JP7004538B2 - Financial Instruments Management System and Financial Instruments Management Program - Google Patents

Description

The present invention relates to a technology for supporting an asset management business, and particularly to a technology effective applied to a financial product management system and a financial product management program constituting a front / middle office system in an asset management company, a trust bank, or the like. be.

As described in Non-Patent Document 1, etc., for Japanese asset management companies, foreign investment trusts (hereinafter sometimes abbreviated as “foreign investment”) are referred to as Fund of Funds (FoF). It is an important investment target asset that is often incorporated into a) type investment trust fund or a discretionary investment customer account.

On the other hand, the management status of foreign investment may be abbreviated as "Admi" in the following, only for NAV (Net Asset Value), distributions, setting cancellation information, etc. It was common to get it from (a). Then, the information on the brand level of the contents of the foreign investment was only received individually by the outsourced operation staff of the management company, the report creation staff, etc. as needed by a file or the like. However, compliance with the "Investment Restrictions for Avoiding Credit Risk Concentration (hereinafter sometimes referred to as" Credit Risk Concentration Regulations ")" stipulated in the amendment of the "Act on Investment Trusts and Investment Corporations" and banks The need for a look-through of the asset structure within a fund is rapidly increasing due to the compliance with the Basel regulations, etc., and more advanced data management is required.

Credit risk concentration regulations require that the exposure of each issuer be kept below a certain level. Regarding FoF, it is possible to establish and manage investment guidelines, but an increasing number of investment management companies consider that the reports from foreign investment management companies and fund admins that they comply with the investment guidelines are insufficient. In addition, when a management company outsources management, the level required for management of the contents of the fund as a fiduciary security is increasing, and it is becoming necessary to regularly acquire and monitor look-through data. There is. In recent years, fund investment by banks has become more active, and as banks are strengthening data management of investment funds to comply with Basel regulations, they are beginning to require management companies to provide accurate look-through data. It is a factor that raises the need for look-through.

Shunsuke Kamatani, "Toward the Challenges and Solutions of Look-Through Management of Foreign Investment Trusts of Increasing Importance", [online], July 2015, Nomura Research Institute, Inc., [Search May 27, 2016 ], Internet <URL: http://fis.nri.co.jp/ja-JP/publication/kinyu_itf/backnumber/2015/07/201507_04.html>

However, in order to realize look-through management for foreign investment, there are the following problems. For example, acquisition of foreign investment data is generally performed on a monthly basis at most, and it is difficult to obtain it more frequently and in a desired format. This is due to the fact that there is no global standard format for data delivery such as transactions and balances. Therefore, at present, there is a problem that each foreign investment management company must acquire data from the fund admin in an individual format.

In addition, since the stock attributes managed by foreign investment data differ depending on the management company and fund admin, that data cannot be used simply by acquiring look-through data. For example, even the same brand may be managed by different names such as "Nomura Research Institute", "NRI", and "Nomura Research" depending on the management company or Admi. If the same issue cannot be recognized, it is not possible to calculate necessary information such as the ownership ratio by issue.

Therefore, an object of the present invention is to provide a financial product management system and a financial product management program that efficiently and effectively realizes fund look-through for foreign investment trusts.

The above and other objects and novel features of the invention will become apparent from the description and accompanying drawings herein.

A brief description of the representative inventions disclosed in the present application is as follows.

The financial product management system according to a typical embodiment of the present invention is a financial product management system that manages the operational status of funds including those incorporating other funds, and is a fund that records attribute information of each fund. A management department, a data linkage department that records data including balance data of each fund uploaded from a client terminal or acquired from another system, and a second fund incorporated in one or more first funds. With an apportionment processing unit that calculates and records the look-through balances of the first fund and the second fund by apportioning the balance of each of the first funds by their interests in the second fund. , Have.

The present invention can also be applied to a financial product management program that causes a computer to execute a process so as to function as the financial product management system as described above.

Among the inventions disclosed in the present application, the effects obtained by representative ones are briefly described as follows.

That is, according to a typical embodiment of the present invention, it is possible to efficiently and effectively realize a fund look-through for a foreign investment trust.

It is a figure which showed the outline about the structural example of the financial instrument management system which is Embodiment 1 of this invention. It is a figure explaining the outline of the fund look-through in Embodiment 1 of this invention. (A) to (c) are diagrams showing an outline of an example of a fund management function according to the first embodiment of the present invention. It is a figure which showed the outline about the example of the balance data format conversion function in Embodiment 1 of this invention. (A) and (b) are diagrams showing an outline of an example of calculating the balance data of a class fund in the first embodiment of the present invention. (A)-(c) is a figure which showed the outline about the example of the brand code conversion function in Embodiment 1 of this invention. It is a figure which showed the example of the result confirmation screen which refers to the balance data after the look-through in Embodiment 1 of this invention. It is a figure which showed the outline about the example of the daily business flow which takes in the look-through data in Embodiment 1 of this invention. It is a figure which showed the outline about the structural example of the financial instrument management system which is Embodiment 2 of this invention.

