JP5007155B2 - Collateral management system and method, and program - Google Patents

Description

  The present invention relates to a collateral management system, a method thereof, and a program comprising a computer for executing processing for managing a customer's financial products provided for collateral, for example, using financial products such as securities held by customers as collateral. It can be used when a customer makes a loan and makes a margin transaction.

  2. Description of the Related Art Conventionally, a security collateral loan service in which a customer borrows using securities deposited in a securities company as collateral has been provided (see Non-Patent Documents 1 and 2). As a system for realizing such a securities-collateralized loan service, a securities-collateralized loan processing system that realizes processing related to a securities-collateralized loan by computer processing using a network has been proposed (see Patent Document 1). In addition, a brokerage service is also provided by a brokerage firm for customers to perform credit transactions using securities deposited in the brokerage firm as collateral.

JP 2004-151900 A SBI E-trade Securities Co., Ltd., “Comstock Loan E * Trade”, [online], SBI E-trade Securities website, [Search May 14, 2007], Internet <URL: https: // newtrading. etrade.ne.jp/ETGate/WPLETmgR001Control?getFlg=on&burl=search_home&cat1=home&cat2=service&dir=service&file=home_stloan.html> Nikko Cordial Securities Co., Ltd., “Easy Comstock Loan”, [online], Nikko Cordial Securities homepage, [Search May 14, 2007], Internet <URL: http://www.nikko.co.jp/ eztrade / service / comstock / index.html>

  However, in the loan service and the margin transaction service secured by securities as described above, only one of the services is currently provided to one customer. It was inconvenient for customers. Therefore, it is possible to improve the customer satisfaction by providing both a loan service and a margin transaction service for one customer, and to maintain both the loan maintenance ratio and the margin transaction maintenance ratio. A system that can maintain an appropriate value is desired.

  It is an object of the present invention to improve customer satisfaction by providing both loan service and credit transaction service while maintaining both the loan maintenance rate and the margin transaction maintenance rate at appropriate values. A collateral management system that can be used, a method thereof, and a program are provided.

  The present invention is a collateral management system comprising a computer that executes a process for managing a customer's financial product to be collateralized, and a loan amount storage means for storing a loan amount to a customer in association with customer identification information; , Credit margin position amount storage means for storing the margin amount of the customer's margin transaction in association with the customer identification information, whether the customer's possession quantity of each financial product and whether to provide collateral for the loan for each of these financial products Or the collateral information storage means that stores the collateral classification indicating whether to be used for collateral for margin trading in association with the customer identification information, and the process of acquiring the market price information of each financial product from the market price information providing system The collateral for the loan from the collateral information storage means by referring to the collateral classification stored in the collateral information storage means with the market price information acquisition processing means and the customer identification information as a key The amount of each financial product held by the customer is extracted, and the loaned collateral is provided using the extracted holding amount of each financial product and the market price information of each financial product acquired by the market price information acquisition processing means. The total amount of collateral evaluation for each financial product of the customer is calculated, using the customer identification information as a key, the customer loan amount stored in the loan amount storage means is extracted, and the extracted loan amount of the customer is By dividing by the total collateral evaluation value of each customer's financial products provided for collateral for loans, the customer's loan maintenance rate is calculated and stored in the collateral information storage means using the customer identification information as a key By referring to the collateral classification, the amount of each financial product held by the customer as collateral for margin transactions is extracted from the collateral information storage means, and the extracted quantity and the market value information acquisition processing means of each financial product are acquired. For each financial product Using the price information, the total amount of collateral evaluation value of each customer's financial product collateralized for margin transactions is calculated, and the customer stored in the margin transaction amount storage means using the customer identification information as a key The margin transaction of the customer is extracted by dividing the total value of the collateral evaluation value of each customer's financial products used as collateral for margin transactions by the extracted margin amount of the customer's margin transaction. A maintenance ratio calculation processing means for executing a process for calculating a maintenance ratio, and whether or not the loan maintenance ratio calculated by the maintenance ratio calculation processing means is greater than or equal to a predetermined loan maintenance ratio threshold value. And a maintenance rate improper judgment processing means for executing a process of judging whether or not the margin transaction maintenance rate calculated by the maintenance rate calculation processing means is equal to or less than a predetermined threshold value for the margin transaction maintenance rate; Keep this At least when the loan retention rate is determined to be greater than or equal to the threshold for loan retention rate by the rate improper judgment processing means, or when the margin transaction retention rate is determined to be less than or less than the threshold for margin transaction retention rate For the collateral classification of one financial instrument, the designation of collateral for loan and the designation of collateral for margin transaction is temporarily transferred, and the collateral evaluation of each financial instrument provided as collateral for the loan with respect to the designated state after this temporary transfer Temporarily calculate the loan maintenance rate by tentatively calculating the total amount of money, and tentatively calculate the credit transaction maintenance rate by tentatively calculating the total collateral evaluation value of each financial product used as collateral for margin transactions The maintenance ratio adjustment processing means for executing the processing to be executed, the loan maintenance ratio temporarily calculated by the maintenance ratio adjustment processing means is less than or less than the loan maintenance ratio threshold, and the maintenance ratio adjustment processing means Maintenance rate adjustment result determination processing means for executing a process for determining whether or not the temporarily calculated margin transaction maintenance rate satisfies the condition that the threshold value for margin transaction maintenance rate is exceeded or exceeded, and this maintenance rate adjustment result determination processing Provided with collateral classification transfer processing means for executing processing for changing the collateral classification stored in the collateral information storage means to the designated state after the temporary transfer satisfying the conditions when it is determined that the condition is satisfied by the means It is characterized by.

  In such a collateral management system of the present invention, the market value of a financial product as collateral decreases and the valuation value of the collateral decreases, the financial product as collateral is sold, or the loan amount of a loan or the open price of a margin transaction When the loan maintenance rate or the margin transaction maintenance rate deteriorates due to circumstances such as increasing the amount of the loan, the collateral designation for the loan and the designation for the collateral for the margin transaction are transferred for the collateral classification of at least one financial product. Since the maintenance rate and the margin transaction maintenance rate are adjusted, both maintenance rates can be maintained at appropriate values.

  For this reason, it is possible to provide both a loan service and a margin transaction service to one customer using financial products held by that customer as collateral, and improve customer satisfaction. And the above-mentioned purpose can be achieved.

  In the collateral management system described above, the following various processes can be employed for the collateral classification transfer process.

  In other words, in the collateral management system described above, the maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each customer's financial products. For the specified states after multiple provisional transfers, the loan maintenance ratio is provisionally calculated by provisionally calculating the total collateral evaluation value of each financial instrument provided as collateral for the loan and also used as collateral for margin transactions. The tentative calculation of the total collateral evaluation value for each financial product is performed to temporarily calculate the margin transaction maintenance ratio, and all provisional conditions that are determined to satisfy the conditions by the maintenance ratio adjustment result determination processing means By sending the display data in the designated state after the transfer to the customer terminal device operated by the customer via the network, all the provisional transfer instructions that are determined to satisfy the conditions are displayed on the screen of the customer terminal device. The collateral classification transfer candidate display processing means for executing processing for displaying the state as a selection candidate by the customer is provided, and the collateral classification transfer processing means is designated after the temporary transfer by the customer transmitted from the customer terminal device via the network. It is possible to adopt a configuration for receiving state selection information and performing processing for changing the collateral classification stored in the collateral information storage means to the designated state after provisional transfer selected by the customer based on the received selection information. .

  Here, the "maintenance adjustment processing means displays the loan maintenance rate by the maintenance rate adjustment processing means" on the process of displaying on the screen of the customer terminal device all designated states after provisional transfer determined to satisfy the conditions as selection candidates by the customer. When only the designated states after temporary transfer that are determined to satisfy the conditions by the maintenance rate adjustment result judgment processing means among the multiple designated states after provisional transfer for which the margin transaction maintenance rate was provisionally calculated are displayed on the screen Not only that, but also a case where all designated states after provisional transfer determined to satisfy the conditions together with the designated state after provisional transfer determined not to satisfy the condition are displayed on the screen. The same applies to the following inventions.

  In this way, a plurality of temporary transfers are performed, and all designated states after provisional transfer determined to satisfy the conditions are displayed on the screen of the customer terminal device, and the customer is allowed to select a designated state after provisional transfer from among them. In the case of the configuration, by giving an appropriate option to the customer, it is possible to keep both the loan maintenance rate and the margin transaction maintenance rate at appropriate values while incorporating the customer's intention.

  Further, in the collateral management system described above, the maintenance rate adjustment processing means performs multiple provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each customer's financial products. For the specified states after multiple provisional transfers, the loan maintenance ratio is provisionally calculated by provisionally calculating the total collateral evaluation value of each financial instrument provided as collateral for the loan and also used as collateral for margin transactions. The tentative calculation of the total collateral evaluation value for each financial product is performed to temporarily calculate the margin transaction maintenance ratio, and all provisional conditions that are determined to satisfy the conditions by the maintenance ratio adjustment result determination processing means For the specified state after transfer, calculate the margin of the percentage of the loan maintenance ratio relative to the threshold for the loan maintenance ratio, and The optimal temporary transfer in which both margins are equal or closest among all specified states after temporary transfer that have been determined to satisfy the condition by the maintenance rate adjustment result determination processing means. An optimum designated state determination processing means for executing a process for determining a later designated state, and the collateral classification transfer processing means obtains the collateral classification stored in the collateral information storage means by the optimum designated state determination processing means; It is good also as a structure which performs the process changed to the designation | designated state after temporary transfer.

  In this way, multiple temporary transfers are made, and the percentage margins relative to the threshold values for both the loan maintenance rate and the margin transaction maintenance rate are equal among all designated states after the provisional transfer that are determined to satisfy the conditions. Or, in the case of a configuration that determines the closest designated state after temporary transfer, when the loan maintenance rate or margin transaction maintenance rate deteriorates, change the collateral classification to the optimal designated state after temporary transfer Since the processing is automatically performed, it is possible to reduce the trouble of the customer's change procedure and the trouble of the judgment at that time.

  Furthermore, in the collateral management system described above, the maintenance rate adjustment processing means performs multiple provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each customer's financial products. For the specified states after multiple provisional transfers, the loan maintenance ratio is provisionally calculated by provisionally calculating the total collateral evaluation value of each financial instrument provided as collateral for the loan and also used as collateral for margin transactions. The tentative calculation of the total collateral evaluation value for each financial product is performed to temporarily calculate the margin transaction maintenance ratio, and all provisional conditions that are determined to satisfy the conditions by the maintenance ratio adjustment result determination processing means For the specified state after the transfer, the customer's loan amount is divided by the loan retention threshold to calculate the customer's required collateral valuation amount, and the loan collateral valuation amount and the customer provided as collateral for the loan Each financial merchant Calculate the difference from the total amount of collateral valuation for the customer and multiply the margin value of the customer's margin transaction by the threshold value for the margin transaction maintenance ratio to calculate the collateral requirement amount for the customer's margin transaction. Calculate the difference between the valuation amount and the total collateral valuation amount of each customer's financial product provided as collateral for margin transactions, and all provisional transfers that are judged to satisfy the conditions by the maintenance ratio adjustment result judgment processing means An optimal designated state determination processing means is provided for executing a process for determining an optimal designated state after the temporary transfer in which the difference between the two is equal or closest from among the designated states after the collateral classification transfer processing means, The collateral classification memorize | stored in the information storage means is good also as a structure which performs the process which changes to the designation | designated state after the optimal temporary transfer obtained by the optimal designation | designated state determination process means.

  The total amount of collateral evaluations for each financial instrument offered as collateral for loans and credit transactions from all designated states after provisional transfer that were determined to satisfy the conditions by performing multiple temporary transfers in this way It is configured to determine the optimal designated state after provisional transfer in which the margin (difference) of the amount for the total amount of collateral evaluation value of each financial product provided for collateral for use is equal or closest In some cases, when the loan maintenance rate or margin transaction maintenance rate deteriorates, the process of changing the collateral classification to the designated state after the optimal temporary transfer is automatically performed. This makes it possible to reduce the time and labor of judgment.

  In the collateral management system described above, the maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each customer's financial product, For the specified states after multiple provisional transfers, the loan maintenance ratio is provisionally calculated by provisionally calculating the total collateral evaluation value of each financial instrument provided as collateral for the loan and also used as collateral for margin transactions. The tentative calculation of the total collateral evaluation value for each financial product is performed to temporarily calculate the margin transaction maintenance ratio, and all provisional conditions that are determined to satisfy the conditions by the maintenance ratio adjustment result determination processing means For the specified state after transfer, the customer's loan amount is divided by the loan maintenance rate threshold to calculate the customer's required collateral valuation for the loan, and the customer's margin transaction margin amount is multiplied by the margin for the margin transaction maintenance rate. Margin trading Calculate the necessary collateral value, calculate the ratio between the customer's loan collateral value and the customer's required collateral value for the margin transaction, as well as the collateral for each customer's financial product provided as collateral for the loan Calculate the ratio between the total value of the valuation and the total value of the collateral valuation of each customer's financial instrument used as collateral for margin transactions, and all the conditions determined by the maintenance ratio adjustment result judgment processing means to satisfy the conditions The collateral classification transfer processing means includes an optimal specified state determination processing means for executing a process for determining an optimal specified state after the temporary transfer in which both ratios are equal or closest to each other among the specified states after the temporary transfer May be configured to perform processing for changing the collateral classification stored in the collateral information storage means to the optimum designated state after temporary transfer obtained by the optimum designated state determination processing means.

  In this way, multiple temporary transfers are made, and the total amount of collateral evaluations for each financial instrument offered as collateral for loans and credit transactions from all designated states after provisional transfer determined to satisfy the conditions When it is configured to determine the optimal designated state after provisional transfer in which the ratio of the total collateral evaluation value of each financial instrument provided for collateral for use is equal to or closest to the ratio of each required amount Since the process of changing the collateral classification to the designated state after the optimal temporary transfer is automatically performed when the loan maintenance rate or margin transaction maintenance rate deteriorates, the trouble of the customer change procedure and the judgment at that time Can be reduced.

  In addition, the maintenance rate adjustment processing means performs multiple provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral categories of each customer's financial products, and after these multiple provisional transfers For the designated state, the loan maintenance ratio is provisionally calculated by tentatively calculating the total collateral evaluation value of each financial product provided as collateral for the loan, and collateral for each financial product provided as collateral for margin transactions It is configured to perform a process of tentatively calculating the total amount of the evaluation amount and tentatively calculating the margin transaction maintenance rate. Calculate the margin margin for the loan maintenance ratio threshold for the loan maintenance ratio and the percentage margin for the margin threshold for the margin transaction maintenance ratio. Executes the process of determining the optimum designated state after temporary transfer, in which the margins of both are equal or closest, from all the designated states after provisional transfer determined to satisfy the condition by the adjustment result judgment processing means All designated states after provisional transfer determined to satisfy the conditions by the optimum designated state determination processing means and the maintenance rate adjustment result judgment processing means and the optimum post-transfer designation specified by the optimum designated state determination processing means By transmitting the state display data to the customer terminal device operated by the customer via the network, all designated states after the temporary transfer that are determined to satisfy the conditions on the screen of the customer terminal device and the optimum Collateral classification transfer candidate display processing means for executing processing for displaying the designated state after provisional transfer as a selection candidate by the customer. After the temporary transfer selected by the customer, the collateral classification stored in the collateral information storage means is received based on the received selection information after receiving the selection information of the designated state after the temporary transfer sent by the customer via the network It is good also as a structure which performs the process which changes to the designation | designated state.

  In this way, a plurality of temporary transfers are performed, and all the designated states after the temporary transfer determined to satisfy the conditions are displayed on the screen of the customer terminal device, and after all the temporary transfers determined to satisfy the conditions From the designated states, determine the designated state after the optimal temporary transfer where the margin of the percentage with respect to the threshold for both the loan maintenance rate and the margin transaction maintenance rate is equal or closest, and after this optimal temporary transfer If the specified status is also displayed on the screen of the customer terminal device and the customer is allowed to select the specified status after the temporary transfer, the temporary transfer that is the most appropriate judgment material for the customer By providing appropriate options including presenting the determination results of the specified state later, it is possible to keep both the loan maintenance rate and the margin transaction maintenance rate at appropriate values while incorporating the customer's intentions. It is possible.

  Furthermore, the maintenance rate adjustment processing means performs multiple provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each customer's financial products, and after the provisional transfer of these multiple provisional transfers For the designated state, the loan maintenance ratio is provisionally calculated by tentatively calculating the total collateral evaluation value of each financial product provided as collateral for the loan, and the collateral for each financial product provided as collateral for margin transactions It is configured to perform a process of tentatively calculating the total amount of the evaluation amount and tentatively calculating the margin transaction maintenance ratio, and for all designated states after provisional transfer that are determined to satisfy the condition by the maintenance ratio adjustment result determination processing means, Dividing the customer's loan amount by the loan retention threshold value to calculate the customer's required collateral value for the loan and evaluating the required collateral value for the loan and the collateral evaluation of each customer's financial product provided as collateral for the loan Calculate the difference from the total amount At the same time, the customer's margin value for margin transaction is calculated by multiplying the margin value of the margin transaction of the customer by the threshold value for the margin of the margin transaction. Calculate the difference between the total collateral evaluation value of each customer's financial products, and the difference between the two from among all designated states after provisional transfer determined to satisfy the conditions by the maintenance rate adjustment result determination processing means Optimal designated state determination processing means for executing processing for determining the designated state after the optimal temporary transfer that is equal or closest to all the post-temporary transfer determined to satisfy the condition by the maintenance ratio adjustment result determination processing means By transmitting the display data of the designated state after the optimal temporary transfer obtained by the designated state and the optimum designated state determination processing means to the customer terminal device operated by the customer via the network, the customer terminal device A collateral classification transfer candidate display processing means for executing a process of displaying all designated states after provisional transfer and optimum designated state after temporary transfer, which are determined to satisfy the condition, as selection candidates by the customer on the screen of The collateral classification transfer processing means receives the selection information of the designated state after the temporary transfer by the customer transmitted from the customer terminal device via the network, and stores it in the collateral information storage means based on the received selection information It is good also as a structure which performs the process which changes the collateral classification performed to the designation | designated state after temporary transfer selected by the customer.

