JP2007109043A - Netting processor, netting processing method and netting processing program - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a netting processor which provides an offset effect without making a new claim other than a claim concerned when netting the plurality of claims with different term days. <P>SOLUTION: This processor comprises a bilateral claim extraction part 311 which extracts a bilateral claim 330 which is a claim between predetermined two persons from an original register 320, and a bilateral claim offset part 313 which offsets the claims based on the bilateral claim 330 and creates a bilateral offset claim 331. The processor deletes claim data in which a combination of a creditor and an obligor differs from the bilateral offset claim data 331 of the bilateral claim data 330. The processor includes a bilateral credit reset processing part 315 which, for claim data of which combination of the creditor and the obligor is the same as that of the bilateral offset claim data 331, resets the bilateral claim 330 by reducing evaluation values in each claim data such that sum of the evaluation values of the respective claim data is the same as the offset evaluation value. <P>COPYRIGHT: (C)2007,JPO&INPIT

Description

  The present invention relates to a netting processing technique for offsetting a plurality of receivables and payables before a due date.

  In order to create a system for electronic distribution of accounts receivables and bills held by companies, the Ministry of Justice and others are leading the development of the Electronic Claims Act (tentative name). When the Electronic Receivables Law is enacted, it becomes possible to rewrite creditors, debtors, face value, etc. on the electronic ledger established in the Electronic Receivables Management Organization to generate, transfer, and extinguish receivables. . According to such a method, since the generation and transfer of receivables can be performed at a lower cost than before, the distribution amount of receivables is expected to increase in the future. Here, as a large number of electronic receivables come into circulation, the need for receivable netting increases. Netting is to reduce the number of receivables and settlements themselves or to reduce the amount of money received and received by offsetting multiple receivables and settlements. By performing such netting, the liquidity required at the time of settlement can be reduced, which facilitates large transactions, borrowing, financing, etc., and has the effect of activating economic activity.

As a conventional netting technique, there is a netting settlement method disclosed in Patent Document 1 first. This method is a method in which settlement is performed by offsetting each face value and the settlement amount when a trading transaction between two parties of bonds (government bonds, etc.) having the same issue and different face values exists in the same fulfillment period. There is also a system that offsets bonds and debts of a plurality of companies whose payment relationship is completed as disclosed in Patent Document 2. Furthermore, as a known technique, there is “close-out netting” which is a method of offsetting bankruptcy claims in bankruptcy procedures. This is a method of offsetting receivables with different due dates and currencies.
JP 2002-352171 A Japanese Patent Laid-Open No. 2003-173397

  However, there are only a few of the receivables and payables held by companies that have the same due date. Therefore, a sufficient netting effect cannot be obtained simply by canceling them. In other words, it is required to offset receivables with different due dates. Also, if it seems that there will be a day when you have to pay more than the original payment due to netting, on the contrary, it will be difficult for the company to raise funds, which is counterproductive. Therefore, it is necessary to derive the result of whether the payment amount of the original receivable is reduced or the receivable itself is lost.

However, the conventional technique cannot satisfy the above two requirements at the same time.
For example, the method of Patent Document 1 relates to a netting process at the time of settlement in the sale and purchase transaction of receivables, and the receivables cannot be netted before the due date. In addition, the method of Patent Document 2 is for offsetting receivables having the same settlement timing and cannot be applied to canceling receivables having different payment dates. In addition, close-out netting can offset receivables with different due dates, but after netting a new receivable is created that is different from the original receivable and the reimbursement date for the receivable is considered to have already arrived. In other words, when close-out netting is performed, a company having a netting target loan will be paid at an unscheduled timing, and there is a risk of worsening the company's cash flow.

  It is an object of the present invention to provide a netting processing apparatus that does not generate a new bond even when netting a plurality of bonds having different payment dates.