Hereinafter, embodiments of the present invention will be described in detail with reference to the drawings. In addition, in all the drawings for explaining the embodiment, the same parts are in principle the same reference numerals, and the repeated description thereof will be omitted. On the other hand, the parts described with reference numerals in one figure may be referred to with the same reference numerals in the description of other figures, although they are not shown again.

(Embodiment 1)
<System configuration>
FIG. 1 is a diagram showing an outline of a configuration example of a financial instrument management system according to the first embodiment of the present invention. The financial product management system 1 is, for example, an information processing system that functions as a front / middle office system in a domestic asset management company 4 or a trust bank that incorporates foreign investment.

The financial product management system 1 is, for example, a server system implemented by a server device, a virtual server built on a cloud computing service, or the like, and is an OS (Operating System), a DBMS (DataBase Management System), or a Web server (not shown). It has each part such as a fund management unit 11, a data linkage unit 12, a brand code conversion unit 13, an apportionment processing unit 14, and a business processing unit 15, which are implemented as software running on middleware such as a program. It also has data stores such as fund attributes 16a, incorporated fund attributes 16b, foreign fund balances 17a, other companies' domestic fund balances 17b, own domestic fund balances 17c, and look-through balances 18 implemented by databases and files. ..

The fund management unit 11 holds the attributes of the fund and the funds incorporated therein, which are necessary for general fund management and further for lookup, in the fund attribute 16a and the incorporated fund attribute 16b, respectively. Has a fund management function to manage. The fund attribute 16a holds, for example, attribute information of the fund held by the asset management company 4, information on the necessity of look-through for each fund, and the like. In addition, the included fund attribute 16b includes attribute information of the fund to be incorporated, the admin code of the foreign investment management company 2 and the overseas admin 3 that handles this, and the balance information from the foreign investment management company 2 and the overseas admin 3. Information on the frequency of creating forms (for example, daily, monthly, etc.) based on the above is retained.

The data linkage unit 12 has a function of acquiring the balance data of the fund held by the asset management company 4 by automatic or manual upload. For example, it has a function to automatically receive daily information on the balance of the company's domestic fund from the back office system that processes domestic investment trusts (investment trusts) and register it in the company's domestic fund balance 17c. ..

In addition, the person in charge of the asset management company 4 receives daily and monthly uploads of information on the balances of foreign funds and domestic funds of other companies, and registers them in the foreign fund balance 17a and the domestic fund balance 17b of other companies, respectively. Has a function. Information on the balance of foreign funds is provided, for example, by the foreign investment management company 2 or the overseas admin 3 that handles them. Here, foreign funds and funds of other companies may have different and individual formats for balance data. Therefore, the present embodiment has a balance data format conversion function for converting balance data into its own format (a format that can be handled by the financial product management system 1) or a data system in advance.

This format conversion may be performed by the data linkage unit 12 itself that has acquired the balance data by uploading or the like, but in this embodiment, it is performed on the client terminal used by the person in charge of the asset management company 4, and the company's own format conversion is performed. The configuration is such that upload data in format is created. Therefore, for example, the client terminal has a mapping table 21 for conversion and a format conversion unit 20 which is software that performs format conversion processing using the mapping table 21. Further, the client terminal may have a function of creating / updating the mapping table 21. The mapping table 21 may be held on the financial product management system 1 and shared from the client terminals of each person in charge of the asset management company 4.

The stock code conversion unit 13 uses the original stock code in the balance data disclosed by the foreign investment management company 2 and the overseas admin 3 as an external code in the balance data (for example, an ISIN (International Securities Identification Number) code or SEDOL (Stock Exchange Daily). Official List) Convert to your own brand code system (existing code system used in back office system and financial product management system 1) using internationally widely used standard codes such as codes) Has a function.

The apportionment processing unit 14 accepts the registration of balance apportionment information consisting of the balance of the fund incorporating the fund, and calculates the stock balance equivalent to the equity of the incorporated foreign investment fund, that is, a look-through to the fund. Has the function of performing. In this embodiment, the balance of each issue is proportionally divided according to the equity of the balance of each issue based on the balance apportionment information consisting of the balance of the foreign fund 17a and the balance of the funds held in the domestic fund balance 17b of other companies. Has a function to calculate. The calculated stock information is recorded in the balance 18 after the look-through together with the balance information for each stock of the company's domestic fund.

The business processing unit 15 has a function of automatically performing various business processing using the contents recorded in the balance 18 after the look-through and outputting the result, either automatically or manually based on a request from the person in charge of the asset management company 4. Have. For example, check the compliance status of investment guidelines for the target fund and monitor credit risk for foreign investment.