  In this way, a plurality of temporary transfers are performed, and all the designated states after the temporary transfer determined to satisfy the conditions are displayed on the screen of the customer terminal device, and after all the temporary transfers determined to satisfy the conditions Amount in relation to the required amount of the total collateral evaluation value of each financial product provided as collateral for loans and the total collateral evaluation value of each financial product provided as collateral for margin transactions from the designated state The optimal designated state after temporary transfer with the same or the closest margin (difference) is determined, and the optimum designated state after temporary transfer is also displayed on the screen of the customer terminal device, from which the customer When selecting the specified state after the temporary transfer, the customer can select appropriate options including presenting the determination result of the specified state after the temporary transfer that is optimal as a more advanced judgment material to the customer. By giving customer's While incorporating the direction, both the loan retention ratio and the credit transaction retention rate, it is possible to maintain an appropriate value.

  The maintenance rate adjustment processing means performs multiple provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each customer's financial products, and after these multiple provisional transfers For the designated state, the loan maintenance ratio is provisionally calculated by tentatively calculating the total collateral evaluation value of each financial product provided as collateral for the loan, and the collateral for each financial product provided as collateral for margin transactions It is configured to perform a process of tentatively calculating the total amount of the evaluation amount and tentatively calculating the margin transaction maintenance ratio, and for all designated states after provisional transfer that are determined to satisfy the condition by the maintenance ratio adjustment result determination processing means, Dividing the customer's loan amount by the loan maintenance threshold value to calculate the customer's loan collateral evaluation amount, multiplying the customer's margin transaction amount by the threshold value for the margin transaction maintenance rate, and evaluating the customer's credit collateral requirement Calculate the amount The ratio of the required collateral evaluation value for the customer and the required collateral evaluation value for the margin transaction of the customer is calculated, and the total collateral evaluation value of each customer's financial product provided for the collateral for the loan and the collateral for the margin transaction Calculate the ratio of the total collateral evaluation value of each financial product of the customer provided to the customer, and from among all designated states after provisional transfer determined to satisfy the conditions by the maintenance rate adjustment result determination processing means, All of the optimum designated state determination processing means for executing the process of determining the optimum designated state after the temporary transfer in which the ratios of both are equal or closest to each other and the maintenance rate adjustment result determination processing means determined to satisfy the condition By sending the display data of the designated state after the temporary transfer and the optimum designated state after the temporary transfer obtained by the optimum designated state determination processing means to the customer terminal device operated by the customer via the network, Collateral classification transfer candidate display processing means for executing processing for displaying all designated states after provisional transfer and optimum designated state after provisional transfer as selection candidates by the customer on the screen of the device. The collateral classification transfer processing means receives the selection information of the designated state after the temporary transfer by the customer transmitted from the customer terminal device via the network, and stores it in the collateral information storage means based on the received selection information. It is good also as a structure which performs the process which changes the memorize | stored collateral classification into the designation | designated state after temporary transfer selected by the customer.

  In this way, a plurality of temporary transfers are performed, and all the designated states after the temporary transfer determined to satisfy the conditions are displayed on the screen of the customer terminal device, and after all the temporary transfers determined to satisfy the conditions The ratio of the total collateral evaluation value of each financial product provided as collateral for loans to the total collateral evaluation value of each financial product provided as collateral for margin transactions from the designated status The optimum designated state after the temporary transfer that is equal to or closest to the required amount ratio is determined, and the designated state after the optimum temporary transfer is also displayed on the screen of the customer terminal device. When the designated state after the transfer is selected, give the customer appropriate options including presenting the determination result of the specified state after the temporary transfer that is optimal as a more advanced judgment material. To incorporate customer intent , Both the loan retention ratio and credit transactions retention ratio, it is possible to maintain a proper value.

  In addition, in the collateral management system described above, when changing from the designated state after temporary transfer displayed on the screen to the designated state after temporary transfer selected by the customer, the market value information acquisition processing means Designated state after all temporary transfers that are determined to satisfy the conditions by the market price information storage means for storing the latest market price information and past market price information of each financial product acquired from the providing system and the maintenance rate adjustment result judgment processing means For the collateral information storage means, extract the quantity of each financial product held by the customer as collateral for the loan by temporary transfer, and store the quantity of each extracted financial product and each stored in the market price information storage means A graph showing the history of the total collateral evaluation value for each customer's financial products that are collateral for loans by temporary transfer, using the latest market price information and past market price information At the same time, from the collateral information storage means, extract the quantity of each financial product held by the customer as collateral for margin transactions by temporary transfer, and store the extracted quantity of each financial product held in the market price information storage means A graph showing the history of the total collateral evaluation value of each customer's financial products that are collateral for margin transactions by temporary transfer using the latest market price information and past market price information It is desirable to have a configuration including history graph display processing means for executing processing for creating and displaying a graph indicating both histories on the screen of the customer terminal device.

  In the case of the configuration including the history graph display processing means as described above, all designated states after the provisional transfer determined to satisfy the condition by the maintenance rate adjustment result determination processing means are used as collateral for loans. The screen of the customer terminal device shows a graph showing the history of the total collateral evaluation value of each financial product and a graph showing the history of the total collateral evaluation value of each financial product used for collateral for margin transactions. Since it is possible to display on the screen, the customer makes a judgment for selection while referring to the graph showing the history when selecting from the designated state after temporary transfer displayed on the screen. Therefore, it is possible to present more advanced judgment materials to the customer.

  Furthermore, in the collateral management system described above, the maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each customer's financial products, As for the designated states after multiple temporary transfers, the total loan mortgage value of each financial product provided as collateral for loans is tentatively calculated, and the loan maintenance ratio is tentatively calculated. It is configured to perform provisional calculation of the total amount of collateral evaluation of each offered financial product and provisional calculation of margin transaction maintenance rate, and each financial product acquired from the market price information providing system by market price information acquisition processing means The collateral information for the specified state after temporary transfer that is determined to satisfy the conditions by the market price information storage means for storing the latest market price information and past market price information and the maintenance rate adjustment result judgment processing means. From the storage means, extract the quantity of each financial product held by the customer as collateral for loans by temporary transfer, and the latest quantity of each financial product stored in the market price information storage means Using the current market price information and past market price information, we calculate the variance or standard deviation of the history of the total collateral evaluation value of each customer's financial products that are collateral for loans by temporary transfer, From the information storage means, extract the quantity of each financial product held by the customer as collateral for margin transactions by temporary transfer, and extract the quantity held of each financial product and each financial product stored in the market price information storage means Using the latest market price information and past market price information, calculate the variance or standard deviation of the history of the total collateral evaluation value of each customer's financial products that are collateral for margin transactions by temporary transfer. , Twin And an optimum designated state determination processing means for executing a process for determining an optimum designated state after temporary transfer that minimizes the sum of the variances or the standard deviations of both, and the collateral classification transfer processing means stores the collateral information storage It is good also as a structure which performs the process which changes the collateral classification memorize | stored in the means to the designation | designated state after the optimal temporary transfer obtained by the optimum designation | designated state determination process means.

  The total amount of collateral valuation of each financial product, including collateral for loans and collateral for margin transactions, from all designated states after provisional transfer that has been determined to satisfy the conditions by performing multiple temporary transfers in this way When the loan maintenance rate or the margin transaction maintenance rate deteriorates when it is configured to automatically determine the designated state after temporary transfer that minimizes the sum of variance or standard deviation for the amount history In addition, since the process of changing the collateral classification to the optimum designated state after temporary transfer is automatically performed, it is possible to reduce the trouble of the customer's change procedure and the trouble of judgment at that time.

  In the collateral management system described above, the maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each customer's financial product, For the specified states after multiple provisional transfers, the loan maintenance ratio is provisionally calculated by provisionally calculating the total collateral evaluation value of each financial instrument provided as collateral for the loan and also used as collateral for margin transactions. The total amount of collateral evaluation value of each financial product is calculated to temporarily calculate the margin transaction maintenance rate, and the latest of each financial product acquired from the market price information providing system by the market price information acquisition processing means The collateral information is recorded for all designated states after the provisional transfer determined to satisfy the conditions by the market price information storage means for storing the current market price information and the past market price information and the maintenance rate adjustment result judgment processing means. From the means, extract the quantity of each financial product held by the customer as collateral for the loan by temporary transfer, and the latest quantity of each financial instrument stored in the market price information storage means Using the market price information and past market price information, calculate the variance or standard deviation of the history of the total collateral evaluation value of each customer's financial products that are collateral for loans by temporary transfer, and collateral information From the storage means, extract the quantity of each financial product held by the customer as collateral for margin transactions by temporary transfer, and extract the quantity of each financial product held and the value of each financial product stored in the market price information storage means Using the latest market price information and past market price information, calculate the variance or standard deviation of the history of the total collateral evaluation value of each customer's financial products that are collateral for margin transactions by temporary transfer, Both It is determined that the condition is satisfied by the optimum designated state determination processing means for executing the process for determining the designated state after the temporary transfer that minimizes the sum of the variances or the sum of the standard deviations of both, and the maintenance ratio adjustment result judgment processing means. Display data for display of all designated states after provisional transfer and optimum designated state after provisional transfer obtained by the optimum designated state determination processing means to the customer terminal device operated by the customer via the network The collateral classification transfer that executes the process of displaying all the designated state after provisional transfer and the optimum designated state after provisional transfer as selection candidates by the customer on the screen of the customer terminal device. The collateral classification transfer processing means receives the selection information of the designated state after the temporary transfer by the customer transmitted from the customer terminal device via the network. It is good also as a structure which performs the process which changes the collateral classification memorize | stored in the collateral information memory | storage means into the designation | designated state after temporary transfer selected by the customer based on the selected selection information.

  In this way, a plurality of temporary transfers are performed, and all the designated states after the temporary transfer determined to satisfy the conditions are displayed on the screen of the customer terminal device, and after all the temporary transfers determined to satisfy the conditions From the designated state, after the optimal temporary transfer that minimizes the sum of variance or standard deviation for the history of the total collateral evaluation value of each financial instrument for collateral for loans and collateral for margin transactions When the configuration is such that the designated state is automatically determined, and the optimum designated state after temporary transfer is also displayed on the screen of the customer terminal device, and the customer is allowed to select the designated state after provisional transfer. , Providing customers with appropriate options, including presenting the judgment results of the designated state after provisional transfer, which is the most advanced judgment material, incorporating the customer's intentions, while maintaining the loan retention rate and credit Both the transaction retention rate It is possible to maintain an appropriate value.

  Moreover, the following collateral management method of this invention is mentioned as a collateral management method implement | achieved by the collateral management system of this invention described above.

  That is, the present invention is a collateral management method executed by a collateral management system including a computer that executes a process for managing a customer's financial product provided for collateral, and the loan amount to the customer is expressed as customer identification information. The loan amount storage means is associated and stored, and the margin transaction position amount of the customer is stored in the margin transaction position amount storage means in association with the customer identification information. A collateral classification indicating whether to provide collateral for loans or collateral for margin transactions for each financial product is stored in the collateral information storage means in association with the customer identification information, The information acquisition processing means executes processing for acquiring the market price information of each financial product from the market price information providing system, and the maintenance rate calculation processing means uses the customer identification information as a key. The collateral information stored in the collateral information storage means is referred to, the collateral information storage means is extracted from the collateral information storage means for each customer's financial product possessed by the collateral for the loan, Using the market price information of each financial product acquired by the market price information acquisition processing means, the total amount of the collateral evaluation value of each customer's financial product provided as collateral for the loan is calculated, and the customer identification information is used as a key. By extracting the customer's loan amount stored in the loan amount storage means, and dividing the extracted customer's loan amount by the total collateral evaluation value of each customer's financial product provided as collateral for the loan , Calculating the customer's loan maintenance rate and referring to the collateral classification stored in the collateral information storage means using the customer identification information as a key, each customer's finance provided as collateral for margin transactions from the collateral information storage means Extract the quantity of products held , The total collateral evaluation value of each customer's financial products collateralized for margin transactions using the extracted possession quantity of each financial product and the market price information of each financial product acquired by the market price information acquisition processing means The amount is calculated, the customer's margin transaction amount stored in the margin transaction amount storage means is extracted using the customer identification information as a key, and the collateral evaluation value of each customer's financial product provided as collateral for margin transactions Is calculated by the maintenance rate calculation processing means by the maintenance rate improper judgment processing means. It is determined whether the loan maintenance rate is greater than or equal to a predetermined loan maintenance rate threshold, and the margin transaction maintenance rate calculated by the maintenance rate calculation processing means is used for a predetermined margin transaction maintenance rate. Below threshold If the maintenance rate adjustment processing means determines that the loan maintenance rate is equal to or higher than the threshold for loan maintenance rate by the maintenance rate inappropriateness determination processing means, Or, when it is determined that the margin transaction maintenance rate is less than or less than the threshold for margin transaction maintenance ratio, the collateral designation for loans and the collateral designation for margin transactions are temporarily transferred for the collateral classification of at least one financial instrument As for the designated state after this temporary transfer, the loan maintenance rate is provisionally calculated by provisionally calculating the total collateral evaluation value of each financial product provided as collateral for the loan and also used as collateral for margin transactions. Loan maintenance that temporarily calculates the total collateral evaluation value of each financial product and temporarily calculates the margin transaction maintenance rate, and the maintenance rate adjustment result judgment processing means temporarily calculated by the maintenance rate adjustment processing means Is less than or less than the loan maintenance threshold value, and whether or not the marginal transaction maintenance rate temporarily calculated by the maintenance rate adjustment processing means exceeds or exceeds the threshold value for the credit transaction maintenance rate When the collateral classification transfer processing means determines that the maintenance rate adjustment result determination processing means satisfies the condition, the collateral classification stored in the collateral information storage means A process for changing to a designated state is executed.

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

  Furthermore, the program of the present invention is for causing a computer to function as the collateral management system described above.

  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, the market value of a financial product as collateral decreases and the collateral evaluation value decreases, or the financial product as collateral is sold, or the loan amount of a loan or the margin value of a margin transaction When the loan maintenance rate or the margin transaction maintenance rate deteriorates due to factors such as increasing the amount of the loan, the loan will be transferred between the designation of collateral for the loan and the designation of collateral for the margin transaction for the collateral classification of at least one financial product. By adjusting the maintenance rate and the margin transaction maintenance rate, both maintenance rates can be kept at an appropriate value, so the loan service and the financial products held by that customer can be used as collateral for one customer. Both margin trading services can be provided, and customer satisfaction can be improved.

  An embodiment of the present invention will be described below with reference to the drawings. FIG. 1 shows the overall configuration of the collateral management system 10 of the present embodiment. 2 shows the configuration of the market price information storage means 40, FIG. 3 shows the configuration of the loan amount storage means 41, FIG. 4 shows the configuration of the margin transaction open interest amount storage means 42, 5 shows the configuration of the collateral information storage unit 43, FIG. 6 shows the configuration of the optimum determination result storage unit 45, and FIG. 7 shows the configuration of the maintenance rate adjustment result storage unit 44. ing. 8 and 9 are flowcharts showing the flow of managing collateral for loans and margin transactions. Further, FIG. 10 shows an example of the designation state selection screen 100, and FIG. 11 shows an example of the detailed information screen 200 including a graph indicating the history. FIG. 12 is an explanatory diagram of a maintenance rate adjustment process.

  In FIG. 1, a collateral management system 10 includes a collateral management server 20 that executes processing for managing collateral for loans and collateral for margin transactions, and a customer terminal device connected to the collateral management server 20 via the network 1. 50. The collateral management server 20 is connected to a market price information providing system 60 that executes a process for providing market price information through a dedicated line 2. Further, the collateral management server 20 includes a deposit asset management system 70 that executes a process for managing assets held by a securities company from a customer, a loan management system 80 that executes a process related to a loan, and a process related to a credit transaction. The margin transaction management system 90 to be executed is connected by dedicated lines 3, 4, and 5.

  The network 1 is mainly the Internet in the present embodiment, but may be a combination of the Internet and an intranet, a LAN, or the like, regardless of whether it is wired or wireless, or is a mixed type of wired and wireless. In short, it is only necessary that information can be transmitted at a certain speed between a plurality of points (regardless of the length of the distance). In addition, the dedicated lines 2 to 5 may be the network 1 or a network in the company, a group company, or the like constituted by an intranet, a LAN, or the like.

  The collateral management server 20 stores various data necessary for managing collateral connected to the processing means 20A and processing means 20A for executing various processes necessary for managing collateral for loans and collateral for margin transactions. Various storage means, that is, market price information storage means 40, loan amount storage means 41, margin transaction open interest amount storage means 42, collateral information storage means 43, maintenance rate adjustment result storage means 44, and optimum determination result storage means 45 are provided. Configured.

  The processing unit 20A includes a linkage information acquisition processing unit 21, a collateral classification designation reception processing unit 22, a market price information acquisition processing unit 23, a maintenance rate calculation processing unit 24, a maintenance rate inappropriateness determination processing unit 25, and a maintenance rate. Adjustment processing means 26, maintenance rate adjustment result determination processing means 27, optimum designation state determination processing means 28, collateral classification transfer candidate display processing means 29, history graph display processing means 30, and collateral classification transfer processing means 31 It is comprised including.

  The linkage information acquisition processing means 21 accesses the deposit asset management system 70, the loan management system 80, and the margin transaction management system 90, and executes processing for acquiring various linkage information from these systems 70, 80, 90. It is. At this time, access to each system 70, 80, 90 may start from a transmission request by the cooperation information acquisition processing means 21 by time management by the cooperation information acquisition processing means 21, or time by each system 70, 80, 90. Management may start with transmission processing from each system 70, 80, 90.