In order to solve the above-mentioned problems, a netting processing device for offsetting a plurality of receivables and payables before the due date is provided for each receivable indicating the obligor, creditor, payment amount and due date of the receivable. From the storage device storing the original book including data, the original book is read and stored in the storage unit of the netting processing device, and the predetermined two parties are creditors from the credit data of the original book of the storage unit. And the payment date and the payment amount in the receivable data for each of the receivable data included in the extracted bilateral receivable data The evaluation value calculation unit for calculating the evaluation value of the bond data and the calculated evaluation value based on And a bilateral receivable offsetting unit for creating bilateral offset receivable data indicating the evaluation value, creditor and debtor in the offsetting result, and (1) receivable data included in the extracted bilateral receivable data Among these, the creditor data whose combination of creditor and debtor is opposite to the creditor and debtor combination in the bilateral offset credit data is deleted, and (2) Among the receivable data included, for the receivable data in which the combination of the creditor and the debtor is the same as the combination of the creditor and the debtor in the bilateral offset credit data, the sum of the evaluation values of the respective credit data is the two parties Decrease the evaluation value in each receivable data so that it becomes the same as the evaluation value of inter-offset receivable data, and (3) payment in the reduced evaluation value and the receivable data Based on the day, calculated back payments in the respective receivable data was configured to include a bilateral creditors resetting processing unit to change.
Other configurations will be described in the embodiments described later.

  According to the present invention, even when offsetting (netting) a plurality of receivables (receivable data) with different payment dates, they are offset by reducing the payment amount of the receivable or deleting the receivable itself. There will be no new receivables. Therefore, a company having a netting receivable will not be paid at a timing that was not scheduled due to netting.

Hereinafter, the best mode for carrying out the present invention (hereinafter referred to as an embodiment) will be described in detail with reference to the drawings.
FIG. 1 is a diagram showing a configuration of a netting processing system as an example of an embodiment of the present invention. As shown in FIG. 1, the netting processing system 1 includes computers such as an electronic bond management device 110, a netting processing device 120, and a company terminal 130.

  The electronic bond management device 110 and the netting processing device 120 are computers that are used by an electronic bond management organization that manages the claims and debts of individuals and corporations. The netting processing device 120 is communicably connected to the electronic bond management device 110 and the company terminal 130 via the communication network 140. The company terminal 130 is a computer used by a company that uses an electronic bond. The enterprise terminal 130 communicates with the electronic bond management apparatus 110 via the communication network 140 to register, delete, transfer, etc. the electronic bond. The electronic bond management device 110 accumulates information on the electronic bond of each company (electronic bond book), and the netting processing device 120 receives an instruction command from an input device connected to the company terminal 130 or the netting processing device 120. In response to this, the netting process is performed by referring to the ledger of the electronic bond.

  Further, the number of company terminals 130 is not limited to one, and there may be a plurality of companies. Further, the netting processing device 120 may be a computer used by a netting processing organization that specializes in netting processing, instead of a computer used by an electronic bond management organization.

FIG. 2 is a diagram illustrating an example of a hardware configuration of a computer used as the electronic bond management device, the netting processing device, and the company terminal of FIG.
A computer 200 shown in FIG. 1 includes a storage device 210, a processing device 220, an input device 230, an output device (display device) 240, a communication interface 250, and a bus 260 that connects these devices so that they can communicate with each other. The storage device 210 is a memory, a hard disk, or the like, and stores data and programs. The processing device 220 is an MPU (Micro Processing Unit), a CPU (Central Processing Unit), or the like, and executes a program stored in the storage device 210. The input device 230 is a user interface, such as a keyboard and a mouse, that accepts an operation input by an operator. The output device (display device) 240 is a cathode ray tube display, a liquid crystal display, or the like, and displays information to the operator. The communication interface 250 includes a network interface card or the like, and communicates with other computers via the communication network 140. There are a personal computer, an office computer, a main frame, etc. as a computer having such a configuration.

<Configuration>
FIG. 3 is a block diagram showing the functions of each component of the netting processing system of FIG. Note that each unit shown in the figure is realized by executing a program stored in the storage device 210 by the hardware of a computer used as each server or client, or the processing device 220 of each computer.

  The electronic bond management apparatus 110 operates a DBMS (DataBase Management System, not shown), and manages the original book 320 in the storage device 210 under the DBMS. The original book 320 shows information related to the claims and debts of each company.

  FIG. 4 is a diagram illustrating an example of the original book in FIG. As shown in the figure, the original book 320 includes bond data, which is information representing the bond relationship established between the companies. The credit data includes a debtor (reference numeral 410), a creditor (reference numeral 420), a payment amount (reference numeral 430), a payment date (reference numeral 440), and the like. This bond data is referred to when the netting processing device 120 performs a bond offset process. For example, in the credit data indicated by reference numeral 400, the debtor is “Company A”, the creditor is “Company B”, the payment amount is “4.7 billion (yen)”, and the payment date is “June 2006”. Month 30 ”.