<Overview of fund look-through>
FIG. 2 is a diagram illustrating an outline of fund look-through. In the conventional technology, as shown in the upper figure, only the mother fund (fund that is not the investment target of the customer in the family fund method) incorporated in the company's domestic fund that is the investment target of the customer is the target of the look-through. Was common.

On the other hand, as shown in the lower figure, in this embodiment, not only the mother fund incorporated in the company's domestic fund but also foreign investment, other companies' domestic funds, and the company's domestic funds other than the mother fund can be looked through. set to target. Furthermore, it is possible to perform look-through over multiple layers. At this time, total class funds such as currency selection type shall be treated as one level.

<Fund management function>
FIG. 3 is a diagram showing an outline of an example of a fund management function possessed by the fund management unit 11. FIG. 3A shows an example of associating a stock incorporated in a domestic fund with a fund to be incorporated (foreign nationality fund, etc.) as one of the fund management functions. Here, when the "B issue (fund)" and "C issue (fund)" incorporated and held by "Domestic fund A" are actually "foreign nationality fund B" and "other company's domestic fund C", respectively. Shows that these are associated with each other. The information related to this association can be held in, for example, a table of the fund attribute 16a and the incorporated fund attribute 16b and can be referred to as appropriate.

FIG. 3B shows an example of associating the incorporated fund (foreign national fund, etc.) and the original code of Admi with the fund code in the code system of the financial instrument management system 1 as one of the fund management functions. .. Here, the Admi (company) code that handles the funds to be incorporated is "ABC Adamin", and there are two foreign funds to be incorporated, and the original fund codes are "AAA01" and "AAA02" respectively. It shows that there is. Then, it is shown that these original fund codes are associated with the fund codes "F001-1234" and "F001-2345" in the code system of the financial instrument management system 1, respectively. The information related to this association can be held in a table of the incorporated fund attribute 16b or the like and can be referred to as appropriate.

FIG. 3C shows an example of registering the necessity of look-through for each fund. Here, a look-through is performed for "own domestic fund A" that incorporates "foreign national fund V" and "foreign national fund W", and "foreign national fund Y" and "foreign national fund Z" are incorporated. It shows that "foreign national fund C" is set not to perform look-through. Information related to this setting can be held in a table of fund attribute 16a or the like and can be referred to as appropriate.

<Balance data format conversion function>
FIG. 4 is a diagram showing an outline of an example of the balance data format conversion function of the data linkage unit 12. Here, the asset management company 4 and the like perform format conversion on the foreign investment balance data and the like disclosed by the foreign investment management company 2 and the overseas admin 3 using the mapping table 21 and input the data into the financial product management system 1. Indicates that you want to create upload data to do so. Of course, if the balance data or the like that has been format-converted can be obtained from the foreign investment management company 2 or the overseas admin 3, the format conversion process is not necessary.

The data before conversion prepared by the asset management company 4 shown on the left side of the figure includes the balance data of Admi and the NAV data. In addition, as will be described later, in the case of a total class fund structure, total fund apportionment data and class classification identification data are also prepared so that the balance for each class fund can be calculated.

Then, as the mapping table 21, for example, a mapping table for each item, a conversion table for each securities type, and the like are registered. In the mapping table for each item, for example, in addition to the simple association between each item of the admin data and the uploaded data, settings using four arithmetic operations, character string concatenation, and the like may be performed. Using these mapping tables 21, the format conversion unit 20 converts these values by inputting each item such as the balance data of Admi. As a result, balance data (including proportionally divided data for each class fund) and NAV data can be obtained as the converted upload data shown on the right side of the figure. The uploaded data may further include information on an external code such as an ISIN code relating to the target issue such as balance data.

Further, as will be described later, in the mapping table 21, the original stock code in the input balance data overlaps with the stock code in the data system in the financial instrument management system 1, even though the fund is different in substance. In some cases, it also has a stock code conversion table to convert this. As a result, if there is a corresponding (overlapping) brand code in the input balance data or the like, the format conversion unit 20 converts the brand code in the balance data of Admi in advance.

The mapping table 21 is created, for example, by the user registering information such as an association between items of admin data and upload data in a file or the like. For work such as registration / change of association in mapping table 21 and reference / confirmation of current registration status, for example, support in which a user interface for the above work is implemented as software running on a client terminal used by a user. It may be done by using a tool or the like. As a result, the user can efficiently create and manage the mapping table 21 independently on the client terminal.

Here, for example, when the company's own fund holds a class fund, the balance data of the class fund is usually required to perform a fund look-through. However, the balance data of such class funds often has a partial shortage or the like as compared with the balance data of other general funds. In this case, it is necessary to prorate the balance of the total fund and create the balance data of the class fund. Therefore, in the present embodiment, the balance for each class fund can be calculated by inputting the total fund apportionment data and the classification identification data.