  Specifically, the linked information acquisition processing means 21 accesses the deposit asset management system 70 via the dedicated line 3, and the deposit asset information stored in the brokerage company from each customer from the deposit asset management system 70, that is, the deposit asset management system 70. The financial product identification information (stock code, etc.) and the number of shares held (number of shares, etc.) regarding the financial products such as stocks held by each customer are received together with the customer identification information (account number, etc.). The security code storage means 43 (see FIG. 5) stores the brand code and the number of shares (number of shares etc.) and the customer identification information (account number etc.) in association with each other. This process may be performed each time the financial product is bought and sold and the holding information of each financial product of each customer in the deposit asset management system 70 is updated, or the holding information in the deposit asset management system 70 is updated. Regardless of the timing, it may be performed at a predetermined timing (for example, periodically) by the collateral management server 20. In the deposit asset management system 70, when the market price information (unit price) and the valuation amount (owned quantity × unit price) are stored and updated and managed, these information are received together, and the collateral information storage means 43 ( (See FIG. 5).

  Moreover, the cooperation information acquisition processing means 21 accesses the loan management system 80 via the dedicated line 4, and the loan amount to each customer and each financial product (stock etc.) used as collateral for the loan from the loan management system 80. Financial product identification information (brand code, etc.) is received together with customer identification information (account number, etc.), and the received loan amount of each customer is associated with the customer identification information and loan amount storage means 41 (see FIG. 3) And storing data indicating collateral for the loan in the collateral classification of the collateral information storage means 43 (see FIG. 5) in association with the received financial product identification information (brand code, etc.) I do. This process is performed when the loan management system 80 receives an application for a loan contract (extreme loan contract) and an application for a borrowing, and the loan amount is determined through the examination of the contract and the borrowing. This is also done when there is an increase or decrease in the loan amount due to loan repayment or additional borrowing. In the latter case, the financial product identification information (stock code) for each financial product (stock, etc.) used as collateral for the loan Etc.), it is only necessary to receive the increased or decreased loan amount together with the customer identification information (account number, etc.). In the former case, first, the application for the loan contract (extreme loan contract) is accepted and the contract is examined, and then after a while, the application for the borrowing is made and the borrowing application is made. When an examination is performed and the loan amount is determined, first, the loan management system 80 provides financial product identification information (stock code, etc.) for each financial product (stock, etc.) to be collateralized for the loan designated by each customer. Is received together with customer identification information (account number, etc.), and in accordance with the received financial product identification information (brand code, etc.), the collateral classification of the collateral information storage means 43 (see FIG. 5) The data indicating that there is, and then, the loan amount to each customer is received from the loan management system 80 together with the customer identification information (account number, etc.), and the received loan amount of each customer is the customer identification information and Associate Shigaku storage unit 41 may be stored (see FIG. 3).

  In the loan management system 80, when the application for the loan contract (extreme loan contract) and the acceptance of the borrowing application are performed, the cooperation information acquisition processing means 21 performs the collateral information storage means 43 (see FIG. 5). Refers to the collateral classification of each financial product held by the customer, and if there is a financial product that the customer has already designated as collateral for margin transactions, the financial product identification information (brand code, etc.) for those financial products Is transmitted from the collateral management server 20 to the loan management system 80, or financial product identification information (that is, a financial product not designated as collateral for margin transactions) that can be used as collateral for a loan ( (Stock code etc.) is transmitted from the collateral management server 20 to the loan management system 80. As a result, the cooperative information acquisition processing means 21 provides the loan management system 80 with information to be referred to when the customer designates the collateral for the loan when accepting the loan application in the loan management system 80 (which financial product Information on whether it can be designated as collateral for loans), or financial products designated as collateral for loans by customers at the time of examination by the loan management system 80 as collateral for margin transactions It is possible to provide information used for checking whether or not it is specified.

  Further, the linked information acquisition processing means 21 accesses the margin transaction management system 90 via the dedicated line 5, and the margin transaction amount of each customer and each financial product used as collateral for margin transactions from the margin transaction management system 90. Receives financial product identification information (stock code, etc.) for (stocks, etc.) together with customer identification information (account number, etc.), and associates each customer's margin transaction amount with the customer identification information. In addition to storing in the storage means 42 (see FIG. 4), the collateral classification of the collateral information storage means 43 (see FIG. 5) corresponds to the received financial product identification information (brand code etc.) with the collateral for the margin transaction. Processing to save data indicating that there is. This process is performed when the margin transaction management system 90 receives an application for a margin transaction contract, the margin transaction is built, and the margin transaction amount is determined. This process is also performed when a margin transaction amount is increased or decreased due to the filling process (hand closing process), but in the latter case, the financial products (stocks, etc.) used as collateral for margin transactions It is only necessary to receive the increased / decreased margin transaction amount along with the customer identification information (account number etc.) without receiving the merchandise identification information (brand code etc.). In the case of the former, first, an application for a margin transaction contract is received, and then after a period of time, margin transaction building processing is performed and the margin amount of the margin transaction is determined. From the transaction management system 90, financial product identification information (stock code, etc.) for each financial product (stocks, etc.) to be used as collateral for margin transactions specified by each customer is received together with customer identification information (account number, etc.) Corresponding to the received financial product identification information (brand code, etc.), data indicating that it is collateral for margin trading is stored in the collateral classification of the collateral information storage means 43 (see FIG. 5). From the management system 90, each customer's margin transaction amount is received together with customer identification information (account number, etc.), and each customer's margin transaction transaction amount is associated with the customer identification information and margin transaction amount.憶 means 42 may be stored (see FIG. 4).

  In the credit transaction management system 90, when an application for a credit transaction contract is accepted, the linked information acquisition processing means 21 causes each of the financial assets held by the customer in the collateral information storage means 43 (see FIG. 5). If there is a financial product that the customer has already designated as collateral for a loan with reference to the collateral classification of the product, the collateral management server 20 trusts the financial product identification information (brand code, etc.) for those financial products. Financial product identification information (stock code, etc.) for financial products that can be sent to transaction management system 90 or that can be used as collateral for margin transactions (ie, financial products not designated as collateral for loans) It is transmitted from the management server 20 to the margin transaction management system 90. As a result, the cooperative information acquisition processing means 21 refers to the margin transaction management system 90 when the customer designates the margin for the margin transaction when accepting the margin transaction application in the margin transaction management system 90. Information on whether or not the financial product can be designated as collateral for margin trading), or the financial product designated as collateral for margin trading by the customer in the margin trading management system 90 is used for the loan. Information used for checking whether or not it is designated as collateral can be provided.

  The collateral classification designation reception processing means 22 executes a process of accepting an input for designating the collateral classification by the customer as to whether it is collateral for loans or collateral for margin transactions for each financial product held by the customer To do. In this embodiment, the initial designation of the collateral classification by the customer is performed by the loan management system 80 and the margin transaction management system 90, and the designation information is transmitted to the loan management system 80 and margin transaction management by the linkage information acquisition processing means 21. Since it is acquired from the system 90, the specified acceptance processing by the collateral classification designation acceptance processing means 22 in this embodiment is new to the financial product held when the customer changes the designation and purchases the financial product. When the customer specifies a collateral category for the new financial product.

  Specifically, the collateral classification designation reception processing means 22 refers to the collateral classification of each financial product of the customer stored in the collateral information storage means 43 (see FIG. 5), and the collateral designated for each financial product. The display data for classification (including the display of financial products not designated as collateral for loans and margin transactions) is transmitted to the customer terminal device 50 via the network 1 and via the network 1. The collateral classification designation information after the change of the collateral classification by the customer transmitted from the customer terminal device 50 or the collateral classification designation information for the new financial product is received, and the collateral information storage means 43 is received based on the received collateral classification information. The collateral classification (see FIG. 5) is changed, or the collateral classification designated for the new financial product is stored in the collateral information storage means 43 (see FIG. 5).

  Further, the collateral classification designation reception processing means 22 is a customer who handles the handling process when the loan maintenance ratio or the margin transaction maintenance ratio is determined to be inappropriate in the processing by the maintenance ratio inappropriateness determination processing means 25 described later. The process of accepting the selection is also performed. For example, (a) the maintenance rate adjustment result determination processing means 27 (to be described later) sets appropriate conditions (both the loan maintenance rate and the credit transaction maintenance rate are not inappropriate). Processing for displaying on screen the customer terminal device 50 all specified states after provisional transfer determined to satisfy the condition), and accepting the customer's selection from among them, (b) all determined to satisfy the appropriate condition The designated state after the temporary transfer and all or a part of the optimum determination results (1), (2), (3) (see FIG. 10) are displayed on the customer terminal device 50, and the customer's There is a process of accepting the selection, (c) a process of automatically changing the designation of the collateral classification in any one of the optimum determination results (1), (2), (3) (see FIG. 10). The category designation acceptance processing means 22 ), (B), from the corresponding process such as (c), receives the selection of the customer. Specifically, the collateral classification designation reception processing means 22 transmits display data for a screen displaying options (a), (b), (c), etc. to the customer terminal device 50 via the network 1, The selection information of the correspondence processing by the customer transmitted from the customer terminal device 50 via the network 1 is received, and the received selection information of the correspondence processing is stored in the correspondence processing selection information storage means (not shown) with customer identification information (account number etc. ) And memorize it.

  The market price information acquisition processing unit 23 acquires the market price information (unit price) of each financial product from the market price information providing system 60 through the dedicated line 2 together with the financial product identification information (brand code, etc.), and acquires the acquired market price information (unit price). ) Is associated with the financial product identification information (brand code, etc.) and stored in the market price information storage means 40 (see FIG. 2).

  The maintenance rate calculation processing means 24 performs processing for calculating the loan maintenance rate and the margin transaction maintenance rate of each customer. That is, the maintenance rate calculation processing unit 24 refers to the collateral classification of each financial product of the customer stored in the collateral information storage unit 43 (see FIG. 5) using the customer identification information about the customer to be processed as a key, From the collateral information storage means 43, the possession quantity (number of shares, etc.) of the financial product in which the data indicating that the collateral is collateral for the loan is stored is extracted, and the financial product identification information (brand code) about the financial product Etc.) as a key, the latest market price information (unit price) of the financial product stored in the market price information storage means 40 (see FIG. 2) is extracted, and the quantity (number of shares etc.) of the extracted financial product and its market price are extracted. By multiplying the information (unit price), the evaluation value of the financial product is calculated. Then, the calculated evaluation amount and the market price information (unit price) used for the calculation are stored in the collateral information storage unit 43 (see FIG. 5). In the example of FIG. 5, for the stock D held by Yamato Taro, data indicating that it is collateral for loans is stored in the collateral classification, the number of stocks (number of shares) for this stock D is 600 shares, the market price information (unit price ) Is 3,200 yen, the appraisal value is calculated as 600 shares x 3,200 yen = 1,920,000 yen, and this appraisal value is 1,920,000 yen, and the market price information (unit price) 3,200 yen is stored in the collateral information storage means 43 (see FIG. 5) as the data of the brand D held by Taro Yamato in a state corresponding to 600 owned shares (number of shares). Further, the maintenance rate calculation processing unit 24 multiplies the evaluation amount by a predetermined substitute item (also referred to as a collateral item, for example, 60%), thereby providing collateral as collateral for the loan for the financial product. The evaluation amount is calculated, and the calculated collateral evaluation value of the financial product as the collateral for the loan is totaled for all the financial products that are collateral for the loan. In the example of FIG. 5, since Yamato Taro designates the stocks D, E, and F as the collateral for the loan, these valuations 1,920,000 yen, 3,010,000 yen, 3, Multiply 660,000 yen by 60% to calculate the collateral evaluation amount of 11,152,000 yen, 1,806,000 yen, 2,196,000 yen, and the total amount of these is 5,154,000 yen. calculate. Then, the customer's loan amount stored in the loan amount storage means (see FIG. 3) is extracted using the customer identification information about the customer to be processed as a key, and the extracted loan amount of the customer is used as collateral for loans. The loan maintenance rate of the customer is calculated by dividing by the total collateral evaluation value of each financial product of the customer. In the example of FIG. 3, since the loan amount to Yamato Taro is 4.5 million yen, the loan maintenance rate of Yamato Taro is calculated as 4,500,000 yen ÷ 5,154,000 yen = 87.31% (See designated state number 23 in FIG. 10).

  The maintenance rate calculation processing unit 24 refers to the collateral classification of each financial product of the customer stored in the collateral information storage unit 43 (see FIG. 5) using the customer identification information about the customer to be processed as a key, From the collateral information storage means 43, the possessed quantity (number of shares, etc.) of the financial product in which the data indicating that the collateral classification is collateral for margin trading is extracted, and the financial product identification information (brand name) about the financial product The latest market price information (unit price) of the financial product stored in the market price information storage means 40 (see FIG. 2) is extracted using the code, etc.) as a key. By multiplying the market price information (unit price), the evaluation value of the financial product is calculated. Then, the calculated evaluation amount and the market price information (unit price) used for the calculation are stored in the collateral information storage unit 43 (see FIG. 5). In the example of FIG. 5, for the stock A held by Yamato Taro, data indicating that it is collateral for margin trading is stored in the collateral classification, the number of stocks (number of shares) for this stock A is 1,000 shares, the market price Since the information (unit price) is 2,200 yen, the evaluation amount is calculated as 1,000 shares × 2,200 yen = 2,200,000 yen, and this evaluation amount is 2,200,000 yen, The market price information (unit price) of 2,200 yen is stored in the collateral information storage means 43 (see FIG. 5) as data of the brand A held by Taro Yamato in a state corresponding to 1,000 shares held (number of shares). The Furthermore, the maintenance rate calculation processing unit 24 multiplies the evaluation amount by a predetermined substitute item (also referred to as a collateral item, for example, 80%) as a collateral for a margin transaction for the financial product. The collateral evaluation value is calculated, and the calculated collateral evaluation value of the financial product as the collateral for the margin transaction is totaled for all the financial products that are collateral for the margin transaction. In the example of FIG. 5, since Yamato Taro designates the stocks A, B, and C as collateral for margin transactions, these valuations 2,200,000 yen, 6,200,000 yen, 3 , 250,000 yen multiplied by 80%, respectively, to calculate collateral evaluation values of 1,760,000 yen, 4,960,000 yen, 2,600,000 yen, and the total amount of these is 9,320,000 yen Is calculated. Then, using the customer identification information about the customer to be processed as a key, the margin transaction amount of the customer stored in the margin transaction amount storage means (see FIG. 4) is extracted and provided as collateral for margin transactions. By dividing the total collateral evaluation value of each financial product of the customer by the extracted margin amount of the customer's margin transaction, the customer's margin transaction maintenance rate is calculated. In the example of FIG. 4, Taro Yamato's margin transaction open interest amount is 20 million yen, so Taro Yamato's margin transaction maintenance rate is 9,320,000 yen ÷ 20,000,000 yen = 46.60% Calculated (see designated state number 23 in FIG. 10).

  The maintenance ratio improper judgment processing means 25 is that the loan maintenance ratio calculated by the maintenance ratio calculation processing means 24 is equal to or more than a predetermined loan maintenance ratio threshold (in this embodiment, “more”). The margin transaction maintenance rate calculated by the maintenance rate calculation processing means 24 is less than or less than a predetermined threshold value for margin transaction maintenance rate (in this embodiment, “below”). The process which judges whether it is is performed is performed.

  Here, in this embodiment, the threshold value for the loan maintenance rate is 85% (or more) as an example. Further, the loan maintenance rate threshold is a boundary value for determining whether or not to be processed by the maintenance rate adjustment processing unit 26 described later. An alarm level 1 (for example, a loan maintenance rate of 70% (or higher)) and an alarm level 2 (for example, a loan maintenance rate of 80% (or higher)) may be provided as boundary values for notifying that they are rising. . These alarm level 1 (for example, loan maintenance rate 70% (or higher)), alarm level 2 (for example, loan maintenance rate 80% (or higher)), and loan maintenance rate threshold (for example, loan maintenance rate 85%) (Above) may be described in a program, for example, or may be stored in a threshold storage means (not shown) in order to facilitate change of the value setting.

  Further, in the present embodiment, the threshold value for the margin transaction maintenance rate is set to 25% (below) as an example. The threshold value for margin transaction maintenance rate is a boundary value for determining whether or not to be processed by the maintenance factor adjustment processing means 26 described later. An alarm level (for example, a margin transaction maintenance rate of 30% (below)) may be provided as a boundary value for notifying that it is deteriorating (decreasing). These alarm levels (for example, the margin transaction maintenance rate 30% (below)) and the threshold for the margin transaction maintenance rate (for example, margin transaction maintenance rate 25% (below)) may be described in the program, for example. Alternatively, in order to facilitate changing the setting of the value, it may be stored in a threshold storage means (not shown).

  Further, the maintenance rate inappropriateness determination processing means 25 determines that the loan maintenance rate is equal to or greater than the threshold value for the loan maintenance rate (in this embodiment, “or higher”), or the margin transaction maintenance rate is the margin transaction maintenance When it is determined that the rate is less than or less than the rate threshold (in this embodiment, “below”), the customer is notified that the maintenance rate is inappropriate (that it has deteriorated) and the content of the corresponding process. The process to do is also performed. Specifically, the maintenance rate inappropriateness determination processing means 25 uses the customer's email address stored in association with customer identification information (account number, etc.) in a customer information storage means (not shown) to send an email. Are transmitted to the customer terminal device 50 operated by the customer via the network 1 (to be precise, processing is transmitted to the POP server of the customer managed by the provider with which the customer is contracted). The notification includes, for example, a notice of deterioration of the maintenance ratio such as “the loan maintenance ratio has become 85% or more” and “the margin transaction maintenance ratio has become 25% or less.” Please operate your terminal and follow the procedure to select the designated state to be adopted from the designated states after temporary transfer displayed on the screen. ”,“ Secured based on the optimum judgment result (1) Notification of corresponding processing such as “Category change of category is performed automatically” is included.