  The netting processing device 120 of FIG. 3 includes an original book reading processing unit 310, a two-party bond extraction unit 311, an evaluation value calculation unit 312, a two-party bond cancellation unit 313, a loop bond cancellation unit 314, and a two-party bond resetting process. A unit 315, an original book rewrite processing unit 316, a cancellation result notification unit 317, a cancellation order selection unit 318, and the like. In addition, the storage device 210 in FIG. 2 stores a two-party receivable (two-party receivable data) 330 and a two-party offset receivable (two-party offset receivable data) 331.

  The original book reading processing unit 310 reads the contents of the original book 320 of the electronic bond management device 110 and stores them in the storage device 210.

  The two-party receivable extraction unit 311 extracts receivable data established between two predetermined parties from the original book 320 stored in the storage device 210, and uses this receivable data as a two-party receivable 330 for the storage device 210. To remember.

  FIG. 5 is a diagram illustrating an example of the two-party bond in FIG. The two-party receivable 330 is obtained by extracting the receivable data for the A company and the B company from the original book 320 shown in FIG. 4 (see reference numerals 501, 502, and 503). The credit data for Company A and Company B is as follows: (1) Creditor is creditor A and debtor is Company B, and (2) Creditor is Company B and debtor is Company A. Are both data of bond data.

  As shown in FIG. 5, the two-party receivable 330 includes a debtor (identifier information of the debtor) (reference numeral 510), a creditor (identifier information of the debtor) (reference numeral 520), a payment amount (reference numeral 530), The due date (symbol 540), the evaluation value (symbol 550) and the like are included. The evaluation value 550 is, for example, the present value of the claim, and is calculated by the evaluation value calculation unit 312 described later in consideration of the payment amount 530 of the claim and the discount rate based on the payment date 540.

The evaluation value calculation unit 312 calculates the evaluation value of the claim based on the payment amount of the claim, the due date, and the like. As the evaluation value, the present value or the like is used. Assuming that the receivable is of the lump sum repayment type on the due date, the present value is calculated as follows.
(Present value) = (Payment amount) x (Discount rate on the due date)
The reason why the evaluation value calculation unit 312 calculates the evaluation value such as the present value of the payment amount in this way is to process receivable data having different payment dates.

The two-party receivable offsetting unit 313 cancels the two-party receivable 330 based on the evaluation value (see reference numeral 550 in FIG. 5) to derive a two-party offset receivable 331.
FIG. 6 is a diagram illustrating an example of a two-party offset loan derived based on the two-party bond in FIG. As shown in the figure, the two-party offset credit 331 includes a debtor (reference numeral 610), a creditor (reference numeral 620), an evaluation value (reference numeral 630) and the like in the offset result.
For example, if the bond data indicated by reference numerals 501 to 503 in FIG. 5 is offset on an evaluation value basis, Company A has debt of 4.5 billion + 1.4 billion-1.3 billion = 4.6 billion against Company B. Accordingly, in the bilateral offsetting receivable 331 in FIG. 6, the debtor is “Company A”, the creditor is “Company B”, and the evaluation value is “4.6 billion” (that is, the creditor “Company B” is the debtor) “A company” has a claim value of “4.6 billion”). Details of the offsetting process by the two-party bond offsetting unit 313 will be described later.

The loop receivable offsetting unit 314 in FIG. 3 performs receivable data such that the payment relationship is completed when the receivable-debt relationship of the company described as a creditor or debtor in the original book 320 is represented by a bilateral offset receivable 331. Of groups (hereinafter referred to as loop bonds). Then, the evaluation value in the bond data in the loop bond is offset.
FIG. 7 is a diagram schematically showing a payment relationship of a two-party offset loan between a plurality of companies in the present embodiment. The start point of the arrow represents the debtor, the end point represents the creditor, and the number attached to the arrow represents the evaluation value. In the figure, the following two loop bonds exist.
(A) Loop loan consisting of two-party offset loans 701, 705, 704 (loop bond of company A → B company → D company → A company)
(B) Loop claims consisting of two-party offsetting claims 701, 702, 703, 704 (loop claims of company A → B company → C company → D company → A company)
Details of the loop bond cancellation process will be described later.

