial statistics database 240 stores statistical data of financial risk factors such as exchange rates such as the yen-dollar rate, interest rates, and securities prices such as the Nikkei average.
FIG. 3 shows an example of the financial statistics database 240. In this example, the financial statistics database 240 has a table for each risk factor related to finance. Each table stores historical data of each risk factor.
[0018]
The performance database 260 stores the performance of the compensation contract established through the compensation contract support system 200.
FIG. 4 shows an example of the performance database 260. In this example, the performance database 260 has a contract number field, a customer name field, a factor field, and a condition field. The contract number field stores a contract number unique to each contract. The customer name field stores the customer name that is the subject of each contract. The factor field stores risk factors or financial products to be contracted, that is, information for specifying the first and second factors. The condition field stores other conditions in each contract. Specific examples of other conditions include the first and second conditions described above, the compensation amount, and the receipt amount.
[0019]
Returning to FIG. 1, the first probability calculation unit 320 uses the factor statistical database 220 to calculate the probability that the first factor satisfies the first condition and the probability that the second factor satisfies the second requirement, respectively. And output to the ratio calculation unit 400.
[0020]
The second probability calculation unit 340 calculates the probability that the first condition of the first factor and the second condition of the second factor are satisfied at the same time using the factor statistical database 220, and sends the ratio calculation unit 400 to the ratio calculation unit 400. Output. Here, when there is a plurality of at least one of the first and second factors, the second probability calculation unit 340 calculates the above-described probabilities for each combination.
[0021]
The correlation calculation unit 360 checks the correlation between the first and second factors using the factor statistical database 220, and outputs correlation information indicating these correlations to the ratio calculation unit 400. Here, when there are a total of three or more first and second factors, the correlation is examined for all of these combinations.
[0022]
The risk calculation unit 380 uses the contract record stored in the record database 260 to pay the payment amount risk possessed by the compensation contract support system 200, that is, the payment generated by the contract subject by the contract made through the compensation contract support system 200. The amount risk is calculated and output to the ratio calculation unit 400 and the notification unit 460. The payment amount risk calculated by the risk calculation unit 380 depends on the output destination in more detail. For example, the payment amount risk output to the notification unit 460 is the compensation amount to be paid or received by the contractor based on the contract made through the compensation contract support system 200 at the current value of each risk factor. These are the values for each contract, and the total amount of these compensations and receipts. The payment amount risk output to the ratio calculation unit 400 is determined via the compensation contract support system 200 when the first risk factor satisfies the first condition and when the second factor satisfies the second condition. The total amount of compensation payable by the contracting entity based on the contract made in this way, or the total amount of receipt received by the contracting entity.
In addition, when a new contract is made, the risk calculation unit 380 calculates a payment amount risk held by the compensation contract support system 200 under the contract conditions, and outputs it to the ratio calculation unit 400 and the notification unit 460.
By confirming the payment amount risk output to the notification unit 460, the contract entity can recognize the risk that the contract subject currently has by the contract made through the compensation contract support system 200.
[0023]
The ratio calculation unit 400 uses the probability by the first probability calculation unit 320, the probability by the second probability calculation unit 340, the correlation by the correlation calculation unit 360, and the payment amount risk by the risk calculation unit 380, and the first factor is A ratio of the compensation amount to be paid to the customer when the first condition is satisfied to the receipt amount to be received from the customer when the second factor satisfies the second condition is calculated.
Specifically, when the probability by the first probability calculation unit 320 is high, the ratio calculation unit 400 decreases the ratio because the probability of paying compensation increases. Conversely, when the probability by the first probability calculation unit 320 is low, the probability of paying compensation money is low, so the ratio calculation unit 400 increases the ratio.
In addition, when the probability by the second probability calculation unit 340 is high, the ratio calculation unit 400 has a probability that the company etc. pays the receipt to the contract entity at the same time when the contract entity pays the compensation to the company etc. Increase the ratio to increase. On the other hand, when the probability by the second probability calculation unit 340 is low, the probability that the contracting entity will pay the compensation to the company or the like without receiving the receipt increases, so the ratio calculation unit 400 decreases the ratio.
[0024]
Furthermore, the ratio calculation unit 400 corrects the ratio based on the correlation by the correlation calculation unit 360 and the payment amount risk by the risk calculation unit 380.
Specifically, when the correlation by the correlation calculation unit 360 is high, that is, when there is a high probability of simultaneously affecting the corporate profit in the same direction, the ratio calculating unit 400 does not receive the proceeds. Since the probability of paying compensation to companies will increase, the ratio will be lowered. On the contrary, when the correlation by the correlation calculation unit 360 is high, that is, when there is a high probability of simultaneously affecting the corporate profit in the opposite direction, when the contracting entity pays compensation to the enterprise, the enterprise etc. Therefore, the ratio calculation unit 400 increases the ratio.
Further, the ratio calculation unit 400, for example, when the payment amount risk by the risk calculation unit 380 is high, that is, when the payment amount risk held in the contract condition is high due to the compensation given by the compensation contract support system 200 Lowers the ratio and increases the ratio when the risk of payment is low.
[0025]
That is, the ratio calculation unit 400 calculates a higher accuracy ratio by using the probability by the second probability calculation unit 340, the correlation by the correlation calculation unit 360, and the payment amount risk by the risk calculation unit 380.
[0026]
The amount acquisition unit 420 includes a compensation amount desired by the customer when the first factor satisfies the first condition, a received amount desired by the customer when the second factor satisfies the second condition, and a compensation amount. In order to bridge the difference between the risk due to the amount received and the risk due to the amount received, any two of the preliminary settlement amounts that are to be received in advance from the customer or paid in advance to the customer are acquired from the outside. Specifically, the money acquisition unit 420 acquires a compensation amount, a receipt amount, and a preliminary settlement amount desired by the customer via an input device such as a keyboard.
[0027]