  Regarding the loan maintenance rate, when alarm level 1 (for example, loan maintenance rate 70% (or higher)) and alarm level 2 (for example, loan maintenance rate 80% (or higher)) are provided, and for credit transaction maintenance rate, When an alarm level (for example, a margin transaction maintenance rate of 30% (below)) is provided, the maintenance rate inappropriateness determination processing means 25 determines whether or not these levels have been reached. Processing is performed to send a notification to the customer that these levels have been reached by e-mail or the like.

The maintenance rate adjustment processing unit 26 determines that the maintenance rate inappropriateness determination processing unit 25 determines that the loan maintenance rate is equal to or greater than a threshold value for loan maintenance rate (in this embodiment, “or more”), or maintains a credit transaction. Loan for collateral classification of each financial product held by a customer whose maintenance rate is determined to be inappropriate when it is determined that the rate is less than or less than the threshold for margin transaction maintenance rate (in this embodiment, “below”) Temporarily transfer the designation of collateral for margin and the designation of collateral for margin transactions, and the total amount of collateral valuation of each financial instrument provided as collateral for loans for all the designated states after provisional transfer Provisionally calculate the loan maintenance rate and execute the process to temporarily calculate the margin transaction maintenance rate by temporarily calculating the total collateral evaluation value of each financial product provided as collateral for margin transactions It is. For example, as shown in FIG. 5, if Yamato Taro possesses 6 issues of issues A, B, C, D, E, and F, as shown in FIG. 10, all of these 6 issues are used for loans. (1) (see designated state number 1 in FIG. 10), 1 out of 6 stocks is used as collateral for margin transactions, and the rest is used as collateral for loans ( ₆ C ₁ = 6 10 (see designated state numbers 2 to 7 in FIG. 10), when 2 of 6 stocks are used as collateral for margin transactions, and the rest are used as collateral for loans ( ₆ C ₂ = 15). 10 (refer to designated state numbers 8, 9, 10...), When 3 brands out of 6 brands are used as collateral for margin transactions and the rest are used as collateral for loans ( ₆ C ₃ = 20). Specified state numbers 23, 24, 25, 26 ...), 4 of 6 stocks are used as collateral for margin transactions If the rest collateral for loans ₍₆ C ₄ = a 15 ways.), As collateral for the credit transaction to five brands of the six stocks, when the remaining collateral for loans ₍₆ C ₅ = 6 ), There are cases where all of the 6 issues are secured as collateral for margin transactions (one is), so for all these cases, the loan maintenance rate and margin transaction maintenance rate are provisionally calculated. . The provisional calculation method of the loan maintenance rate and the margin transaction maintenance rate is the same as the processing of the maintenance rate calculation processing means 24. In this embodiment, all financial products held by one customer are designated as either collateral for loans or collateral for margin transactions. However, in the present invention, they are designated as any collateral. Maintenance rate adjustment (provisional calculation of loan maintenance rate and margin transaction maintenance rate) may be performed in the presence of financial products that are not to be secured. In this case, financial products that are not designated as any collateral are Financial products that the customer has designated not to be designated, or financial products that the system has automatically decided to remove any designation (a financial product that has been decided to remove any designation in the maintenance ratio adjustment and its Including the case of performing a process of changing the number).

  The maintenance rate adjustment processing means 26 was provided to the designated state after the temporary transfer (financial product identification information and provisional collateral classification for each financial product), the collateral evaluation value for each financial product, and collateral for the loan Customer identification information (account number, etc.) includes the total collateral evaluation value for financial products, the total collateral evaluation value for financial products used as collateral for margin transactions, and the tentatively calculated loan maintenance rate and margin transaction maintenance rate. ) And the storage rate adjustment result storage means 44 (see FIG. 7) in association with the designated state number. Further, the maintenance ratio adjustment processing unit 26 calculates the maximum possible loan amount by multiplying the total amount of the collateral evaluation value of the financial product provided for the collateral for the loan by an excessive amount (for example, 80%). At the same time, by multiplying the total collateral evaluation value of financial products provided as collateral for margin transactions by a certain ratio (for example, 10/3, etc.), the possible amount for margin transactions is calculated, and the calculated extreme loan The possible amount and the margin amount that can be established by margin trading are also stored in the maintenance rate adjustment result storage means 44 (see FIG. 7) in association with the customer identification information (account number or the like) and the designated state number.

  The maintenance rate adjustment result determination processing unit 27 has the loan maintenance rate temporarily calculated by the maintenance rate adjustment processing unit 26 less than or less than the threshold value for the loan maintenance rate (in the present embodiment, it is assumed to be “less than 85%” as an example). In addition, the margin transaction maintenance ratio temporarily calculated by the maintenance ratio adjustment processing unit 26 exceeds or exceeds the threshold value for the margin transaction maintenance ratio (in this embodiment, “25% excess” is taken as an example). A process for determining whether or not a condition (appropriate condition) is satisfied is executed. In addition to the above determination processing, the maintenance rate adjustment result determination processing means 27 also includes processing for determining whether the loan maintenance rate is less than 80% and the margin transaction maintenance rate exceeds 30%. Do. Then, as shown in FIG. 10, the maintenance rate adjustment result determination processing means 27 displays the designated state evaluation result “if the loan maintenance rate is less than 80% and the margin transaction maintenance rate exceeds 30%. ○ ”, but if the loan maintenance rate is less than 85% and the margin transaction maintenance rate is more than 25%, the designated state evaluation result is“ △ ”. If the loan maintenance ratio is 85% or more, or the margin transaction maintenance ratio is 25% or less, the designated state evaluation result is “x”, and these designated state evaluation results are used as customer identification information (account number, etc.). Further, it is stored in the maintenance rate adjustment result storage means 44 (see FIG. 7) in association with the designated state number.

  The optimum designated state determination processing means 28 is the percentage of the loan maintenance ratio with respect to the loan maintenance ratio threshold for all designated states after the provisional transfer that are determined to satisfy the above-mentioned proper condition by the maintenance ratio adjustment result judgment processing means 27. The margin of the margin for the margin transaction maintenance rate for the margin transaction maintenance rate is calculated, and all provisional transfers determined to satisfy the appropriate condition by the maintenance ratio adjustment result judgment processing means 27 are calculated. A process of determining an optimum designated state after the temporary transfer in which both margins are equal or closest to each other is executed from among the designated states thereafter. This determination result is referred to as an optimal determination result (1) (see FIG. 10). In the example of FIG. 7, looking at Yamato Taro's designated state number 24 in the maintenance rate adjustment result storage means 44, the loan maintenance rate is 75.60%, so the margin of percentage relative to the loan maintenance rate threshold value 85% Is 85% -75.60% = 9.4%. On the other hand, since the marginal transaction maintenance rate is 41.28%, the margin of the percentage with respect to the marginal transaction maintenance rate threshold of 25% is 41.28% −25% = 16.28%. Therefore, the difference in percentage margin is 16.28% -9.4% = 6.88%. The calculation process of the percentage margin difference between the loan maintenance rate and the margin transaction maintenance rate is performed for all designated states after provisional transfer for which the designated state evaluation result is “○” or “△”. The designated state after temporary transfer with the smallest difference in percentage margin is determined as the optimum designated state after temporary transfer.

  Further, the optimum designated state determination processing unit 28 divides the customer's loan amount by the loan maintenance rate threshold for all designated states after the provisional transfer determined to satisfy the appropriate condition by the maintenance rate adjustment result determination processing unit 27. And calculate the required collateral value for the customer's loan, and calculate the difference between the required collateral value for the loan and the total collateral value for each of the customer's financial products provided as collateral for the loan, Multiply the margin value of the margin transaction of the customer by the threshold for the margin rate of the margin transaction to calculate the required collateral valuation value for the margin transaction of the customer. The difference between the total collateral evaluation value of each financial product is calculated, and the difference between the two (from the designated state after provisional transfer determined to satisfy the appropriate condition by the maintenance rate adjustment result determination processing means 27 ( The margin of money) is equal Kamada is to execute the process of determining the given condition after optimum temporary transfers which is closest. This determination result is referred to as an optimal determination result (2) (see FIG. 10). For example, the loan amount of Taro Yamato in the loan amount storage means 41 (see FIG. 3) is 4.5 million yen, so this loan amount of 4.5 million is divided by the loan maintenance ratio threshold of 85%, and it is necessary for the customer loan A collateral evaluation value of 529.4 million yen is calculated (see FIG. 10). In the example of FIG. 7, looking at Yamato Taro's designated state number 24 in the maintenance rate adjustment result storage means 44, the total amount of collateral evaluations for each customer's financial products provided for collateral for loans is 595 The difference between the required collateral evaluation value for loans of 529.4 million yen and the total collateral evaluation value of each customer's financial products provided for the collateral for loans (592,000 yen) The margin of money) is 595.2 million yen-529.4 million yen = 65.8 million yen. On the other hand, Taro Yamato's margin transaction amount is 20 million yen in the margin transaction position amount storage means 42 (see FIG. 4). The customer's required collateral evaluation value for margin transactions is calculated at 5 million yen (see FIG. 10). Then, in the example of FIG. 7, looking at Yamato Taro's designated state number 24 in the maintenance rate adjustment result storage means 44, the total amount of collateral evaluation value of each customer's financial product provided for collateral for margin transactions is Because it is 825.6 million yen, the difference between the required collateral evaluation value of 5 million yen for margin transactions and the total collateral evaluation value of each customer's financial products collateralized for margin transactions is 825.6 million yen (Amount of money) is 825.6 million yen-5 million yen = 325.6 million yen. Therefore, the difference in the amount of money is 325.6 million yen-655.8 million yen = 259.8 million yen. Amount of margin for the amount required for the total collateral evaluation value of each financial instrument provided as collateral for such loans and the total collateral evaluation value of each financial product provided as collateral for margin transactions (Difference) Difference calculation processing is performed for all designated states after the provisional transfer where the designated state evaluation result is “○” or “△”. The designated state is determined as the optimum designated state after temporary transfer.

  Furthermore, the optimum designated state determination processing means 28 divides the customer's loan amount by the loan maintenance ratio threshold for all designated states after the provisional transfer determined to satisfy the appropriate condition by the maintenance ratio adjustment result judgment processing means 27. The customer's loan collateral evaluation amount is calculated, and the customer's margin transaction mortgage amount is multiplied by the margin for the margin transaction maintenance rate to calculate the customer's margin transaction collateral evaluation amount. Calculate the ratio between the amount of collateral required for the margin transaction of the customer and the customer who was collateralized for the margin transaction and the total collateral valuation amount of each financial product of the customer collateralized for the loan The ratio of the total collateral evaluation value of each financial product is calculated, and the ratio between the two out of all designated states after provisional transfer determined to satisfy the appropriate condition by the maintenance ratio adjustment result determination processing means 27 Are equal or most Kunar and executes a process of determining the optimum specified state after the temporary transfer. This determination result is referred to as an optimal determination result (3) (see FIG. 10). For example, the loan amount of Taro Yamato in the loan amount storage means 41 (see FIG. 3) is 4.5 million yen, so this loan amount of 4.5 million is divided by the loan maintenance ratio threshold of 85%, and it is necessary for the customer loan A collateral evaluation value of 529.4 million yen is calculated (see FIG. 10). On the other hand, Taro Yamato's margin transaction amount is 20 million yen in the margin transaction position amount storage means 42 (see FIG. 4). The customer's required collateral evaluation value for margin transactions is calculated at 5 million yen (see FIG. 10). Then, a ratio of 1.0588 between the customer's loan collateral evaluation value of 529.4 million yen and the customer's required collateral evaluation value of 5 million yen is calculated. Further, in the example of FIG. 7, looking at Yamato Taro's designated state number 24 in the maintenance rate adjustment result storage means 44, the total amount of collateral evaluations for each customer's financial products provided for collateral for loans is 595 Since the total value of the collateral evaluation value of each customer's financial product provided as collateral for margin transactions is 826,000 yen, the ratio 0.7209 is calculated. Therefore, while the ratio of the required collateral evaluation value is 1.0588, the ratio of the total collateral evaluation value of each financial product is 0.7209. This comparison of the ratio of the required collateral evaluation value and the ratio of the total collateral evaluation value of each financial product is performed after all provisional transfers for which the designated state evaluation result is “○” or “△”. The designated state after the temporary transfer, in which the ratio of the total amount of collateral valuation of each financial product is the closest to the required collateral assessed value ratio of 1.0588 is designated as the optimum designated state after the temporary transfer. judge. In other words, there is a magnitude relationship between the total collateral evaluation value of each customer's financial product provided as collateral for loans and the total collateral evaluation value of each customer's financial product provided as collateral for margin transactions. The designated state after provisional transfer that is proportional to the magnitude relationship between the customer's loan collateral evaluation value and the customer's margin collateral evaluation value is determined to be optimal.

  The collateral classification transfer candidate display processing means 29 includes a plurality of designated states after provisional transfer including all the designated states after provisional transfer that are determined to satisfy the appropriate condition by the maintenance rate adjustment result judgment processing means 27 and evaluation results thereof. In addition, the display data of the designated state selection screen 100 (see FIG. 10, for example, Web screen) indicating the optimum designated state after the temporary transfer obtained by the optimum designated state determination processing unit 28 is used as the maintenance ratio adjustment result storage unit 44. (See FIG. 7), using the data stored in the optimum determination result storage means 45 (see FIG. 6), the loan amount storage means 41 (see FIG. 3), and the margin transaction open interest amount storage means 42 (see FIG. 4). When the appropriate condition is satisfied as shown in FIG. 10 on the screen of the customer terminal device 50 by transmitting the created display data to the customer terminal device 50 via the network. A process that displays a plurality of designated states after provisional transfer including all the designated states after provisional transfer, evaluation results thereof, and the optimum designated state after provisional transfer as selection candidates by the customer. It is.

  The history graph display processing unit 30 has the customer terminal device 50 with respect to a plurality of designated states after provisional transfer including all designated states after provisional transfer that are determined to satisfy the appropriate condition by the maintenance rate adjustment result judgment processing unit 27. Processing for displaying a detailed information screen 200 (for example, a Web screen) including a history graph as shown in FIG. 11 on the screen is executed. Specifically, the history graph display processing means 30 is based on the customer transmitted from the customer terminal device 50 via the network 1 when the customer clicks the “detail” button 136 on the designation state selection screen 100 of FIG. As the detailed information display request signal, the designated state number is received together with the customer identification information (account number, etc.), and the maintenance rate adjustment result storage means 44 (with the received customer identification information (account number, etc.) and the designated state number as keys. Refer to the provisional collateral classification of each financial product in the designated state after provisional transfer corresponding to the designated state number of the customer stored in FIG. 7), and confirm that the provisional collateral classification is collateral for loans. The financial product identification information (brand code, etc.) for each financial product of the customer in which the data to be stored is stored is extracted from the collateral information storage means 43 (see FIG. 5). Using the financial product identification information (brand code, etc.) as a key, the quantity (number of shares) of each financial product of the customer is extracted, and the quantity (number of shares) of each extracted financial product and the market price information storage means 40 (FIG. 2) The latest market price information (unit price) and past market price information (unit price) of each financial product stored in (Ref.) Are multiplied to calculate the evaluation value of each financial product from the past to the present. By multiplying the substitute item (for example, 60%), the collateral evaluation value of each financial product as collateral for the loan from the past to the present is calculated, and this collateral evaluation value is loaned by temporary transfer at each time point Graph data showing the history of the total collateral evaluation value of each customer's financial products provided as collateral for loans by adding up all the financial products of the customer as collateral for the customer To create. At this time, the holding quantity (number of shares) of each financial product uses the current holding quantity (number of shares), not the past holding quantity (number of shares), when multiplying it with the past market price information. Assuming that (number of shares) has continued, the past valuation is calculated. That is, only the market price information is changed. In addition, financial products that have been designated as collateral for mortgages by temporary transfer have been continuously loaned from the past to the present, regardless of which financial products have been designated as collateral for loans at the past. Assuming that it was designated as collateral for collateral, the past collateral valuation amount as collateral for loans of those respective financial products is calculated.

  Further, the history graph display processing means 30 uses the customer identification information (account number etc.) and the specified state number received from the customer terminal device 50 via the network 1 as keys, and the maintenance rate adjustment result storage means 44 (see FIG. 7). Data indicating that the provisional collateral category is collateral for margin transactions with reference to the provisional collateral classification of each financial instrument in the designated state after provisional transfer corresponding to the designated state number of the customer stored in The stored financial product identification information (brand code, etc.) for each financial product of the customer is extracted, and the extracted financial product identification information (brand code, etc.) is stored as a key from the collateral information storage means 43 (see FIG. 5). The number (number of shares) of each financial product of the customer is extracted, and the number (number of shares) of each extracted financial product and the value of each financial product stored in the market price information storage means 40 (see FIG. 2) By multiplying the new market price information (unit price) and the past market price information (unit price), the evaluation value of each financial product from the past to the present is calculated, and further multiplied by a predetermined substitute item (for example, 80%). As a result, the collateral evaluation value of each financial instrument as collateral for margin transactions from the past to the present is calculated, and this collateral evaluation value is used as collateral for margin transactions by temporary transfer at each time point. By summing up all the financial products of the customer, data of a graph indicating the history of the total collateral evaluation value of each financial product of the customer provided as collateral for margin trading is created. At this time, the holding quantity (number of shares) of each financial product uses the current holding quantity (number of shares), not the past holding quantity (number of shares), when multiplying it with the past market price information. Assuming that (number of shares) has continued, the past valuation is calculated. That is, only the market price information is changed. In addition, financial products that have been designated as collateral for margin transactions by temporary transfer continue from the past to the present, regardless of which financial instrument has been designated as collateral for margin transactions at the past. Assuming that it was designated as collateral for margin transactions, the past collateral valuation value as collateral for margin transactions of these financial instruments is calculated.