The two-party receivable reset processing unit 315 in FIG. 3 obtains the two-party offset claims obtained by the two-party claim offset unit 313 and the two-party offset claims obtained by offsetting them by the loop bond offset unit 314. Process to return to a two-party receivable. In other words, the netting processing apparatus 120 once offsets the bond data between the two parties until a predetermined payment date, and then performs a process of reducing the evaluation value of each bond data so that it matches the offset evaluation value. .
Although the payment amount and the payment due date are not given to the two-party offset receivable, it is possible to set the payment amount and the payment due date by this processing and describe them as receivable data in the original book 320. A method for setting the payment amount and the due date will be described later.

  The original book rewriting processing unit 316 rewrites (changes) the contents of payments and the like described in the original book 320, and deletes the record of the bond data itself. That is, the netting processing result (offset result) in the netting processing device 120 is reflected in the original book 320.

  The countervailing result notifying unit 317 notifies the corporate terminal 130 via the communication network 140 of the countervailing result (changed bond data, a message indicating that the bond data has been changed, etc.). The company terminal 130 to which the notification is sent at this time is the creditor's company terminal 130, the debtor's company terminal 130, or the like in the changed bond data. Further, the cancellation notice at this time may be displayed on the output device (display device) of the netting processing device 120.

  In the process of offsetting loop claims, the offset order selection unit 318 cancels loop claims in which order, or cancels loop claims in which order, or in which order the loop claims are offset. Therefore, when the final offset result is different, it is determined which offset order is adopted as the offset result written to the original book 320.

For example, the offsetting order selection unit 318 selects the offsetting order having the largest sum of the evaluation values reduced by the offsetting of the evaluation values from among the offsetting orders of the plurality of loop bonds, and uses the offsetting result as data to be written in the original book 320. . If such an offset result is written in the original book 320, the amount of payment exchanged between companies can be minimized.
Details of the function of each component described above will be described with reference to flowcharts.

<Processing procedure>
FIG. 8 is a flowchart showing a processing procedure of the netting processing apparatus of FIG. The operation of each component of the netting processing apparatus 120 will be described using FIG. 8 with reference to FIGS. Here, an outline of processing from when the netting processing device 120 reads the contents of the original book 320, performs the offset process, and rewrites the contents of the original book 320 will be described.

  First, the ledger reading processing unit 310 in FIG. 3 reads the contents of the ledger 320 (see FIG. 4) of the electronic bond management apparatus 110 via the communication network 140 (S801), and stores the bond data of the ledger 320 as a storage device. Store in 210.

  Next, the two-party bond extractor 311 extracts a two-party bond (bond data established between two predetermined parties) from the bond data in the original book 320 stored in the storage device 210 (S802). ), And stored as a two-party receivable 330.

  Further, the evaluation value calculation unit 312 calculates the evaluation value (for example, present value) of the receivable based on the payment amount, the due date, etc. of the receivable data in the receivable data 330 in the two-party receivable 330 (S803). And the data (refer FIG. 5) which added the evaluation value of each bond data to the bilateral bond 330 extracted by S802 are created.

Next, the two-party bond offsetting unit 313 performs a two-party bond offset process (S804). That is, the two-party receivable offsetting unit 313 cancels the two-party receivable 330 based on the receivable-liability relationship and the evaluation value of the receivable data included in the two-party receivable 330, and derives the two-party offset receivable 331. To do. This processing procedure will be described with reference to FIGS. 5 and 6 described above.
First, in FIG. 5, (1) the total value of the credit data evaluation in which the debtor is Company A and the creditor is Company B, and (2) the debtor is Company B and the creditor is Company A. Compared with the total evaluation value of bond data. Then, the combination of the debtor and the creditor having the larger total evaluation value is set as the debtor and creditor of the bilateral offsetting credit 331. Further, the difference between the total evaluation values is set as the evaluation value of the bilateral offsetting receivable 331. In the example of FIG. 5, (1) is 5.9 billion (= 4.5 billion + 1.4 billion) and (2) is 1.3 billion, so the debtor of the bilateral offset receivable 331 is A company and the creditor is B company. Furthermore, the evaluation value of the bilateral offsetting receivable 331 is 4.6 billion (= 5.9 billion to 1.3 billion).

  If there is only one receivable data of the two-party receivable 330 extracted in S802 of FIG. 8, the two-party receivable offsetting unit 313 displays the obligor, creditor and evaluation value of the receivable data. The debtor, creditor, and evaluation value of the two-party offset credit 331 are used as they are. If the difference between the total evaluation values in S804 described above is 0, it is assumed that there is no bilateral offsetting loan 331 for the two parties.