FIG. 5 is a diagram showing an outline of an example of calculating the balance data of a class fund by proportional division from the balance data of the total fund. In FIG. 5A, when the total fund includes a plurality of class funds (three of “class fund A” to “class fund C” in the example of FIG. 5), the own fund is the “class fund C” among them. It shows the situation of holding. Here, when performing a look-through for the company's fund, the balance data of "class fund C" is required. However, it may be necessary to prorate a part of the balance data of "Class Fund C" from the balance data of the total fund (in the example of FIG. 5A, the apportionment ratio X%).

FIG. 5B shows an outline of an example of creating balance data of a class fund by apportioning the balance data of a part of a total fund by taking a currency selection type fund as an example. As shown in the upper figure, the balance data of the class fund on the right side may disclose only foreign exchange data as the balance peculiar to the class fund corresponding to the corresponding currency. In this embodiment, since the total balance data as a class fund is required, the insufficient balance data is proportionally divided from the balance data of the total fund and created. In this case, as shown in the lower figure, regarding the balance data of securities in the class fund on the right side, the balance data of securities in the total fund on the left side is the equity (in the example of FIG. 5 (b), "class EUR". Is 20%, "Class BRL" is 30%, and "Class AUD" is 50%).

In this way, even if the company's own fund owns a class fund, it is possible to automatically calculate a part of the balance data from the equity of the class fund in the total fund by apportioning.

<Brand code conversion function>
FIG. 6 is a diagram showing an outline of an example of the brand code conversion function of the brand code conversion unit 13. The balance data acquired from each foreign investment management company 2 and overseas admin 3 may have different brand code systems. Therefore, when the balance data or the like is uploaded from the client terminal, the brand code conversion unit 13 uses its own brand code system (back office system or financial product management system 1) to convert the brand code that is determined to be the same in business. Convert to the existing code system you are using) and unify.

In this embodiment, an external code such as an ISIN code or a SEDOL code set for each brand is used to determine whether or not a plurality of brands are the same in business. Then, there are multiple types of connection source back office systems used by users when converting to their own brand code system (for example, systems for institutional investors and systems for individual investors), both of which are targeted. If the stock attribute of is held, which back office system stock code is adopted is controlled by setting the priority.

FIG. 6A shows an example of a conversion table 13a that defines conversion rules between an external code and a brand code. With reference to this table, if there is an entry for the external code (external code "JP12345" in the example in the figure) corresponding to the input balance data, the brand code is rewritten and converted (in the example in the figure, the brand code). Is rewritten as "2222B"). In the example of the conversion table 13a in the figure, the type of the back office system of the connection source that has priority over the external code "JP12345" is different ("system A" and "system B" in the example in the figure). Have an entry. The example in the figure shows a case where it is specified that the back office system of the type of "system B" is prioritized, and as a result, the brand code in which the priority back office system is "system B". It shows that it was converted to "2222B".

As a result, the brand code can be managed in a unified manner even when having a plurality of types of back office systems. It is also possible to apply the brand attributes managed by the target back office system to the admin data of foreign investment.

FIG. 6B is an example in which the entry corresponding to the external code (external code “JP12347 in the example in the figure) in the input balance data does not exist in the conversion table 13a and the brand code is not converted. In this case, the brand code conversion unit 13 checks whether the brand code (brand code "1111A" in the example in the figure) in the input balance data is duplicated with the existing brand code. The existing stock code may refer to, for example, the stock code of the entry registered in the conversion table 13a as shown in the figure, or is registered in the table of the fund attribute 16a and the incorporated fund attribute 16b shown in FIG. You may refer to the stock code.

If there is no duplication here, the brand code can be used as it is. At this time, an entry composed of a combination of the external code and the brand code may be newly registered in the conversion table 13a or the like. On the other hand, when there is duplication as in the example of FIG. 6B, a warning to that effect is output to, for example, the user's client terminal. After the processing is completed, the user can separately check the detailed contents of the processing result and confirm the duplicated entries.
It should be noted that it is also possible to set in advance how to handle duplicates (warning is output and skipped, overwrite update, etc.) and automatically process according to the setting contents.

The user who received the warning of duplication, for example, confirms that the external code in the input balance data is correct, and then separates the target brand code into the conversion table in the mapping table 21 on the client terminal. Define an entry to be converted to the brand code of. Then, when the format conversion unit 20 performs the format conversion process for the balance data from the admin, the target brand code in the uploaded data is converted in advance so as not to be duplicated according to the definition contents of the conversion table.

FIG. 6C shows an example of a stock code conversion table in the mapping table 21. Here, for example, an entry consisting of a combination of the old brand code before conversion (“1111A” in the example in the figure) and the new brand code after conversion (“1112A” in the example in the figure) is registered. It shows that it is. As for the new brand code, the user can set an appropriate one as long as it does not overlap with the existing brand code.