The amount calculation unit 440 calculates the remaining one using two of the ratio calculated by the ratio calculation unit 400 and the compensation amount, receipt amount, and preliminary settlement amount acquired by the amount acquisition unit 420, The data is output to the notification unit 460. As a specific example, let us consider a case where the amount acquisition unit 420 acquires a compensation amount and a received amount. In this case, the amount calculation unit 440 uses the ratio to return the compensation amount to the amount equivalent to the received amount, and calculates the preliminary settlement amount from the converted amount equivalent to the received amount and the acquired amount received.
[0028]
The notification unit 460 notifies the risk calculated by the risk calculation unit 380 and the compensation amount, the received amount, or the preliminary settlement amount calculated by the amount calculation unit 440 to the outside. For example, the notification unit 460 notifies the customer or contract entity of the compensation amount, etc. by outputting the risk, the compensation amount, etc. to the printer, the display device, etc., or by directly outputting the compensation amount, etc. to the customer's terminal by e-mail. To do.
[0029]
FIG. 5 shows an example of a hardware configuration diagram of the compensation contract support system 200. In this example, the compensation contract support system 200 includes a CPU (central processing unit) 602, a ROM (read only memory) 604, a RAM (random access memory) 606, a display 608, a printer 610, an input device 612, a hard disk device 614, and an FD. (Floppy disk) drive 616 and CD-ROM (compact disk ROM) drive 618.
[0030]
The CPU 602 performs processing based on programs stored in the RAM 606 and the ROM 604. The display 608 displays various information. The printer 610 prints various information. The input device 612 inputs settings for the compensation contract support system 200 and the like. The FD drive 616 reads data or a program from the floppy disk 620 and passes it to the CPU 602. The CD-ROM drive 618 reads data or a program from the CD-ROM 622 and passes it to the CPU 602. The hard disk 618 stores data or a program read by the FD drive 616 or the CD-ROM drive 618 and data created by the CPU 602 executing the program, and reads the stored data or program to the CPU 602. hand over.
[0031]
In this example, the program is read from the CD-ROM 622 having a program for realizing each functional unit of the above-described compensation contract support system 200 and installed in the hard disk 618, and the program is read from the hard disk 618 and executed by the CPU 602. By doing so, the functional part of the compensation contract support system 200 is realized.
More specifically, the program described above includes a first probability calculation module that realizes the first probability calculation unit 320, a second probability calculation module that realizes the second probability calculation unit 340, and a correlation calculation unit 360. A correlation calculation module for realizing, a risk calculation module for realizing the risk calculation unit 380, a ratio calculation module for realizing the ratio calculation unit 400, an amount acquisition module for realizing the amount acquisition unit 420, an amount calculation module for realizing the amount calculation unit 440, And a notification module for realizing the notification unit 460. Further, the above-described program may be stored not in the CD-ROM 622 but in another recording medium such as the floppy disk 620, MO, or MD.
[0032]
FIG. 6 shows an example of the operation of the compensation contract support system 200. This example shows an operation for supporting a compensation contract using the compensation contract support system 200.
First, the contract conditions desired by the customer are acquired (S120). The contract conditions include risk factors or financial products to be contracted, two of the compensation amount, the received amount and the preliminary settlement amount desired by the customer, and the first and second conditions.
Then, the compensation contract support system 200 recognizes the risk factor or financial product to be contracted as the first factor and the second factor (S140), and statistical data regarding the first and second factors is stored in the factor statistical database 220 or the financial product statistics. Extracted from the database 240 (S160). Then, the correlation calculation unit 360 is used to calculate the correlation between the risk factors or the financial products constituting the first factor and the second factor (S180), and the first probability calculation unit 320 is used to calculate the first factor as the first factor. The probability that satisfies the above condition and the probability that the second factor satisfies the second condition are calculated (S200), and the second probability calculating unit 340 determines whether the first condition in the first factor and the second condition in the second factor are The probability of being satisfied at the same time is calculated (S220), and two of the acquired compensation amount, received amount, and advance payment amount are recognized (S240). Then, using the risk calculation unit 380, the payment amount risk of the compensation contract support system 200 when the first condition or the second condition is satisfied is calculated (S260). The order of operations in S180 to S260 is not limited to the example, and is arbitrary. Then, the remaining one of the compensation amount, the received amount, and the preliminary settlement amount is calculated (S280). Then, the calculated compensation amount, received amount, or preliminary settlement amount is notified using the notification unit 460 (S300). When the contract is concluded (S320), the contract data such as the compensation amount, the received amount, and the preliminary settlement amount are stored in the result database 260 in association with the contract number (S340), and the operation is terminated.
[0033]
In the contract through the compensation contract support system 200 described above, the cash flow at the time of contract is only the preliminary settlement amount. Therefore, by using the compensation contract support system 200, the contracting entity and the customer can easily conclude a contract that efficiently reduces the profit risk caused by risk factors belonging to categories other than finance with less cash flow. .
[0034]
As mentioned above, although this invention was demonstrated using embodiment, the technical scope of this invention is not limited to the range as described in the said embodiment. Various changes or improvements can be added to the above embodiment. It is apparent from the description of the scope of claims that embodiments with such changes or improvements can be included in the technical scope of the present invention.
[0035]
【The invention's effect】
As is apparent from the above description, according to the present invention, compensation that can reduce revenue risk by supporting contracts that efficiently reduce revenue risk due to risk factors belonging to categories other than finance with less cash flow. A contract support system, a compensation contract support method, and a recording medium can be provided.
[Brief description of the drawings]
FIG. 1 shows an example of a configuration of a compensation contract support system 200 according to an embodiment of the present invention.
FIG. 2 shows an example of a factor statistical database 220;
3 shows an example of a financial statistics database 240. FIG.
4 shows an example of a performance database 260. FIG.
5 shows an example of a hardware configuration diagram of a compensation contract support system 200. FIG.
FIG. 6 shows an example of the operation of the compensation contract support system 200.
[Explanation of symbols]
200 Compensation Contract Support System
220 Factor Statistics Database
240 Financial Statistics Database
260 Achievement database
320 First probability calculation unit
340 Second probability calculation unit
360 Correlation calculator
380 Risk Calculation Department
400 Ratio calculator
420 Amount Acquisition Department
440 Amount calculation part
460 Notification unit