  Then, the history graph display processing unit 30 generates the graph data indicating both of the generated histories, the maintenance rate adjustment result storage unit 44 (see FIG. 7), the loan amount storage unit 41 (see FIG. 3), and the margin transaction open interest. Using the data stored in the monetary amount storage means 42 (see FIG. 4), display data for the detailed information screen 200 (see FIG. 11) including both history graphs is created. By transmitting to the terminal device 50 via the network, processing for displaying a detailed information screen 200 including a history graph as shown in FIG. 11 on the screen of the customer terminal device 50 is executed.

  The collateral classification transfer processing means 31 selects the selection information of the designated state after the temporary transfer by the customer transmitted from the customer terminal device 50 via the network 1 (selected by the designated state selection unit 137 of the designated state selection screen 100 in FIG. 10). The designated state number for the designated state after temporary transfer is received together with the customer identification information (account number, etc.), and the maintenance ratio adjustment result is stored using the received selection information (designated state number) and customer identification information as keys. The designated state after the temporary transfer selected by the customer is extracted from the means 44 (see FIG. 7), and the collateral information storage means 43 (see FIG. 5) is stored using the extracted designated state after the temporary transfer. The process of changing the collateral classification of each customer's financial product to the designated state after provisional transfer selected by the customer is executed.

  Further, the collateral classification transfer processing means 31 is the case where the selection of the customer received by the collateral classification designation receiving processing means 22 is (c) described above, that is, the optimum determination results (1), (2), (3) (FIG. 10)), if the specified collateral classification is automatically changed, any of the optimum judgment results (1), (2), (3) Automatically change the collateral classification designation for each customer financial product.

  As shown in FIG. 2, the market price information storage unit 40 includes the latest market price information (unit price) and past market price of each financial product acquired from the market price information providing system 60 via the dedicated line 2 by the market price information acquisition processing unit 23. Information (unit price) is accumulated and stored in association with financial product identification information (brand code, etc.).

  As shown in FIG. 3, the loan amount storage means 41 stores a loan amount to a customer in association with customer identification information (account number or the like).

  As shown in FIG. 4, the margin transaction position amount storage means 42 stores the margin transaction position amount of the customer in association with the customer identification information (account number or the like).

  As shown in FIG. 5, the collateral information storage means 43 includes a collateral classification that indicates whether a loan collateral or a credit transaction collateral is designated for each financial product held by the customer. , The number of shares held (number of shares), market price information (unit price), and the value obtained by multiplying the number of shares held (number of shares) by market price information (unit price), customer identification information (account number, etc.) and financial It is stored in association with product identification information (brand code etc.). Here, in the present embodiment, for financial products of the same brand, only one of collateral for loans or collateral for margin transactions can be designated, but the present invention is not limited to this. Even if financial products of the same brand are purchased at different times and have different book values, they are treated as different financial products, and the same brand is both collateral for loans and collateral for credit transactions. May be specified.

  As shown in FIG. 7, the maintenance rate adjustment result storage unit 44 includes a designated state evaluation result (a distinction between “◯”, “Δ”, and “×”) and financial product identification information (brand code, etc.) for each financial product. ) And provisional collateral classification (separate designation of whether to be used as collateral for loans or collateral for margin transactions) Customer identification of the amount, the maximum possible loan amount, the loan maintenance rate, the total collateral evaluation value of the financial products used as collateral for margin transactions, the margin amount available for margin transactions, and the margin transaction retention rate Information (account number, etc.) and designated state identification information (designated state number, etc.) are stored in association with each other.

  As shown in FIG. 6, the optimum determination result storage unit 45 stores the designated state numbers indicating the optimum determination results (1), (2), and (3) obtained by the processing by the optimum designated state determination processing unit 28 as the customer. It is stored in association with identification information (account number or the like).

  In the above, each processing means 21-31 of the processing means 20A of the collateral management server 20 includes the central processing unit (CPU) provided inside the computer main body constituting the collateral management server 20, and the operation procedure of this CPU. It is realized by one or a plurality of programs to be defined.

  The collateral management server 20 is not limited to one realized by one computer or one CPU, and may be realized by performing distributed processing with a plurality of computers or the like.

  Furthermore, each storage means 40 to 45 of the collateral management server 20 is suitably realized by, for example, a hard disk or the like. RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination thereof may be employed.

  The customer terminal device 50 is a terminal device operated by a customer, and is constituted by a computer on which a WWW browser is mounted. For example, an input unit such as a mouse or a keyboard, a display unit such as a liquid crystal display or a CRT display, and a printer, for example. And output means such as a plotter. The customer terminal device 50 may be a mobile device such as a mobile phone (including PHS) and a personal digital assistant (PDA).

  The market price information providing system 60 is a system configured by a computer that provides market price information of each financial product, and may be a market system such as a stock exchange system, a system operated by an information provider, or a securities company's system. It may be an internal system.

  The deposit asset management system 70 is a system configured by a computer that manages information on deposit assets that the securities company deposits with each customer. This deposit asset management system 70 is used to identify the financial product identification information (stock code, etc.) and the quantity (number of shares etc.) of each financial product held by each customer, or in addition to these, the market price of each financial product. Information (unit price) and valuation amount (held quantity x unit price), etc. are stored in association with customer identification information (account number, etc.), and the quantity held (number of shares, etc.) with the purchase and sale of financial products (stocks, etc.) Increase / decrease the value or update the appraisal value as the market value fluctuates.

  The loan management system 80 is a system configured by a computer that performs processing related to a loan such as application for a loan contract (extreme loan contract) and acceptance of a borrowing application (acceptance via the network 1), examination of the contract and borrowing, and the like. It is. The loan management system 80 associates financial product identification information (stock code, etc.) for each financial product (stocks, etc.) used as collateral for loans and loan with each customer with customer identification information (account number, etc.). Is stored in the network, and is connected to the customer terminal device 50 via the network 1 and accepts, from the customer terminal device 50, the specified information on the financial product to be used as collateral for the loan by the customer via the network 1 when the loan is contracted. I do.

  The margin transaction management system 90 is configured by a computer that performs margin transaction processing such as acceptance of a margin transaction contract application (acceptance via the network 1), margin transaction building processing and filling processing (hand closing processing), and the like. System. The margin transaction management system 90 uses the margin value of each customer's margin transaction and financial product identification information (stock code, etc.) for each financial product (stocks, etc.) used as collateral for margin transactions, as customer identification information (account number, etc.). ), And is connected to the customer terminal device 50 via the network 1, and at the time of a credit transaction contract, the financial product to be used as collateral for the credit transaction by the customer via the network 1 from the customer terminal device 50. Processing to accept the specified information is performed.

  In this embodiment, the collateral management system 10 manages collateral for loans and margin transactions as follows.

  In FIG. 8, the linked information acquisition processing means 21 accesses the deposited asset management system 70 via the dedicated line 3, and the deposit asset management system 70 provides information on the deposit assets that the securities company deposits with each customer, that is, each Receives financial product identification information (stock code, etc.) and stock (number of shares, etc.) of financial products such as stocks held by customers together with customer identification information (account number, etc.) and receives the received financial product identification information (brand) Code, etc.) and the quantity held (number of shares, etc.) are associated with customer identification information (account number, etc.) and stored in the collateral information storage means 43 (see FIG. 5) (step S1).

  Subsequently, the linked information acquisition processing means 21 accesses the loan management system 80 via the dedicated line 4, and from the loan management system 80, the loan amount to each customer and each financial product (stock etc.) used as collateral for the loan ) Is received together with the customer identification information (account number, etc.) and the received loan amount of each customer is associated with the customer identification information (see FIG. 3). ), And in correspondence with the received financial product identification information (brand code, etc.), data indicating the collateral for the loan is stored in the collateral classification of the collateral information storage means 43 (see FIG. 5). (Step S2).

  Further, the linked information acquisition processing means 21 accesses the margin transaction management system 90 via the dedicated line 5, and the margin transaction amount of each customer and each financial product used as collateral for margin transactions from the margin transaction management system 90. Receives financial product identification information (stock code, etc.) for (stocks, etc.) together with customer identification information (account number, etc.), and associates each customer's margin transaction amount with the customer identification information. In addition to storing in the storage means 42 (see FIG. 4), the collateral classification of the collateral information storage means 43 (see FIG. 5) corresponds to the received financial product identification information (brand code etc.) with the collateral for the margin transaction. Data indicating the existence is stored (step S3).

  After that, the customer operates the customer terminal device 50 to change the designation of the collateral classification or specify the collateral classification of a new financial product, and to select and input the corresponding processing when the maintenance ratio is inappropriate. When a screen display request is made, the display request signal is transmitted to the collateral management server 20 via the network 1. In the collateral management server 20, when this display request signal is received by the collateral classification designation reception processing means 22, a screen for changing the designation of the collateral classification or designating the collateral classification of a new financial product, and an inappropriate maintenance rate The display data for the screen for performing the selection input of the time handling process is transmitted to the customer terminal device 50 via the network 1.

  When a screen for changing the designation of the collateral classification or designating the collateral classification of a new financial product is displayed on the screen of the customer terminal device 50, the customer has already been performed on this screen. The collateral classification of each financial product is changed, or when a new financial product is created due to the purchase of a financial product, etc., the collateral classification is designated. Further, when a screen for performing selection input of the corresponding processing when the maintenance rate is inappropriate is displayed on the screen of the customer terminal device 50, the customer, for example, (a) maintenance rate adjustment result on this screen All the designated states after provisional transfer determined to satisfy the appropriate condition (condition that both the loan maintenance ratio and the margin transaction maintenance ratio are not inappropriate) by the determination processing means 27 are displayed on the customer terminal device 50, Processing for accepting customer selection from among them, (b) all designated states after provisional transfer determined to satisfy the appropriate conditions, and optimum determination results (1), (2), (3) (see FIG. 10) ) Is displayed on the customer terminal device 50 on the screen, and a process of accepting a customer's selection from this is displayed. (C) Optimal determination results (1), (2), (3) (see FIG. 10) Change of collateral classification designation automatically in any of Make a selection from among the corresponding processing of the processing, and the like to perform. When the input for specifying the collateral category (including changes) and the selection input for the response process when the maintenance rate is inappropriate, the customer's identification information for the collateral category and the selection information for the response process are used to identify the customer. The information (account number and the like) is transmitted to the customer terminal device 50 via the network 1 (step S4). In the collateral management server 20, when the collateral classification designation receiving processing means 22 receives the collateral classification designation information and the selection information of the corresponding process by the customer together with the customer identification information (account number, etc.), the collateral classification designation receiving processing means 22 The collateral information storage means 43 (see FIG. 5) changes the designation of the collateral classification of each customer's financial product, and the response processing selection information is stored in the response processing selection information storage means (not shown). The number is stored in association with the number (step S5).

  Thereafter, the market price information acquisition processing means 23 acquires the market price information (unit price) of each financial product from the market price information providing system 60 through the leased line 2 together with the financial product identification information (brand code, etc.). The (unit price) is stored in the market price information storage means 40 (see FIG. 2) in association with the financial product identification information (brand code, etc.) (step S6).

  Subsequently, the maintenance rate calculation processing unit 24 refers to the collateral classification of each financial product of the customer stored in the collateral information storage unit 43 (see FIG. 5) using the customer identification information about the customer to be processed as a key. Then, from the collateral information storage means 43, the possessed quantity (number of shares, etc.) of the financial product in which the data indicating that the collateral is collateral for the loan is stored is extracted, and the financial product identification information (brand name) about the financial product is extracted. The latest market price information (unit price) of the financial product stored in the market price information storage means 40 (see FIG. 2) is extracted using the code, etc.) as a key. By multiplying the market price information (unit price), the evaluation value of the financial product is calculated. Then, the calculated evaluation amount and the market price information (unit price) used for the calculation are associated with the customer identification information (account number etc.) and the financial product identification information (brand code etc.) in the collateral information storage means 43 (see FIG. 5). Remember me. Furthermore, the maintenance rate calculation processing unit 24 calculates and calculates a collateral evaluation amount as collateral for the loan of the financial product by multiplying the evaluation amount by a predetermined substitute item (for example, 60%). The collateral value of financial products as collateral for loans is totaled for all financial products that are collateral for loans. Then, the customer's loan amount stored in the loan amount storage means 41 (see FIG. 3) is extracted using the customer identification information about the customer to be processed as a key, and the extracted loan amount of the customer is used for the loan. The loan maintenance rate of the customer is calculated by dividing by the total collateral evaluation value of each financial product of the customer provided as collateral (step S7).

  Further, the maintenance rate calculation processing means 24 refers to the collateral classification of each financial product of the customer stored in the collateral information storage means 43 (see FIG. 5) using the customer identification information about the customer to be processed as a key, From the collateral information storage means 43, the possessed quantity (number of shares, etc.) of the financial product in which the data indicating that the collateral classification is collateral for margin trading is extracted, and the financial product identification information (brand name) about the financial product The latest market price information (unit price) of the financial product stored in the market price information storage means 40 (see FIG. 2) is extracted using the code, etc.) as a key. By multiplying the market price information (unit price), the evaluation value of the financial product is calculated. Then, the calculated evaluation amount and the market price information (unit price) used for the calculation are stored in the collateral information storage unit 43 (see FIG. 5). Furthermore, the maintenance rate calculation processing means 24 calculates a collateral evaluation amount as collateral for margin trading of the financial product by multiplying the evaluation amount by a predetermined substitute item (for example, 80%). The collateral evaluation value of the financial product as the collateral for the margin transaction is totaled for all the financial products that are collateral for the margin transaction. Then, using the customer identification information about the customer to be processed as a key, the margin transaction margin amount of the customer stored in the margin transaction position amount storage means 42 (see FIG. 4) is extracted and used as collateral for margin transactions. Then, the total amount of the collateral evaluation value of each financial product of the customer is divided by the extracted margin transaction amount of the customer to calculate the margin transaction maintenance rate of the customer (step S7).

  Subsequently, the loan maintenance rate calculated by the maintenance rate calculation processing unit 24 by the maintenance rate inappropriateness determination processing unit 25 is equal to or more than a predetermined loan maintenance rate threshold (in this embodiment, “more than”). .), And the margin transaction maintenance rate calculated by the maintenance rate calculation processing means 24 is equal to or less than a predetermined threshold value for margin transaction maintenance rate (in the present embodiment, “below”). It is determined whether or not (step S8).

  Here, when the maintenance rate inappropriateness determination processing means 25 does not determine that both the loan maintenance rate and the margin transaction maintenance rate are inappropriate (deteriorating) (step S9), that is, the loan maintenance rate Is less than or less than the threshold for loan maintenance ratio (in this embodiment, “less than”), and the margin trading maintenance ratio exceeds or exceeds the threshold for margin trading maintenance ratio (in this embodiment, “excess”) If it is determined, the process returns to step S6.

  On the other hand, if the maintenance rate inappropriateness determination processing means 25 determines that the loan maintenance rate or the margin transaction maintenance rate is inappropriate (deteriorates) (step S9), that is, the loan maintenance rate is a threshold value for the loan maintenance rate. When it is determined that it is above or above (in this embodiment, “more”), or it is determined that the margin transaction maintenance rate is less than or less than the threshold for margin transaction maintenance rate (“in the present embodiment”) In this case, the maintenance rate improper judgment processing means 25 uses the customer identification information (account number, etc.) as a key from the corresponding processing selection information storage means (not shown) for the handling process when the maintenance rate selected by the customer is inappropriate. Extracting the identification information, using the customer identification information (account number, etc.) as a key, extracting the customer's email address etc. from the customer information storage means (not shown), The management address is used to indicate that the maintenance rate is inappropriate (deteriorates) and the content of the response processing when the maintenance rate is inappropriate (the identification information of the response processing extracted from the response processing selection information storage means not shown) An e-mail or the like for notifying the specified content) is transmitted to the customer terminal device 50 operated by the customer via the network 1 (step S10). Then, the customer causes the customer terminal device 50 to display the notification transmitted by e-mail or the like on the screen and confirm the content (step S11).

  Regarding the loan maintenance rate, when alarm level 1 (for example, loan maintenance rate 70% (or higher)) and alarm level 2 (for example, loan maintenance rate 80% (or higher)) are provided, and for credit transaction maintenance rate, When an alarm level (for example, a margin transaction maintenance rate of 30% (below)) is provided, the maintenance rate inappropriateness determination processing means 25 determines whether or not these levels have been reached. A notification to the customer that these levels have been reached is sent by e-mail or the like.

  Subsequently, the maintenance rate adjustment processing means 26 temporarily transfers the designation of the collateral for the loan and the designation of the collateral for the margin transaction for the collateral classification of each financial product held by the customer whose maintenance rate is determined to be inappropriate, For all the designated states after provisional transfer, the loan maintenance rate is provisionally calculated by provisionally calculating the total collateral evaluation value of each financial product provided as collateral for loans, and collateral for margin transactions. The total amount of the collateral evaluation value of each financial product provided to is provisionally calculated to temporarily calculate the margin transaction maintenance rate (step S12 in FIG. 9).

  Here, the provisional calculation of the loan maintenance rate by the maintenance rate adjustment processing means 26 is performed as follows. First, among the financial products of the customer to be processed stored in the collateral information storage means 43 (see FIG. 5), the collateral information storage is performed for each financial product in which the designation of the collateral classification is temporarily transferred to the designation of collateral for the loan. From the means 43, the evaluation amount of the financial product is extracted. The appraisal value may be recalculated by multiplying the number of shares held (number of shares, etc.) by the market price information (unit price). Next, by multiplying the evaluation value of each financial product temporarily transferred to the designation of collateral for the loan by a predetermined substitute item (for example, 60%), collateral evaluation as collateral for the loan for the financial product The amount is calculated, and the calculated collateral evaluation value of the financial product as the collateral for the loan is totaled for all the financial products that are collateral for the loan by temporary transfer. Then, the customer's loan amount stored in the loan amount storage means (see FIG. 3) is extracted using the customer identification information about the customer to be processed as a key, and the extracted loan amount of the customer is loaned by temporary transfer. The loan maintenance rate of the customer is provisionally calculated by dividing by the total collateral evaluation value of each financial product of the customer, which is regarded as collateral for the customer.