By unifying the stock codes in this way, for example, various stock attributes managed by the stock code of the unified destination in the fund attribute 16a and the incorporated fund attribute 16b of the financial product management system 1 can be managed by each foreign investment management company. It is possible to use the balance data from 2 and overseas admin 3 as it is.

Further, for example, the date when the target issue code is first input to the financial instrument management system 1 and the date when the target issue code is first unified in the financial instrument management system 1 are retained and managed. May be good. As a result, it can be used as a reference for determining the necessity of maintenance of the issue attribute of the target issue code in the financial instrument management system 1.

<Balance apportionment calculation function>
As described above, the balance apportionment calculation function of the apportionment processing unit 14 accepts the registration of balance apportionment information consisting of the balances of the funds incorporated in the fund, and is equivalent to the equity of the incorporated foreign investment fund. Calculate the stock balance, that is, look through the fund.

Specifically, for example, the balance of foreign-invested funds incorporated into multiple domestic funds is apportioned according to the "number of units" or "market capitalization" of each incorporated domestic fund, etc. as equity. The through balance is calculated and registered in the balance 18 after the look-through.

In addition, the user may be able to select the frequency of creating the balance after the look-through from daily / monthly for each fund to be incorporated. For example, when the daily is specified as the frequency, attribute information such as the holiday of the fund and the relative date for the domestic investment trust is incorporated and registered in advance in the fund attribute 16b, and the balance data after the look-through with the relative date as the reference date. May be created. Register the relative date as "○ days ago". For example, if the relative date of a foreign fund is set to "1 day ago" and the record date of the domestic fund incorporating this is June 6 (Monday), the record date of the foreign fund will be. It will be June 3rd (Friday). On the other hand, if monthly is specified as the frequency, for example, for the last business day of the month of a domestic investment trust, the balance data up to the latest registered already should be used to create the balance data after the look-through. You may do it.

<Result output function>
The result output function of the business processing unit 15 appropriately performs business processing on the contents of the balance 18 after the look-through in response to the request from the user, and outputs the result. For example, in addition to checking the execution status of look-through and referring to the balance data after look-through, it also checks the compliance status of investment guidelines for the target fund and monitors the credit risk for foreign investment.

FIG. 7 is a diagram showing an example of a result confirmation screen that refers to the balance data after the look-through. Here, it is possible to confirm whether or not the look-through hierarchy is calculated as expected for the look-through apportioned portfolio (portfolio consisting of funds to be apportioned) on the base date to be confirmed and analyzed. Specifically, the portfolio code used for the look-through, the base date of the balance, the apportionment ratio, etc. can be confirmed for each look-through hierarchy. In addition, it is possible to check whether or not the balance has been created after the look-through using the balance data uploaded most recently. It is also possible to confirm whether or not the balance data has been uploaded.

Lines with both "CHK" columns ("Update time comparison" and "Lookthrough result") in the table are "○", indicating a portfolio for which the lookthrough calculation has been completed. Here, if there is no problem with the balance date, the proportional division ratio, etc. used for the look-through, the detail line can be the target of various subsequent analysis operations. On the other hand, the detail line in which "x" is present in the "CHK" column indicates that the look-through calculation has not been completed. In this case, the look-through calculation is completed by, for example, recalculating using the upload data of the latest balance data.

<Business flow>
FIG. 8 is a diagram showing an outline of an example of a daily business flow for capturing look-through data. First, during the daytime of T + 1 (the business day following the reference date of the domestic fund), each foreign investment management company 2 and overseas admin 3 provide the balance data related to the foreign investment fund to the asset management company 4, and the asset management company. 4 acquires this (S01). Users such as the person in charge of the asset management company 4 convert the foreign investment data acquired from each foreign investment management company 2 and overseas admin 3 into a format that can be used in the financial product management system 1 by the balance data format conversion function described above. Convert (S02). Then, the balance data and the like after the format conversion are uploaded to the financial product management system 1 (S03). The financial product management system 1 registers the uploaded data (S04).

In this embodiment, a user such as a person in charge of the asset management company 4 converts the acquired foreign investment data into a format to create upload data, and then uploads the data to the financial product management system 1. , The method of acquiring foreign investment data is not limited to this. For example, if possible, the data linkage unit 12 may directly acquire the foreign investment data from the server of the foreign investment management company 2 or the overseas admin 3 via the network, and the data linkage unit 12 may perform format conversion. .. In this case, it may be possible to acquire the foreign investment data during the daytime of T (the day of the reference date of the domestic fund) instead of the daytime of T + 1.

Further, as necessary, the user specifies the stock attribute information and master data of the fund by the fund management function described above and registers them in the financial product management system 1 (S05, S06). After that, the financial product management system 1 converts the brand code of the uploaded data by the brand code conversion function described above, and takes in the uploaded data by performing a consistency check such as duplication with the brand attribute ( S07).