Claims

Compensation that includes a payment contract that pays the customer a compensation amount when the first condition is satisfied for the first risk factor and a receiving contract that receives the amount received from the customer when the second condition is satisfied for the second risk factor A compensation contract support system that supports calculation of a ratio of the compensation amount to the received amount when a contract is concluded,
A record of storing contract results in compensation contracts that have been concluded in the past by associating the first risk factor, the first condition and the compensation amount, and the second risk factor, the second condition, and the amount received. A database,
A risk calculating unit that calculates a payment amount risk including a total amount of the compensation amount paid to a customer, using the contract record read from the record database;
A table of historical data in which actual values obtained by quantifying the first risk factor and the second risk factor are obtained from the outside and associated with the date is individually displayed for each of the first risk factor and the second risk factor. A factor statistical database to store in
A first probability calculation unit that individually calculates a probability that the first condition is satisfied and a probability that the second condition is satisfied using the historical data read from the factor statistical database;
A correlation calculation unit that calculates a correlation between the first risk factor and the second risk factor using the historical data read from the factor statistical database;
A ratio calculation that calculates a ratio of the compensation amount to the received amount using the probability calculated by the first probability calculation unit, the payment amount risk calculated by the risk calculation unit, and the correlation calculated by the correlation calculation unit A compensation contract support system.