  Further, the provisional calculation of the margin transaction maintenance ratio by the maintenance ratio adjustment processing means 26 is performed as follows. First, among the financial products of the customer to be processed stored in the collateral information storage means 43 (see FIG. 5), the collateral information for each financial product in which the designation of the collateral classification is temporarily transferred to the designation of collateral for margin transactions An evaluation amount of the financial product is extracted from the storage unit 43. The appraisal value may be recalculated by multiplying the number of shares held (number of shares, etc.) by the market price information (unit price). Next, by multiplying the evaluation value of each financial product temporarily transferred to the designation of collateral for margin trading by a predetermined substitute item (for example, 80%), as collateral for margin trading for the financial product The collateral evaluation value is calculated, and the calculated collateral evaluation value of the financial product as the collateral for the margin transaction is totaled for all the financial products that are collateral for the margin transaction by temporary transfer. Then, using the customer identification information about the customer to be processed as a key, the margin transaction amount of the customer stored in the margin transaction amount storage means (see FIG. 4) is extracted, and the collateral for margin transaction can be obtained by temporary transfer. By dividing the total collateral evaluation value of each financial product of the customer by the extracted margin transaction amount of the customer, the margin transaction maintenance rate of the customer is provisionally calculated.

  The maintenance rate adjustment processing means 26 then designates the designated state after the temporary transfer (financial product identification information and temporary collateral classification for each financial product), the collateral evaluation value for each financial product, and collateral for the loan by temporary transfer. The total amount of collateral valuation of the financial products offered, the total amount of collateral valuation of the financial products used as collateral for margin transactions by temporary transfer, and the provisionally calculated loan maintenance rate and margin transaction maintenance rate It is stored in the maintenance rate adjustment result storage means 44 (see FIG. 7) in association with the identification information (account number, etc.) and the designated state identification information (designated state number, etc. automatically assigned by the system). In addition, the retention rate adjustment processing means 26 multiplies the total collateral evaluation value of the financial products provided for collateral for the loan by temporary transfer by an extremely large amount (for example, 80%, etc.), so that the maximum possible loan amount Calculate the possible amount for margin transactions by multiplying the total collateral evaluation value of financial products provided for collateral for margin transactions by temporary transfer by a certain ratio (for example, 10/3, etc.) In addition, the calculated extreme loan possible amount and margin transaction possible amount are also stored in association with customer identification information (account number, etc.) and designated state identification information (designated state number, etc. automatically assigned by the system). The information is stored in the means 44 (see FIG. 7).

  Then, the maintenance ratio adjustment result judgment processing means 27 calculates the provisionally calculated loan maintenance ratio for all designated states after the provisional transfer for which the maintenance ratio adjustment processing means 26 temporarily calculates the loan maintenance ratio and the margin transaction maintenance ratio It is less than or equal to the maintenance rate threshold (in this embodiment, “less than 85%” as an example), and the temporarily calculated margin transaction maintenance rate exceeds or exceeds the threshold for margin transaction maintenance (this implementation In the embodiment, it is determined whether or not a condition (appropriate condition) of “25% excess” is satisfied as an example (step S13).

  In addition to the above determination processing, the maintenance rate adjustment result determination processing means 27 also determines whether the loan maintenance rate is less than 80% and the margin transaction maintenance rate exceeds 30%. Do. Then, as shown in FIG. 10, the maintenance rate adjustment result determination processing unit 27 determines that the designated state evaluation result is “if the loan maintenance rate is less than 80% and the margin transaction maintenance rate exceeds 30%. ○ ”, but if the loan maintenance rate is less than 85% and the margin transaction maintenance rate is more than 25%, the designated state evaluation result is“ △ ”. If the loan maintenance ratio is 85% or more, or the margin transaction maintenance ratio is 25% or less, the designated state evaluation result is “x”, and these designated state evaluation results are used as customer identification information (account number, etc.). Further, it is stored in the maintenance ratio adjustment result storage means 44 (see FIG. 7) in association with the specified state identification information (such as a specified state number automatically assigned by the system). For the original designated state before temporary transfer, “(×)” is stored in the designated state evaluation result (see designated state number 23 in FIG. 7).

  Subsequently, the optimum designation state determination processing means 28 causes the loan amount storage means 41 (see FIG. 3), the margin transaction position amount storage means 42 (see FIG. 4), and the maintenance rate adjustment result storage means 44 (see FIG. 7). Using the stored data, the maintenance rate adjustment result determination processing unit 27 determines the optimum post-temporary transfer by three methods from among all the specified states after the temporary transfer determined to satisfy the appropriate condition. The designated state is determined (step S14). Then, the optimum designated state determination processing means 28 obtains the designated state identification information (designated state number and the like) indicating the optimum judgment results (1), (2), and (3) obtained by the three methods as customer identification information. It is stored in the optimum determination result storage means 45 (see FIG. 6) in association with (account number or the like).

  Thereafter, since the customer has received the notification in step S11 in FIG. 8 described above, the customer operates the customer terminal device 50, and the evaluation results and the optimum determination results (1), (2) of the designated state after a plurality of temporary transfers. When a display request for the designated state selection screen 100 (see FIG. 10) shown in FIG. In the collateral management server 20, when this display request signal is received, the collateral classification transfer candidate display processing unit 29 displays all designated states after temporary transfer that are determined to satisfy the appropriate condition by the maintenance rate adjustment result determination processing unit 27. A plurality of designated states after provisional transfer and evaluation results thereof, and a display of a designated state selection screen 100 (see FIG. 10) showing the optimum designated state after provisional transfer obtained by the optimum designated state determination processing means 28 The data includes the maintenance rate adjustment result storage means 44 (see FIG. 7), the optimum determination result storage means 45 (see FIG. 6), the loan amount storage means 41 (see FIG. 3), and the margin transaction open interest amount storage means 42 (FIG. 4). The created display data is transmitted to the customer terminal device 50 via the network (step S15). Then, a designation state selection screen 100 as shown in FIG. 10 is displayed on the screen of the customer terminal device 50 (step S16).

  In FIG. 10, the designated state selection screen 100 includes a customer name display unit 101, an account number display unit 102, a date display unit 103, a loan amount display unit 110 that displays the loan amount of a loan, and an alarm level 1 ( Loan maintenance rate 70% or higher) To avoid the loan maintenance rate 70% required collateral evaluation value display unit 111 for displaying the collateral evaluation amount necessary to avoid the loan level and the alarm level 2 (loan maintenance rate 80% or higher) Loan maintenance rate to display necessary collateral evaluation amount 80% required collateral evaluation amount display section 112 and loan maintenance rate to display collateral evaluation amount necessary to avoid transfer of collateral classification (loan maintenance rate of 85% or more) Necessary to avoid 85% required collateral evaluation amount display unit 113, margin transaction position amount display unit 120 for displaying margin transaction position amount, and alarm (remaining margin transaction rate 30% or less) Margin transaction maintenance rate 30% required collateral evaluation amount display section 121 that displays the valuation value and collateral maintenance display that displays the collateral evaluation amount necessary to avoid the transfer of collateral classification (margin transaction maintenance rate 25% or less) A 25% rate required collateral evaluation amount display unit 122 is provided. Among these, the display of the loan amount display unit 110 and each of the display units 111 to 113 is performed using the data stored in the loan amount storage means 41 (see FIG. 3), and the margin transaction amount display unit 120 and each display. The parts 121 and 122 are displayed using data stored in the margin transaction open interest amount storage means 42 (see FIG. 4).

  In addition, the designated state selection screen 100 is provided with a maintenance rate adjustment result display unit 130 that displays the adjustment result by the maintenance rate adjustment processing means 26. The maintenance rate adjustment result display unit 130 includes a designated state after temporary transfer. A designated state number display unit 131 for displaying a designated state number which is designated state identification information for identifying the designated state, a designated state evaluation result display unit 132, and a designated state after temporary transfer display unit for displaying a designated state after temporary transfer. 133, a loan maintenance rate display unit 134, a margin transaction maintenance rate display unit 135, a plurality of “details” buttons 136 for displaying detailed information including a history graph of each specified state, and a selection of each specified state A designated state selection unit 137 including a plurality of check boxes is provided. The display of each display part 131-135 of the maintenance factor adjustment result display part 130 is performed using the data memorize | stored in the maintenance factor adjustment result memory | storage means 44 (refer FIG. 7).

  Further, the designated state selection screen 100 is provided with an optimum determination result display unit 140 indicating the optimum designated state after temporary transfer obtained by three methods, and this optimum decision result display unit 140 includes (1 ) Optimal determination result for displaying the designated state number indicating the optimal determination result in the case where the percentage margin is made equal to the maintenance rate (1) Display unit 141 and (2) The amount of margin for the total amount of collateral evaluation amount Optimum determination result (2) for displaying the specified state number indicating the optimal determination result when equalizing (2) Display unit 142, and (3) The specified state indicating the optimal determination result when the total amount of collateral evaluation amount is proportional to the required amount An optimum determination result (3) display unit 143 for displaying a number is provided. The display of each display part 141-143 of the optimal determination result display part 140 is performed using the data memorize | stored in the optimal determination result memory | storage means 45 (refer FIG. 6).

  In addition, the designation state selection screen 100 is provided with a “send” button 150 for transmitting selection information in the designation state selection unit 137 of the maintenance ratio adjustment result display unit 130 to the collateral management server 20 via the network 1. It has been.

  Then, when the customer clicks the “detail” button 136 in the designated state after the temporary replacement in the maintenance ratio adjustment result display unit 130 on the designated state selection screen 100 in FIG. 10, the detailed information including the history graph is displayed. A request signal (including a specified state number and customer identification information) is transmitted to the collateral management server 20 via the network 1. When the collateral management server 20 receives this display request signal, the history graph display processing means 30 causes the maintenance rate adjustment result storage means 44 (see FIG. 7), collateral information storage means 43 (see FIG. 5), market price information storage means. A history graph as shown in FIG. 11 is included using data stored in 40 (see FIG. 2), loan amount storage means 41 (see FIG. 3), and margin transaction open interest amount storage means 42 (see FIG. 4). Display data for the detailed information screen 200 is created, and the created display data is transmitted to the customer terminal device 50 via the network 1 (step S17). Then, a detailed information screen 200 including a history graph as shown in FIG. 11 is displayed on the screen of the customer terminal device 50 (step S18).

  In FIG. 11, the detailed information screen 200 includes a designated state number display unit 201 that displays a designated state number corresponding to the “detail” button 136 clicked by the customer, and a financial product that is secured as a loan by temporary transfer. Loan collateral display unit 210 for displaying the brand name of the loan, and loan collateral evaluation total amount present value display unit for displaying the total amount of the current collateral evaluation value of each financial product that is collateral for the loan by temporary transfer 211, Loan available amount display unit 212, Loan collateral that displays a history graph from the past to the present about the total collateral evaluation value of each financial product that is collateral for loans by temporary transfer A total evaluation amount history graph display unit 220 is provided. The display of each display part 210-212 is performed using the data memorize | stored in the maintenance factor adjustment result memory | storage means 44 (refer FIG. 7).

  The loan collateral evaluation total amount history graph display unit 220 shows the loan collateral evaluation total amount history graph 221 and the collateral evaluation amount necessary for avoiding the alarm level 1 (the loan maintenance ratio is 70% or more). Loan maintenance rate 70% required collateral evaluation value line 222, loan maintenance rate 80% required collateral evaluation value line 223 indicating the collateral evaluation amount necessary to avoid alarm level 2 (loan maintenance rate 80% or more), and collateral A loan maintenance rate 85% required collateral evaluation value line 224 indicating a collateral evaluation value necessary for avoiding the transfer of the category (the loan maintenance rate of 85% or more) is displayed. Among these, the display of the loan collateral evaluation total amount history graph 221 is the maintenance rate adjustment result storage means 44 (see FIG. 7), the collateral information storage means 43 (see FIG. 5), and the market price information storage means 40 (FIG. 2). (Refer to FIG. 3), and the lines 222, 223, and 224 are displayed using the data stored in the loan amount storage means 41 (see FIG. 3).

  Further, in the detailed information screen 200, the collateral display section 230 for the credit transaction that displays the brand of the financial product that is collateral for the margin transaction by the temporary transfer, and each collateral for the margin transaction by the temporary transfer. Margin transaction collateral evaluation total amount present value display unit 231 that displays the total amount of collateral evaluation amount of financial products, margin transaction possible amount display unit 232, and tentative transfer as collateral for margin transactions 10 for displaying the total amount of collateral evaluation value of each financial product from the past to the present, and returning to the designated state selection screen 100 in FIG. A “return” button 250 is provided. Each of the display units 230 to 232 is displayed using data stored in the maintenance factor adjustment result storage unit 44 (see FIG. 7).

  The margin transaction collateral evaluation total amount history graph display unit 240 includes a margin transaction collateral evaluation total amount history graph 241 and a collateral evaluation amount necessary for avoiding an alarm (a margin transaction maintenance rate of 30% or less). 30% required collateral evaluation amount line 242 to indicate and collateral classification transfer (credit transaction maintenance rate 25% or less) to avoid collateral evaluation amount required margin transaction maintenance rate 25% required collateral evaluation amount Line 243 is displayed. Among these, the display of the collateral evaluation total amount history graph 241 for the margin transaction includes the maintenance rate adjustment result storage unit 44 (see FIG. 7), the collateral information storage unit 43 (see FIG. 5), and the market price information storage unit 40 (see FIG. 2), and the lines 242 and 243 are displayed using the data stored in the margin transaction position amount storage means 42 (see FIG. 4).

  Then, the detailed information including the history graph is confirmed on the detailed information screen 200 in FIG. 11, or various optimum determination results (1), (2), (3), etc. displayed on the designated state selection screen 100 in FIG. After confirming the information, on the designation state selection screen 100 in FIG. 10, the customer checks one of the designation state selection units 137 in the maintenance rate adjustment result display unit 130 and selects the designation state after provisional transfer. When the “Send” button 150 is clicked, the designated state number indicating the designated state after the temporary transfer is sent to the collateral management server 20 via the network 1 together with the customer identification information (account number, etc.) (step S19). .

  In the collateral management server 20, when the collateral classification transfer processing means 31 receives the specified state number transmitted from the customer terminal device 50 via the network 1 together with the customer identification information (account number, etc.) (step S20), the received Using the designated state number and customer identification information as keys, the designated state after the temporary transfer selected by the customer from the maintenance rate adjustment result storage means 44 (see FIG. 7) (financial product identification information (brand code) for each financial product) (Temporary collateral classification) is extracted, and using the extracted designation state after temporary transfer, the collateral classification designation of each customer's financial product stored in the collateral information storage means 43 (see FIG. 5) It changes to the designated state after temporary transfer selected by (step S21).

  In addition, when the collateral classification transfer processing means 31 determines that the loan maintenance rate or the margin transaction maintenance rate is inappropriate from the corresponding processing selection information storage means (not shown) using the customer identification information (account number or the like) as a key The customer's selection information (customer selection information received by the collateral classification designation receiving processing means 22) regarding the corresponding processing is extracted. Then, in the case of (c) described above, that is, the handling process selected by the customer, that is, the collateral classification is automatically performed in any of the optimum determination results (1), (2), (3) (see FIG. 10). In the case of the process of changing the designation, the designated state indicating the optimum judgment results (1), (2), (3) from the optimum judgment result storage means 45 (see FIG. 6) according to the selection information of the customer One of the numbers is extracted, and the designated state after each temporary transfer (each financial product) from the maintenance ratio adjustment result storage unit 44 (see FIG. 7) using the extracted designated state number and the customer identification information of the customer as a key. For each of the customers stored in the collateral information storage means 43 (see FIG. 5) using the extracted designated state after the temporary transfer. Automatic determination of collateral classification for financial products To change to the optimum specified state after the temporary transfer.

  According to this embodiment, there are the following effects. That is, the collateral management system 10 includes the loan amount storage means 41, the margin transaction open interest amount storage means 42, the collateral information storage means 43, the market price information acquisition processing means 23, the maintenance rate calculation processing means 24, and the maintenance rate inappropriateness determination processing means 25. Since the maintenance rate adjustment processing means 26, the maintenance rate adjustment result judgment processing means 27, and the collateral classification transfer processing means 31 are provided, the market value of the financial product to be collateral is lowered and the collateral evaluation value is lowered, When the loan maintenance rate or margin transaction maintenance rate deteriorates due to the sale of financial products to be sold or the increase in the loan amount or the margin value of the margin transaction, the collateral classification for each financial product The loan retention rate and the margin transaction maintenance rate can be adjusted by transferring the collateral designation and the collateral designation for the margin transaction. It can be kept. For this reason, it is possible to provide both a loan service and a margin transaction service to one customer using the financial products held by the customer as collateral, and to improve customer satisfaction.