Here, if there is an inconsistency such as duplication of the brand code, the user is notified / warned (S08). The user who receives the notification / warning modifies the contents of the mapping table 21 as necessary, recreates the upload data in which the brand attribute information is corrected, and uploads it (S09). The financial product management system 1 corrects the balance data and the like based on the uploaded data and the brand attribute information of the corrected contents (S10).

After that, at night of T + 1, a look-through calculation is performed based on the balance data and the like by the above-mentioned balance apportionment calculation function by batch processing, and the balance data 18 after the look-through is obtained (S11). Various business processes such as compliance check and credit risk calculation may be performed in advance on the balance data 18 after the look-through (S12).

After that, during the daytime of T + 2 (the business day following T + 1), the user of the foreign investment management company 2 can refer to the balance data 18 after look-through held by the financial instrument management system 1 and the results of various business processes. It can be done (S13, S14). The financial instrument management system 1 may ad hocly refer to the balance data 18 after the look-through, perform various business processes, and respond to the result in response to a request from the user.

As described above, according to the financial product management system 1 according to the first embodiment of the present invention, the asset management company 4 can easily convert the format of the foreign investment data acquired from the foreign investment management company 2 and the overseas admin 3. You can unify the format by going to. In addition, the brand code can be converted into a unified brand code by matching using a standard external code such as an ISIN code or SEDOL code, enabling centralized management of brand attributes. Become. Further, by having the balance apportionment function, it is possible to efficiently and effectively realize the function as a base for managing the look-through for foreign investment.

(Embodiment 2)
According to the first embodiment described above, the asset management company can perform a look-through on a fund including foreign investment. On the other hand, in recent years, fund investment by banks has become active, and banks are also looking through the contents of funds from the perspective of capital adequacy ratio calculation work, compliance with other regulations, internal risk management, etc. Needs are growing.

On the other hand, it is conceivable that each asset management company will provide each bank with data such as stock balances after look-through. However, for example, the data items, formats, file formats, etc. required by the asset management company from each bank are different, and the data items, formats, file formats, etc. provided by the bank from each asset management company, etc. The current situation is that there are also wards.

Therefore, the financial product management system according to the second embodiment of the present invention has a unified format among each asset management company and each bank, and the asset management company tells each bank the issue after the fund is looked through. It makes it possible to provide data such as balances.

<System configuration>
FIG. 9 is a diagram showing an outline of a configuration example of the financial instrument management system according to the second embodiment of the present invention. The financial instrument management system 1 of the present embodiment is largely composed of, for example, three subsystems. One is the financial product management system 1a on the 4 side of each asset management company, the other is the financial product management system 1b on the center side, and the other is the financial product management system 1b on the bank 5 side. It is a financial product management system 1c. The division of each of these subsystems is logical and functional. For example, each subsystem is configured as a center system by a virtual server built on a cloud computing service and is collectively operated by an IT operator or the like. , It may be configured to be provided as a service to a plurality of asset management companies 4, banks 5, and the like. Regardless of the configuration, each subsystem shall be connected by a secure network.

This is because the financial product management system 1a on the side of each asset management company 4 can have substantially the same configuration and function as the configuration of the financial product management system 1 shown in FIG. 1 of the above-described first embodiment. , For convenience of explanation, only the characteristic components added mainly in the present embodiment are described. The financial instrument management system 1a has, as additional components,, for example, a bank data extraction unit 31 implemented as software, a transmission processing unit 32, and the like. It also has data such as a bank attribute 33, a bank balance 19a, and a disclosure attribute 34a implemented by a database, a file, or the like.

The bank data extraction unit 31 is a look-through that is a balance by issue after a look-through of the fund managed by the asset management company 4 obtained by the mechanism shown in the above-described first embodiment on the asset management company 4 side. It has a function of extracting data related to each bank 5 from the back balance 18 for each customer's bank 5 and recording it as a bank balance 19a. The fund here may include foreign investment, etc. in addition to the domestic fund. In addition to the balance by issue after the look-through, for example, BIS data such as NAV, risk asset table and breakdown table, risk sensitivity data and the like may be acquired for bank 5.

Information such as data items and formats required by each bank 5 to be provided, that is, information such as conditions for extracting data related to the target bank 5, is previously attributed to the bank by the person in charge of the asset management company 4. It is assumed that it is registered in 33. The person in charge of the asset management company 4 or the like may be able to manually make corrections to the extracted contents of the bank balance 19a.

The transmission processing unit 32 has a function of transmitting the contents of the bank balance 19a to the financial product management system 1b on the center side. At that time, the information of the disclosure destination bank 5 of each fund and the information of the fund to be disclosed to each bank 5 are acquired from the disclosure attribute 34a, and are also transmitted to the financial product management system 1b. It is assumed that the content of the disclosure attribute 34a is also manually registered in advance by the person in charge of the asset management company 4.