A second probability calculating unit for calculating a probability that the first condition and the second condition are simultaneously satisfied;
The compensation contract support system according to claim 1, wherein the ratio calculation unit calculates the ratio by further using the probability calculated by the second probability calculation unit.

A pre-settlement amount settled in advance with a customer, and an amount acquisition unit for acquiring two of the compensation amount and the received amount from the outside;
The amount calculation part which determines the remaining one of the said preliminary settlement amount, the said compensation amount, and the said received amount in order to bridge the difference of the receipt risk which receives the said received amount, and the said amount of payment risk, The further comprising: The compensation contract support system described in 1.

The compensation contract support system according to claim 3, further comprising a notification unit that displays the remaining one calculated using two of the compensation amount, the received amount, and the preliminary settlement amount.

5. The compensation contract support system according to claim 3, further comprising a notification unit that notifies the risk calculated by the risk calculation unit and the compensation amount, the received amount, or the preliminary settlement amount calculated by the amount calculation unit.

The compensation contract support system according to any one of claims 1 to 5, wherein the first risk factor includes a price fluctuation of a financial product.

The at least one of the first condition and the second condition is that the first risk factor or the second risk factor exceeds a break-even point designated as a threshold value. The compensation contract support system according to any one of the above.

The compensation contract support system according to any one of claims 1 to 7, wherein at least one of the first risk factor and the second risk factor includes a plurality of risk factors.

The ratio calculating unit lowers the ratio of the compensation amount with respect to the received amount when the probability by the first probability calculating unit is higher, and the payment and receipt of the compensation amount when the correlation by the correlation calculating unit is higher. 9. The ratio is calculated to be higher when receipt of money affects the same direction, and lower when payment of compensation amount and receipt of receipt are affected in opposite directions. The compensation contract support system according to any one of the above.

Compensation that includes a payment contract that pays the customer a compensation amount when the first condition is satisfied for the first risk factor and a receiving contract that receives the amount received from the customer when the second condition is satisfied for the second risk factor A compensation contract support method for supporting calculation of a ratio of the compensation amount to the received amount when a contract is concluded,
A record of storing contract results of compensation contracts concluded in the past by associating the first risk factor, the first condition and the compensation amount, and the second risk factor, the second condition and the received amount, respectively. Database storage phase;
A payment amount risk calculating step of calculating a payment amount risk including a total amount of the compensation amount paid to a customer using the contract result read from the results database;
A table of historical data in which actual values obtained by quantifying the first risk factor and the second risk factor are obtained from the outside and associated with the date is individually displayed for each of the first risk factor and the second risk factor. The factor statistical database storage stage to be stored in
A first probability calculating step of individually calculating a probability that the first condition is satisfied and a probability that the second condition is satisfied using the historical data read from the factor statistical database;
A correlation calculation step of calculating a correlation between the first risk factor and the second risk factor using the historical data read from the factor statistical database;
Ratio calculation for calculating a ratio of the compensation amount to the received amount using the probability calculated in the first probability calculation step, the payment amount risk calculated in the risk calculation step, and the correlation calculated in the correlation calculation step A compensation contract support method comprising:

Compensation that includes a payment contract that pays the customer a compensation amount when the first condition is satisfied for the first risk factor and a receiving contract that receives the amount received from the customer when the second condition is satisfied for the second risk factor A compensation contract support program for supporting calculation of a ratio of the compensation amount to the received amount when a contract is concluded,
A record of storing contract results of compensation contracts concluded in the past by associating the first risk factor, the first condition and the compensation amount, and the second risk factor, the second condition and the received amount, respectively. A database storage step;
A payment amount risk calculating step of calculating a payment amount risk including a total amount of the compensation amount paid to the customer using the contract result read from the result database;
A table of historical data in which actual values obtained by quantifying the first risk factor and the second risk factor are obtained from the outside and associated with the date is individually displayed for each of the first risk factor and the second risk factor. A factor statistical database storage step to store in
A first probability calculating step for individually calculating a probability that the first condition is satisfied and a probability that the second condition is satisfied using the historical data read from the factor statistical database;
A correlation calculating step of calculating a correlation between the first risk factor and the second risk factor using the historical data read from the factor statistical database;
Ratio calculation for calculating a ratio of the compensation amount to the received amount using the probability calculated in the first probability calculation step, the payment amount risk calculated in the risk calculation step, and the correlation calculated in the correlation calculation step A compensation contract support program for causing a processing device to execute steps.