  For example, as shown in FIG. 12, the loan amount is 4.5 million yen, the margin transaction open interest amount is 20 million yen, and these do not fluctuate, and the issues A, B, C, D, E, Consider a case where the market price information (unit price) of F changes from a value as of April 9, 2007 to a value as of May 9, 2007, one month later. The values of the market price information (unit price) of the brands A, B, C, D, E, and F at these times correspond to the numerical examples shown in the market price information storage means 40 of FIG. As of April 9, 2007, the maximum possible loan amount is 4,939,200 yen, which exceeds the actual loan amount of 4.5 million yen, and the margin available for margin transactions is 28,666. , 667 yen, which exceeds the actual margin trading amount of 20 million yen, so there is no problem. However, as of May 9, 2007, one month later, the stocks (numbers) of stocks A, B, C, D, E, and F have not changed, but there is a change in the market value, so a margin transaction can be established. The amount increased to 31,066,667 yen, which exceeded the actual margin trading amount of 20 million yen, but the maximum possible loan amount decreased to 4,123,200 yen. The loan amount fell below 4.5 million yen. This state corresponds to the designated state number 23 (the designated state evaluation result is “(x)”) in FIGS. 7 and 10. Therefore, while holding the holding quantity (number of shares) and market price information (unit price) as of May 9, 2007, the brand C is transferred from collateral for margin transactions to collateral for loans, and brand D is used for loans. By transferring from collateral to collateral for margin transactions, the maximum possible loan amount will increase to 4,761,600 yen, and the actual loan amount will exceed 4.5 million yen. The amount is 27,520,000 yen, and it is possible to maintain a state exceeding the actual margin trading amount of 20 million yen. This state corresponds to the designated state number 24 (the designated state evaluation result is “◯”) in FIGS. 7, 10, and 11. Therefore, the loan maintenance rate and the margin transaction maintenance rate can be maintained at appropriate values by performing the transfer adjustment of the collateral classification. Note that the loan maintenance rate threshold and the margin transaction maintenance rate threshold for determining that the loan maintenance rate and the margin transaction maintenance rate are inappropriate by the maintenance rate improper judgment processing means 25 are the maximum possible loan amount and the margin transaction. It is not necessary to correspond to the possible amount of construction, and in this embodiment, the threshold is more gradual than the maximum amount that can be lent or the amount of margin transaction. In other words, in the present embodiment, even if the maximum possible loan amount is less than the actual loan amount, the improper judgment by the maintenance ratio improper judgment processing means 25 is not made immediately, and only the alarm level 2 is reached. In addition, even if the margin available for margin trading falls below the actual margin amount for margin trading, the improper judgment by the maintenance ratio improper judgment processing means 25 is not made immediately, and only reaches the alarm level. On the other hand, unlike the present embodiment, the threshold for loan maintenance rate and the threshold for margin transaction maintenance rate may be made to correspond to the maximum possible loan amount and the possible margin amount for margin transaction.

  In addition, since the collateral management system 10 includes the collateral classification transfer candidate display processing unit 29, a plurality of temporary transfers including a specified state after all the temporary transfers that are determined to satisfy the appropriate condition are performed. The designated state after the transfer can be displayed on the screen of the customer terminal device 50, and the customer can select the designated state after the temporary transfer from among them. For this reason, by giving an appropriate option to the customer, both the loan maintenance rate and the margin transaction maintenance rate can be maintained at appropriate values while incorporating the customer's intention.

  Furthermore, since the collateral management system 10 includes the optimum designated state determination processing means 28, when the loan maintenance rate or the margin transaction maintenance rate deteriorates, the collateral classification is changed to the optimum designated state after temporary transfer. Can be done automatically. For this reason, the trouble of a customer's change procedure and the trouble of the judgment in that case can be reduced. Moreover, since the optimal designated state determination processing means 28 can obtain the optimal determination results (1), (2), (3) by three methods, even when the collateral classification is automatically changed, Since the customer can select in advance which optimum determination result is used for automatic change, the customer's degree of freedom of selection can be improved.

  And since the collateral management system 10 is provided with the optimal designation | designated state determination processing means 28, all the collateral classification transfer candidate display processing means 29 determined that the maintenance rate adjustment result determination processing means 27 satisfied the proper condition. The designation state after provisional transfer and the optimum designation state after provisional transfer obtained by the optimum designation state determination processing means 28 can be displayed on the screen of the customer terminal device 50 as selection candidates by the customer. For this reason, by providing customers with appropriate options including presenting the judgment result of the designated state after provisional transfer that is optimal as a more advanced judgment material, the loan maintenance rate is taken into account while incorporating customer intentions. Both the margin trading maintenance rate and the margin trading maintenance rate can be maintained at appropriate values. Moreover, since the optimal designation | designated state determination process means 28 can obtain | require optimal determination results (1), (2), (3) by three kinds of methods, instead of automatically changing the collateral classification, Even when a customer's selection is accepted for the designated state after temporary transfer used for changing the collateral classification, more useful judgment materials can be presented to the customer.

  Moreover, since the collateral management system 10 includes the history graph display processing means 30, a plurality of temporary states including all designated states after temporary transfer that are determined to satisfy the appropriate condition by the maintenance rate adjustment result determination processing means 27. A graph showing the history of the total collateral evaluation value of each financial product provided as collateral for loans and the total collateral evaluation value of each financial product provided as collateral for margin transactions for the designated state after transfer A graph indicating the history of the forehead can be displayed on the screen of the customer terminal device 50. For this reason, the customer can make a decision for selection while referring to the graph showing the history when performing the selection work from the designated state after the temporary transfer displayed on the screen. On the other hand, more advanced judgment materials can be presented. For example, for a designated state after a provisional transfer with a certain designated state number, if it is a combination of financial products as collateral for such loans, or a combination of financial products as collateral for such margin transactions, A combination that lacks stability because the total collateral evaluation value of each financial product used as collateral for loans or the total collateral evaluation value of each financial product used as collateral for margin transactions tends to fluctuate greatly. It is possible to grasp a certain situation, or it can be predicted that the loan maintenance rate or the credit transaction maintenance rate will be improperly soon although the current condition is satisfied.

  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.

  For example, the collateral management system 10 of the embodiment accesses the deposit asset management system 70, the loan management system 80, and the margin transaction management system 90 by the cooperation information acquisition processing means 21 of the collateral management server 20, and these systems 70 , 80, 90 to obtain various types of linkage information via dedicated lines 3, 4, 5, but the collateral management system of the present invention is not limited to such a configuration. The management server 20 may be a system in which the deposit asset management system 70, the loan management system 80, and the margin transaction management system 90 are all or partly integrated.

  Moreover, in the said embodiment, as shown in FIG. 10, the optimal designation | designated state determination process means 28 is the three types of methods, (1) The optimal determination result in the case of making the percentage margin equal about a maintenance rate, ( 2) It is configured to obtain an optimum determination result when the margin of money amount is equal for the total amount of collateral evaluation value, and (3) an optimal determination result when the total amount of collateral evaluation amount is proportional to the required amount. However, instead of or in addition to these optimum determination processes, the following optimum determination process may be performed. That is, the optimum designated state determination processing means of the present invention includes a plurality of designated states after temporary transfer including all designated states after temporary transfer that are determined to satisfy the appropriate condition by the maintenance ratio adjustment result determination processing means 27. From the collateral information storage means 43 (see FIG. 5), the holding quantity (number of shares, etc.) of each customer's financial product, which is collateral for the loan by temporary transfer, is extracted, and the holding quantity (number of shares, etc.) of each extracted financial product ) And the latest market price information (unit price) and past market price information (unit price) of each financial product stored in the market price information storage means 40 (see FIG. 2), and are used as collateral for loans by temporary transfer. The distribution or standard deviation of the historical data of the total collateral evaluation value of each customer's financial product is calculated, and the collateral information storage means (see Fig. 5) is used as collateral for margin transactions by temporary transfer Each customer The possessed quantity (number of shares, etc.) of the financial product is extracted, and the extracted possessed quantity (number of shares, etc.) of each financial product, and the latest market price information of each financial product stored in the market price information storage means 40 (see FIG. 2) ( Unit price) and past market price information (unit price), calculate the variance or standard deviation of the historical data of the total collateral evaluation value of each customer's financial product that is collateralized for margin transactions by temporary transfer In addition, it is possible to determine an optimum designated state after temporary transfer that minimizes the sum of both variances or the sum of both standard deviations. The method of calculating history data (data at each time point from the past to the present) is the same as that for creating history graph data by the history graph display processing means 30. In such a configuration, there is little variation in the total collateral evaluation value of each financial product used as collateral for loans and the total collateral evaluation value of each financial product used as collateral for margin transactions. The combination of financial products (a combination of financial products used as collateral for loans and a combination of financial products used as collateral for margin transactions) can be selected. It can be made difficult to occur. However, a certain degree of margin is secured for both the loan retention rate and the margin transaction retention rate, or the total collateral evaluation value for the collateral for the loan and the collateral evaluation value for the collateral for the margin transaction It is premised that a certain amount of margin is secured for both of the total amounts.

  Furthermore, in the collateral management system 10 of the above-described embodiment, when the “details” button 136 is clicked on the designated state selection screen 100 of FIG. Although it was configured to be presented at 200, the presentation of the maximum possible loan amount and the margin available for credit transactions is not only presented in this form, but for example, for customers who are trading online It is displayed when a customer who does not have a loan or a customer who does not perform a margin transaction operates the customer terminal device 50 and accesses the homepage of a securities company that keeps the financial product of the customer. Also good. In this case, an extremely loanable amount display processing means and a margin transaction possible amount display processing means are provided, and an extremely loanable amount and a margin transaction possible amount are displayed on the screen of the customer terminal device 50 as follows. Can be made. First, using the customer identification information (account number, etc.) entered by the customer as a key, the collateral information storage means 43 (see FIG. 5) can designate each collateral for the loan among the financial products held by the customer. The evaluation value of each financial product (financial product for which no collateral classification is designated) that can be designated as a financial product or margin collateral for a margin transaction is extracted. The collateral information storage means 43 (see FIG. 5) is used to extract the number of shares (number of shares, etc.) and multiplied by the latest market price information (unit price) stored in the market price information storage means 40 (see FIG. 2). May be. Next, multiply the valuation amount by a substitute item (for example, 60% for collateral for loans and 80% for collateral for credit transactions), thereby evaluating the collateral value as collateral for loans or credit transactions Calculate the collateral evaluation value as collateral for use. Furthermore, if there are multiple financial products that can be designated as collateral for loans or financial products that can be designated as collateral for margin transactions, the collateral evaluation values for these multiple financial products are totaled, The total collateral evaluation value of each financial product as collateral for loans or the total collateral evaluation value of each financial product as collateral for margin transactions is calculated. Then, by using the extremely lending possible amount display processing means, the extremely lending possible amount is calculated by multiplying the total amount of the collateral evaluation value of each financial product as collateral for the loan by an excessive amount (for example, 80%), or Margin transaction denominated amount display processing means calculates the margin for denominated margin transactions by multiplying the total collateral evaluation value of each financial product as collateral for margin transactions by a certain ratio (for example, 10/3). The display data of the calculated maximum possible loan amount and the possible margin for credit transaction is transmitted to the customer terminal device 50 via the network 1.

  When such an extremely lending possible amount display processing means is provided, even a customer who does not have a loan account knows his or her maximum lending possible amount, so a loan that does not know the existence of a securities-backed loan You can make contract customers think, “I can borrow so much,” which leads to the acquisition of potential customers, and even loan contract customers who have signed a loan but have not yet borrowed You can show the maximum possible loan amount without going to the site, making you aware of the existence of loan services. The same applies to the case where a margin transaction denominated amount display processing means is provided, and even customers who do not have a margin transaction account can know their own margin transaction denominated amount, On the other hand, it can be thought that “I can build a margin transaction so much”, which leads to the capture of potential customers, and also to margin transaction contract customers without going to the margin transaction site. The possible amount can be shown, and the existence of a margin transaction service can be made conscious.

  As described above, the collateral management system, the method and the program of the present invention are used when, for example, a customer forms a loan and performs a credit transaction using financial products such as securities held by the customer as collateral. Is suitable.

1 is an overall configuration diagram of a collateral management system according to an embodiment of the present invention. The block diagram of the market price information storage means of the embodiment. The block diagram of the loan amount memory | storage means of the said embodiment. The block diagram of the margin transaction open interest amount memory | storage means of the said embodiment. The block diagram of the collateral information storage means of the embodiment. The block diagram of the optimal determination result memory | storage means of the said embodiment. The block diagram of the maintenance factor adjustment result memory | storage means of the said embodiment. The figure of the flowchart which shows the flow (the 1) of management of the security | security for loans and margin transactions in the said embodiment. The figure of the flowchart which shows the flow (the 2) of management of the security | security for loans and margin transactions in the said embodiment. The illustration figure of the designation | designated state selection screen of the said embodiment. The illustration figure of the detailed information screen containing the graph which shows the log | history of the said embodiment. Explanatory drawing of the adjustment process of the maintenance factor of the said embodiment.

Explanation of symbols

1 Network 10 Collateral Management System 20 Collateral Management Server 23 Market Value Information Acquisition Processing Unit 24 Maintenance Rate Calculation Processing Unit 25 Maintenance Rate Inappropriate Judgment Processing Unit 26 Maintenance Rate Adjustment Processing Unit 27 Maintenance Rate Adjustment Result Determination Processing Unit 28 Optimal Designated State Determination Processing Means 29 Collateral classification transfer candidate display processing means 30 History graph display processing means 31 Collateral classification transfer processing means 40 Market value information storage means 41 Loan amount storage means 42 Margin transaction amount storage means 43 Collateral information storage means 50 Customer terminal device 60 Market price information Provision system

Claims (13)