The financial product management system 1b on the center side is a subsystem that relays between the financial product management system 1a on the asset management company 4 side and the financial product management system 1c on the bank 5 side, and is implemented as software, for example. It has a capture processing unit 41, a download control unit 42, and the like. It also has data such as a bank balance 19b and a disclosure attribute 34b implemented by a database, a file, or the like.

The import processing unit 41 receives data such as the balance of each issue for each bank transmitted from the financial product management system 1a on the 4th side of each asset management company, and records the contents in the balance 19b for banks. Has. If necessary, each data may be converted into a predetermined common format / unified format.

Based on the content of the disclosure attribute 34b, the download control unit 42 transmits, among the data such as the balance by issue recorded in the bank balance 19b, the data that can be disclosed to the financial product management system 1c on the target bank 5 side. Has the function of The download may be performed at any time in response to a request from the financial product management system 1c on the bank 5 side, or may be performed regularly or automatically at daily or other time intervals. Further, by simultaneously transmitting data to the financial product management systems 1c of a plurality of banks 5 in parallel, it is possible to collectively disclose data such as balances by issue to these banks 5.

The financial product management system 1c on each bank 5 side has, for example, each unit such as an acquisition processing unit 51, a proportional distribution processing unit 52, and a business processing unit 53 implemented as software. It also has data such as a bank balance 19c and a fund balance 54 implemented by a database, a file, or the like.

The import processing unit 51 has a function of downloading data such as a balance by issue for a target bank transmitted from the financial product management system 1b on the center side. As described above, the download control unit 42 of the financial product management system 1b may be requested to download, or the data transmitted from the download control unit 42 may be periodically received at the timing of daily or the like. You may.

The apportionment processing unit 52 has a function of calculating the equity of the target bank 5 and recording it as the bank balance 19c based on the information such as the balance by issue downloaded by the import processing unit 51. That is, the bank 5 holds the information on the holding balance of its own fund on the financial product management system 1c on the bank side in the fund balance 54 (or obtains it from another system), and uses the financial product management system 1b on the center side. Data such as the balance by issue received from the asset management company 4 through the fund is apportioned and synthesized according to the holding ratio to the entire fund to obtain data such as the balance by issue. It also calculates the amount of risk assets.

The business processing unit 53 has a function of automatically performing various business processing using the contents recorded in the bank balance 19c and outputting the result, either automatically or manually based on a request from the person in charge of the bank 5. For example, it is possible to output various forms, output a View related to the data of the bank balance 19c, and the like. When performing business processing, the processing may be performed in cooperation with other information system systems (not shown) possessed by the bank 5. For example, it is possible to acquire and reflect the internal rating information possessed by the system on the bank 5 side with respect to the external rating information of each issue received from the asset management company 4.

According to the financial product management system 1 according to the second embodiment of the present invention having the configuration as described above, each asset management company 4 has a balance of the fund after a look-through to each bank 5 which is a customer. It is possible for each bank 5 to disclose information, etc., look through the contents of its own funds, and perform operations such as risk management appropriately and flexibly.

Although the invention made by the present inventor has been specifically described above based on the embodiment, the present invention is not limited to the above embodiment and can be variously modified without departing from the gist thereof. Needless to say. For example, the above-described embodiment has been described in detail in order to explain the present invention in an easy-to-understand manner, and is not necessarily limited to the one including all the described configurations. Further, it is possible to replace a part of the configuration of one embodiment with the configuration of another embodiment, and it is also possible to add the configuration of another embodiment to the configuration of one embodiment. .. Further, it is possible to add / delete / replace a part of the configuration of each embodiment with another configuration.

For example, in the above embodiment, it is possible to efficiently and effectively realize a look-through for the contents of a fund for a fund in which a plurality of stocks are combined, but the contents of the stocks are not limited to the fund. It can also be applied to look-through to. For example, it is possible to look through the financial products inside the structured bond. That is, it can be applied to a look-through for financial products in general, which is composed of a combination of a plurality of financial products.

The present invention can be used for a financial product management system and a financial product management program constituting a front / middle office system in an asset management company, a trust bank, or the like.

1, 1a-c ... Financial product management system, 2 ... Foreign investment management company, 3 ... Overseas admin, 4 ... Asset management company, 5 ... Bank,
11 ... Fund management department, 12 ... Data linkage department, 13 ... Brand code conversion department, 13a ... Conversion table, 14 ... Proportional division processing department, 15 ... Business processing department, 16a ... Fund attribute, 16b ... Incorporated fund attribute, 17a ... Outside Nationality fund balance, 17b ... Other company's domestic fund balance, 17c ... Own domestic fund balance, 18 ... Look-through balance, 19a-c ... Bank balance,
20 ... format conversion unit, 21 ... mapping table,
31 ... Bank data extraction unit, 32 ... Transmission processing unit, 33 ... Bank attribute, 34a, b ... Disclosure attribute,
41 ... Import processing unit, 42 ... Download control unit,
51 ... Import processing department, 52 ... Proportional division processing department, 53 ... Business processing department, 54 ... Fund balance

Claims (8)

A financial product management system that manages the investment status of funds, including those that incorporate other funds.
The fund management department, which records the attribute information of each fund,
A data linkage unit that records data including balance data of each fund uploaded from client terminals or acquired from other systems,
The balance of the second fund incorporated in one or more first funds is apportioned by the interests of each of the first funds in the second fund, and the first fund and the second fund are divided. Has an apportionment processing unit, which calculates and records the look-through balance of the fund ,
Financial product management that outputs whether or not the look-through calculation has been completed and whether or not it has been updated on the record date for each look-through hierarchy of the look-through apportioned portfolio consisting of funds subject to apportionment. system. In the financial product management system according to claim 1,
The client terminal or the data linkage unit has a financial product management system having a format conversion unit that converts data including balance data of each fund acquired from each fund administrator into a format that can be handled by the financial product management system. .. In the financial instrument management system according to claim 1 or 2.
Further, it has a stock code conversion unit that converts the first stock code set by each fund administrator into the second stock code according to the code system in the financial instrument management system for the data including the balance data of each fund. , Financial product management system. In the financial product management system according to claim 3,
The stock code conversion unit has a table that holds a correspondence between a standard external code related to a stock and the second stock code, and for data including balance data of each fund, each fund is stored in the table. A financial product management system that rewrites the first brand code by the second brand code corresponding to the matched external code when there is a match with the external code set by the administrator. In the financial product management system according to claim 3,
The stock code conversion unit has a table that holds a correspondence between a standard external code related to a stock and the second stock code, and for data including balance data of each fund, each fund is stored in the table. When there is no match with the external code set by the administrator, it is determined whether or not there is a duplicate of the second brand code for the corresponding first brand code, and the duplicate is performed. A financial product management system that outputs to that effect if there is any. A financial product management program that causes a computer to perform processing so that it functions as a financial product management system that manages the operational status of funds, including those that incorporate other funds.
Fund management processing that records the attribute information of each fund,
Data linkage processing that records data including balance data of each fund uploaded from client terminals or acquired from other systems,
The balance of the second fund incorporated in one or more first funds is apportioned by the interests of each of the first funds in the second fund, and the first fund and the second fund are prorated. Whether or not the look-through calculation has been completed on the record date for each look-through hierarchy for the apportionment process that calculates and records the look-through balance of the fund and the look-through apportionment portfolio that consists of the funds that are subject to apportionment. A financial product management program that causes the computer to execute a process of outputting whether or not it has been updated . A financial product management system that manages the operational status of financial products, including those that incorporate other financial products.
The Financial Instruments Management Department, which records the attribute information of each financial product,
A data linkage unit that records data including balance data of each financial product uploaded from a client terminal or acquired from another system.
The balance of the second financial instrument incorporated in one or more first financial instruments is proportionally divided by the share of each of the first financial instruments in the second financial instrument, and the first financial instrument is said. For a look-through apportioned portfolio consisting of funds that have a prorated processing unit that calculates and records the look-through balance of the product and the second financial product, and is subject to apportionment, for each look-through hierarchy, the record date. In, a financial instrument management system that outputs whether or not the look-through calculation has been completed and whether or not it has been updated . A financial product management system that manages the operational status of financial products, including those that incorporate other financial products.
The first subsystem used by the asset management company that manages the financial products,
The second subsystem used by the financial institution that owns the financial product,
It has a third subsystem that relays between the first subsystem and the second subsystem.
The first subsystem is
The first, which is calculated by proportionally dividing the balance of the second financial instrument incorporated in one or more first financial instruments by the share of each of the first financial instruments in the second financial instrument. A financial institution data extraction unit that extracts the financial institution balance, which is data related to the financial institution, from the look-through balance of the financial product 1 and the second financial product.
It has a transmission processing unit that transmits the balance for a financial institution, a disclosure attribute including information on whether or not to disclose the financial product and the financial institution, and the third subsystem.
The third subsystem transmits the balance for the financial institution transmitted from the first subsystem to one or more target second subsystems based on the content of the disclosure attribute. It has a download control unit
The second subsystem prorates the balance for the financial institution transmitted from the third subsystem by the ratio to the balance of the entire financial product held by the financial institution, and is a risk asset related to the financial institution. For the look-through apportionment portfolio consisting of the apportionment processing unit and the fund to be apportioned, whether or not the look-through calculation is completed on the record date for each look-through hierarchy, and whether or not the look-through calculation is completed. , A financial product management system that outputs whether or not it has been updated .

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