A collateral management system comprising a computer that executes processing for managing a customer's financial products to be provided as collateral,
A loan amount storage means for storing a loan amount to a customer in association with customer identification information;
A margin transaction open interest amount storage means for storing a margin transaction margin amount of a customer in association with the customer identification information;
Associating with the customer identification information a collateral category that indicates whether the amount held by each customer's financial instruments and whether each of these financial instruments is provided as collateral for loans or as collateral for margin transactions Collateral information storage means for storing
Market price information acquisition processing means for executing processing for acquiring market price information of each financial product from the market price information providing system;
Using the customer identification information as a key, with reference to the collateral classification stored in the collateral information storage means, extract the possession quantity of each customer's financial products provided for collateral for loans from the collateral information storage means, Using the extracted quantity of each financial product and the market price information of each financial product acquired by the market price information acquisition processing means, Calculate the total amount, extract the loan amount of the customer stored in the loan amount storage means using the customer identification information as a key, and use the extracted loan amount of the customer as collateral for loans The customer's loan maintenance rate is calculated by dividing by the total collateral evaluation value of each financial product of the customer, and the collateral stored in the collateral information storage means using the customer identification information as a key The amount of each financial product held by the customer, which is used as collateral for margin transactions, is extracted from the collateral information storage means with reference to the collateral information storage means, Using the acquired market price information of each financial product, the total collateral evaluation value of each customer's financial product provided for collateral for credit transactions is calculated, and the credit identification The margin trading amount of the customer stored in the trading position amount storage means is extracted, and the total amount of the collateral evaluation value of each customer's financial product provided for collateral for margin trading is extracted. By dividing by the margin transaction open interest amount, a maintenance rate calculation processing means for executing a process of calculating the margin transaction maintenance rate of the customer;
It is determined whether or not the loan maintenance rate calculated by the maintenance rate calculation processing means is greater than or equal to a predetermined loan maintenance rate threshold and the credit transaction maintenance calculated by the maintenance rate calculation processing means Maintenance rate improper judgment processing means for executing processing for judging whether the rate is equal to or less than a predetermined threshold value for margin transaction maintenance rate;
When it is determined by the maintenance rate inappropriateness determination processing means that the loan maintenance rate is equal to or greater than or exceeding the threshold value for the loan maintenance rate, or the margin transaction maintenance rate is equal to or less than the threshold value for the margin transaction maintenance rate If it is determined, the collateral designation for the loan and the collateral for the margin transaction are temporarily transferred for the collateral classification of at least one financial product, and the designated state after the provisional transfer is provided as collateral for the loan. Tentatively calculate the total collateral evaluation value of each financial product and tentatively calculate the loan maintenance rate, and tentatively calculate the total collateral evaluation value of each financial product provided as collateral for margin transactions Maintenance rate adjustment processing means for executing a process of temporarily calculating the margin transaction maintenance rate;
The loan maintenance ratio temporarily calculated by the maintenance ratio adjustment processing means is less than or less than the threshold for loan maintenance ratio, and the margin transaction maintenance ratio temporarily calculated by the maintenance ratio adjustment processing means is the credit transaction. Maintenance rate adjustment result determination processing means for executing processing for determining whether or not the condition that the maintenance rate threshold is exceeded or exceeded is satisfied,
When it is determined by the maintenance rate adjustment result determination processing means that the condition is satisfied, the collateral classification stored in the collateral information storage means is changed to a designated state after provisional transfer that satisfies the condition. A collateral management system comprising: a collateral classification transfer processing means. The maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each financial product of the customer, and after the plurality of provisional transfers For the designated state, the provisional value of the collateral evaluation value of each financial instrument provided as collateral for the loan is provisionally calculated to calculate the loan maintenance ratio, and each financial product provided as collateral for margin transactions And the provisional calculation of the total amount of the collateral evaluation value of the collateral, and the provisional calculation of the margin transaction maintenance rate,
By transmitting the display data of the designated state after the temporary transfer determined to satisfy the condition by the maintenance ratio adjustment result determination processing means via the network to the customer terminal device operated by the customer, On the screen of the customer terminal device, comprising collateral classification transfer candidate display processing means for executing a process of displaying all designated states after provisional transfer determined to satisfy the condition as selection candidates by the customer,
The collateral classification transfer processing means receives selection information of a designated state after provisional transfer by the customer transmitted from the customer terminal device via the network, and based on the received selection information, the collateral information storage means 2. The collateral management system according to claim 1, wherein the collateral classification stored in is changed to a designated state after temporary transfer selected by the customer. The maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each financial product of the customer, and after the plurality of provisional transfers For the designated state, the provisional value of the collateral evaluation value of each financial instrument provided as collateral for the loan is provisionally calculated to calculate the loan maintenance ratio, and each financial product provided as collateral for margin transactions And the provisional calculation of the total amount of the collateral evaluation value of the collateral, and the provisional calculation of the margin transaction maintenance rate,
With respect to all specified states after the provisional transfer determined to satisfy the condition by the maintenance ratio adjustment result determination processing means, a margin of a percentage of the loan maintenance ratio with respect to the loan maintenance ratio threshold is calculated, and The margin of the margin for the margin trading maintenance rate with respect to the margin trading maintenance rate is calculated, and from among all designated states after the provisional transfer determined to satisfy the condition by the maintenance factor adjustment result judgment processing means , Comprising an optimum designated state determination processing means for executing a process for determining an optimum designated state after the temporary transfer in which both of the margins are equal or closest,
The collateral classification transfer processing means is configured to perform processing for changing the collateral classification stored in the collateral information storage means to an optimum designated state after temporary transfer obtained by the optimum designated state determination processing means. The collateral management system according to claim 1, wherein: The maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each financial product of the customer, and after the plurality of provisional transfers For the designated state, the provisional value of the collateral evaluation value of each financial instrument provided as collateral for the loan is provisionally calculated to calculate the loan maintenance ratio, and each financial product provided as collateral for margin transactions And the provisional calculation of the total amount of the collateral evaluation value of the collateral, and the provisional calculation of the margin transaction maintenance rate,
Necessary for the customer loan by dividing the loan amount of the customer by the loan maintenance threshold value for all designated states after the provisional transfer determined to satisfy the condition by the maintenance rate adjustment result determination processing means A collateral evaluation value is calculated, and the difference between the required collateral evaluation value for the loan and the total collateral evaluation value of each of the customer's financial products provided for the collateral for the loan is calculated, and the credit transaction of the customer Multiplying the open interest amount by the threshold for the margin transaction maintenance ratio to calculate the required collateral valuation for the customer's margin transaction, and each customer's finance provided for the margin for the margin transaction and the collateral for the margin transaction The difference between the total collateral evaluation value of the product is calculated, and the difference between the two is equal among all designated states after the provisional transfer determined to satisfy the condition by the maintenance rate adjustment result determination processing means Or most With the optimum specified state determination processing means for executing a process of determining Kunar optimum specified state after temporary transfer,
The collateral classification transfer processing means is configured to perform processing for changing the collateral classification stored in the collateral information storage means to an optimum designated state after temporary transfer obtained by the optimum designated state determination processing means. The collateral management system according to claim 1, wherein: The maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each financial product of the customer, and after the plurality of provisional transfers For the designated state, the provisional value of the collateral evaluation value of each financial instrument provided as collateral for the loan is provisionally calculated to calculate the loan maintenance ratio, and each financial product provided as collateral for margin transactions And the provisional calculation of the total amount of the collateral evaluation value of the collateral, and the provisional calculation of the margin transaction maintenance rate,
Necessary for the customer loan by dividing the loan amount of the customer by the loan maintenance threshold value for all designated states after the provisional transfer determined to satisfy the condition by the maintenance rate adjustment result determination processing means A collateral evaluation value is calculated, and the customer's credit transaction open interest amount is multiplied by the threshold value for the margin transaction maintenance ratio to calculate the customer's margin transaction collateral evaluation amount, and the customer's loan collateral evaluation amount and Calculate the ratio of the customer's margin transaction collateral evaluation amount and calculate the ratio of the collateral evaluation amount of each customer's financial products offered for loan collateral and the credit transaction collateral Calculate the ratio with the total collateral evaluation value of each financial product of the customer, and from both designated states after the provisional transfer determined to satisfy the condition by the maintenance rate adjustment result determination processing means, The ratio is equal Or comprising an optimal specified state determination processing means for executing a process of determining comes closest optimum specified state after temporary transfer,
The collateral classification transfer processing means is configured to perform processing for changing the collateral classification stored in the collateral information storage means to an optimum designated state after temporary transfer obtained by the optimum designated state determination processing means. The collateral management system according to claim 1, wherein: The maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each financial product of the customer, and after the plurality of provisional transfers For the designated state, the provisional value of the collateral evaluation value of each financial instrument provided as collateral for the loan is provisionally calculated to calculate the loan maintenance ratio, and each financial product provided as collateral for margin transactions And the provisional calculation of the total amount of the collateral evaluation value of the collateral, and the provisional calculation of the margin transaction maintenance rate,
With respect to all specified states after the provisional transfer determined to satisfy the condition by the maintenance ratio adjustment result determination processing means, a margin of a percentage of the loan maintenance ratio with respect to the loan maintenance ratio threshold is calculated, and The margin of the margin for the margin trading maintenance rate with respect to the margin trading maintenance rate is calculated, and from among all designated states after the provisional transfer determined to satisfy the condition by the maintenance factor adjustment result judgment processing means , An optimum designated state determination processing means for executing a process for determining an optimum designated state after temporary transfer in which both of the margins are equal or closest to each other;
Display data of all designated states after provisional transfer determined to satisfy the condition by the maintenance ratio adjustment result judgment processing unit and optimum designated state after provisional transfer obtained by the optimum designated state determination processing unit , By sending to the customer terminal device operated by the customer via the network, on the screen of the customer terminal device, all designated states after the temporary transfer determined to satisfy the conditions and after the optimal temporary transfer Collateral classification transfer candidate display processing means for executing a process of displaying the designated state as a selection candidate by the customer,
The collateral classification transfer processing means receives selection information of a designated state after provisional transfer by the customer transmitted from the customer terminal device via the network, and based on the received selection information, the collateral information storage means 2. The collateral management system according to claim 1, wherein the collateral classification stored in is changed to a designated state after temporary transfer selected by the customer. The maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each financial product of the customer, and after the plurality of provisional transfers For the designated state, the provisional value of the collateral evaluation value of each financial instrument provided as collateral for the loan is provisionally calculated to calculate the loan maintenance ratio, and each financial product provided as collateral for margin transactions And the provisional calculation of the total amount of the collateral evaluation value of the collateral, and the provisional calculation of the margin transaction maintenance rate,
Necessary for the customer loan by dividing the loan amount of the customer by the loan maintenance threshold value for all designated states after the provisional transfer determined to satisfy the condition by the maintenance rate adjustment result determination processing means A collateral evaluation value is calculated, and the difference between the required collateral evaluation value for the loan and the total collateral evaluation value of each of the customer's financial products provided for the collateral for the loan is calculated, and the credit transaction of the customer Multiplying the open interest amount by the threshold for the margin transaction maintenance ratio to calculate the required collateral valuation for the customer's margin transaction, and each customer's finance provided for the margin for the margin transaction and the collateral for the margin transaction The difference between the total collateral evaluation value of the product is calculated, and the difference between the two is equal among all designated states after the provisional transfer determined to satisfy the condition by the maintenance rate adjustment result determination processing means Or most And the optimum specified state determination processing means for executing a process of determining Kunar optimum specified state after temporary transfer,
Display data of all designated states after provisional transfer determined to satisfy the condition by the maintenance ratio adjustment result judgment processing unit and optimum designated state after provisional transfer obtained by the optimum designated state determination processing unit , By sending to the customer terminal device operated by the customer via the network, on the screen of the customer terminal device, all designated states after the temporary transfer determined to satisfy the conditions and after the optimal temporary transfer Collateral classification transfer candidate display processing means for executing a process of displaying the designated state as a selection candidate by the customer,
The collateral classification transfer processing means receives selection information of a designated state after provisional transfer by the customer transmitted from the customer terminal device via the network, and based on the received selection information, the collateral information storage means 2. The collateral management system according to claim 1, wherein the collateral classification stored in is changed to a designated state after temporary transfer selected by the customer. The maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each financial product of the customer, and after the plurality of provisional transfers For the designated state, the provisional value of the collateral evaluation value of each financial instrument provided as collateral for the loan is provisionally calculated to calculate the loan maintenance ratio, and each financial product provided as collateral for margin transactions And the provisional calculation of the total amount of the collateral evaluation value of the collateral, and the provisional calculation of the margin transaction maintenance rate,
Necessary for the customer loan by dividing the loan amount of the customer by the loan maintenance threshold value for all designated states after the provisional transfer determined to satisfy the condition by the maintenance rate adjustment result determination processing means A collateral evaluation value is calculated, and the customer's credit transaction open interest amount is multiplied by the threshold value for the margin transaction maintenance ratio to calculate the customer's margin transaction collateral evaluation amount, and the customer's loan collateral evaluation amount and Calculate the ratio of the customer's margin transaction collateral evaluation amount and calculate the ratio of the collateral evaluation amount of each customer's financial products offered for loan collateral and the credit transaction collateral Calculate the ratio with the total collateral evaluation value of each financial product of the customer, and from both designated states after the provisional transfer determined to satisfy the condition by the maintenance rate adjustment result determination processing means, The ratio is equal Or the optimum specified state determination processing means for executing a process of determining comes closest optimum specified state after temporary transfer,
Display data of all designated states after provisional transfer determined to satisfy the condition by the maintenance ratio adjustment result judgment processing unit and optimum designated state after provisional transfer obtained by the optimum designated state determination processing unit , By sending to the customer terminal device operated by the customer via the network, on the screen of the customer terminal device, all designated states after the temporary transfer determined to satisfy the conditions and after the optimal temporary transfer Collateral classification transfer candidate display processing means for executing a process of displaying the designated state as a selection candidate by the customer,
The collateral classification transfer processing means receives selection information of a designated state after provisional transfer by the customer transmitted from the customer terminal device via the network, and based on the received selection information, the collateral information storage means 2. The collateral management system according to claim 1, wherein the collateral classification stored in is changed to a designated state after temporary transfer selected by the customer. Market price information storage means for storing the latest market price information and past market price information of each financial product acquired from the market price information providing system by the market price information acquisition processing means;
For each specified state after provisional transfer that is determined to satisfy the condition by the maintenance rate adjustment result determination processing means, from each of the collateral information storage means, each loan of the customer that is collateral for loans by temporary transfer Loan by temporary transfer using the possessed quantity of each product extracted and the latest market price information and past market price information of each financial product stored in the market price information storage means. While creating a graph showing a history of the total collateral evaluation value of each customer's financial products that are collateral for the customer, from the collateral information storage means, the collateral for the credit transaction by temporary transfer The quantity of each financial product held by the customer is extracted, and the extracted quantity of each financial product and the latest market price information and past market price information of each financial product stored in the market price information storage means are used. , Create a graph showing the history of the total amount of collateral evaluation value of each customer's financial products that are assumed as collateral for margin transactions by temporary transfer, and display the graph showing both the history on the screen of the customer terminal device The collateral management system according to claim 2, further comprising: a history graph display processing unit that executes a process to be displayed above. The maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each financial product of the customer, and after the plurality of provisional transfers For the designated state, the provisional value of the collateral evaluation value of each financial instrument provided as collateral for the loan is provisionally calculated to calculate the loan maintenance ratio, and each financial product provided as collateral for margin transactions And the provisional calculation of the total amount of the collateral evaluation value of the collateral, and the provisional calculation of the margin transaction maintenance rate,
Market price information storage means for storing the latest market price information and past market price information of each financial product acquired from the market price information providing system by the market price information acquisition processing means;
For each specified state after provisional transfer that is determined to satisfy the condition by the maintenance rate adjustment result determination processing means, from each of the collateral information storage means, each loan of the customer that is collateral for loans by temporary transfer Loan by temporary transfer using the possessed quantity of each product extracted and the latest market price information and past market price information of each financial product stored in the market price information storage means. Calculate the variance or standard deviation of the history of the total collateral evaluation value of each customer's financial products, which is regarded as collateral for use, and use the collateral information storage means as collateral for margin transactions by temporary transfer The quantity of each financial product held by the customer is extracted, the quantity held of each extracted financial product, the latest market price information of each financial product stored in the market price information storage means, and the past Using the price information, calculate the variance or standard deviation of the history of the total collateral evaluation value of each customer's financial products that are collateral for margin transactions by temporary transfer, and calculate the sum of the variances of both Or an optimum designated state determination processing means for executing a process for determining an optimum designated state after temporary transfer that minimizes the sum of the standard deviations of both,
The collateral classification transfer processing means is configured to perform processing for changing the collateral classification stored in the collateral information storage means to an optimum designated state after temporary transfer obtained by the optimum designated state determination processing means. The collateral management system according to claim 1, wherein: The maintenance rate adjustment processing means performs a plurality of provisional transfers between the designation of collateral for loans and the designation of collateral for margin transactions for the collateral classification of each financial product of the customer, and after the plurality of provisional transfers For the designated state, the provisional value of the collateral evaluation value of each financial instrument provided as collateral for the loan is provisionally calculated to calculate the loan maintenance ratio, and each financial product provided as collateral for margin transactions And the provisional calculation of the total amount of the collateral evaluation value of the collateral, and the provisional calculation of the margin transaction maintenance rate,
Market price information storage means for storing the latest market price information and past market price information of each financial product acquired from the market price information providing system by the market price information acquisition processing means;
For each specified state after provisional transfer that is determined to satisfy the condition by the maintenance rate adjustment result determination processing means, from each of the collateral information storage means, each loan of the customer that is collateral for loans by temporary transfer Loan by temporary transfer using the possessed quantity of each product extracted and the latest market price information and past market price information of each financial product stored in the market price information storage means. Calculate the variance or standard deviation of the history of the total collateral evaluation value of each customer's financial products, which is regarded as collateral for use, and use the collateral information storage means as collateral for margin transactions by temporary transfer The quantity of each financial product held by the customer is extracted, the quantity held of each extracted financial product, the latest market price information of each financial product stored in the market price information storage means, and the past Using the price information, calculate the variance or standard deviation of the history of the total collateral evaluation value of each customer's financial products that are collateral for margin transactions by temporary transfer, and calculate the sum of the variances of both Or an optimum designated state determination processing means for executing a process for determining an optimum designated state after the temporary transfer that minimizes the sum of the standard deviations of both;
Display data of all designated states after provisional transfer determined to satisfy the condition by the maintenance ratio adjustment result judgment processing unit and optimum designated state after provisional transfer obtained by the optimum designated state determination processing unit , By sending to the customer terminal device operated by the customer via the network, on the screen of the customer terminal device, all designated states after the temporary transfer determined to satisfy the conditions and after the optimal temporary transfer Collateral classification transfer candidate display processing means for executing a process of displaying the designated state as a selection candidate by the customer,
The collateral classification transfer processing means receives selection information of a designated state after provisional transfer by the customer transmitted from the customer terminal device via the network, and based on the received selection information, the collateral information storage means 2. The collateral management system according to claim 1, wherein the collateral classification stored in is changed to a designated state after temporary transfer selected by the customer. A collateral management method executed by a collateral management system including a computer that executes processing for managing a customer's financial products to be collateral,
The loan amount to the customer is stored in the loan amount storage means in association with the customer identification information, and
The credit transaction open interest amount of the customer is stored in the credit transaction open interest amount storage means in association with the customer identification information,
Associating with the customer identification information a collateral category that indicates whether the amount held by each customer's financial instruments and whether each of these financial instruments is provided as collateral for loans or as collateral for margin transactions Stored in the collateral information storage means,
The market price information acquisition processing means executes a process of acquiring market price information of each financial product from the market price information providing system,
The maintenance rate calculation processing means uses each customer identification information as a key, refers to the collateral classification stored in the collateral information storage means, and each financial product of the customer provided as collateral for the loan from the collateral information storage means Each of the customers provided as collateral for the loan using the extracted possession quantity of each financial product and the market price information of each financial product acquired by the market price information acquisition processing means Calculate the total collateral evaluation value of the financial product, extract the loan amount of the customer stored in the loan amount storage means, using the customer identification information as a key, and extract the loan amount of the customer, By dividing by the total collateral evaluation value of each financial product of the customer provided as collateral for the loan, the loan maintenance rate of the customer is calculated, and the collateral information storage is performed using the customer identification information as a key hand The amount of each financial product of the customer provided for collateral for margin trading is extracted from the collateral information storage means with reference to the collateral classification stored in the collateral information storage unit, Using the market price information of each financial product acquired by the market price information acquisition processing means, the total amount of collateral evaluation value of each customer's financial product provided for collateral for margin transactions is calculated, and the customer identification information The credit transaction open interest amount of the customer stored in the margin transaction open interest amount storage means is extracted as a key, and the total collateral evaluation value of each of the customer's financial products provided for collateral for the margin transaction is calculated. , By dividing by the margin transaction amount of the extracted customer, to execute a process of calculating the margin transaction maintenance rate of the customer,
The maintenance rate improper judgment processing means determines whether or not the loan maintenance rate calculated by the maintenance rate calculation processing means is greater than or equal to a predetermined loan maintenance rate threshold, and calculates the maintenance rate. Executing the process of determining whether or not the margin transaction maintenance rate calculated by the processing means is equal to or less than a predetermined threshold value for margin transaction maintenance rate;
When the maintenance rate adjustment processing means determines that the loan maintenance rate is greater than or equal to the threshold value for the loan maintenance rate by the maintenance rate improper judgment processing means, or the credit transaction maintenance rate is for the credit transaction maintenance rate If it is determined that it is less than or less than the threshold, the designation of the collateral for the loan and the designation of the collateral for the margin transaction are temporarily transferred for the collateral classification of at least one financial product, A tentative calculation of the total collateral evaluation value of each financial product provided as collateral for loans and provisional calculation of the loan maintenance rate, and a valuation of the collateral evaluation value of each financial product provided as collateral for margin transactions Execute a process to temporarily calculate the total amount and temporarily calculate the margin transaction maintenance rate,
The loan maintenance ratio temporarily calculated by the maintenance ratio adjustment processing means by the maintenance ratio adjustment result judgment processing means is less than or less than the threshold for loan maintenance ratio, and the provisional calculation by the maintenance ratio adjustment processing means Performing a process of determining whether or not a margin transaction maintenance rate satisfies a condition that the margin for the margin transaction maintenance rate exceeds or exceeds the threshold for the margin transaction maintenance rate;
When the collateral classification transfer processing means determines that the condition is satisfied by the maintenance rate adjustment result determination processing means, the collateral classification stored in the collateral information storage means is designated after the temporary transfer satisfying the condition A collateral management method characterized by executing a process for changing to a state.   The program for functioning a computer as a security management system in any one of Claims 1-11.

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