  Next, the netting processing device 120 determines whether or not the processing from S802 to S804 has been performed with a combination of all the two parties in the original book 320 (S805). The determination at this time is made based on, for example, whether or not the two-party receivable extraction unit 311 has extracted all the two-party receivables of the company described in the original book 320 as a debtor or creditor. Here, when the netting processing device 120 performs the processing from S802 to S804 for all combinations of the two in the original book 320 (Yes in S805), the process proceeds to S806. If all the combinations of the two are not completed (No in S805), the process returns to S802.

  Next, the loop bond cancellation unit 314 performs loop bond cancellation order selection processing (S806). That is, first, the loop bond offsetting unit 314 extracts a loop bond, and cancels the evaluation value of each bilateral offset bond 331 included in the loop bond. That is, the evaluation value of the two-party offset loan 331 is decreased. At this time, since the evaluation value to be decreased may differ depending on the loop bond extraction and the cancellation order, the cancellation order selection unit 318 determines which cancellation order to employ. Details of the processing content of S806 will be described later with reference to FIGS.

The two-party bond resetting processing unit 315 resets the two-party bond 330 based on the evaluation value of the two-party offset loan 331 remaining after the loop bond cancellation order selection process of S806 (S807). This resetting is performed by erasing (deleting) the bond data or reducing the payment amount based on the original bond data before offsetting. Here, a method of resetting a two-party countervailing receivable 330 will be described with reference to FIGS. 5, 12, and 14.
FIG. 12 is a diagram schematically showing the two-party offset loan remaining after the cancellation order selection process (S806) of FIG. FIG. 14 is a diagram showing a result of resetting the two-party receivable based on the two-party offset receivable between Company A and Company B in FIG.

  First, in the bond data of the two-party receivable 330, the combination of the debtor and the creditor is opposite to the combination of the debtor and the creditor of the two-party counterbalanced receivable 331 remaining after the offsetting order selection processing in S806. Deletes existing bond data.

  For example, the two-party loan resetting processing unit 315 has two parties shown in FIG. 5 because the two-party offset loan (see reference numeral 1201) in FIG. Of the bond data of inter-bond 330, the debt data (reference numeral 503) in which the debtor is Company B and the creditor is Company A is deleted. By doing so, all of the receivable data in the two-party receivable 330 is left with the same obligor and creditor as the debtor and creditor of the two-party offsetting receivable (see reference numeral 1201).

  Next, the two-party receivable reset processing unit 315 reduces the evaluation value of the receivable data so that the sum of the evaluation values of the remaining two-party receivable 330 is the same as the evaluation value of the two-party offset receivable . In this evaluation value subtraction procedure, for example, it is conceivable that the evaluation value is decremented in order (priority) from the bond data whose payment date is late. In this way, even if the creditor offsets the receivable, it is more likely that the one whose payment is due will be redeemed as scheduled. In other words, it is possible to prevent the creditor from receiving a redemption of the payment amount due to offsetting.

  Here, since the evaluation value of the two-party offset loan between Company A and Company B in FIG. 12 is 3 billion (see reference numeral 1201), the two-party loan resetting processing unit 315 performs the two-part loan reset processing unit 315 of FIG. If the evaluation value of the debt data (reference numeral 501) of the late payment date among the credit data (reference numerals 501 and 502) of the inter-party receivable 330 is reduced by 2.9 billion to 1.6 billion, the debt data of the two-party receivable 330 The total evaluation value of (reference numeral 501,502) is 3 billion (= 1.6 billion + 1.4 billion). That is, the sum of the evaluation values of the receivable data of the two-party receivable 330 is the same as the evaluation value of the two-party offset receivable (see reference numeral 1201). Here, in the two-party receivable 330, if there is receivable data whose evaluation value has decreased to 0, the two-party receivable reset processing unit 315 may delete the receivable data. Then, the payment amount is calculated based on the evaluation value thus subtracted. The payment amount at this time may be calculated by performing a reverse calculation of the calculation process in S803 based on the payment date of the bond data and the subtracted evaluation value. By doing so, the amount of payment on the due date is described in each bond data.

  Next, the offset result notifying unit 317 notifies the corporate terminal 130 of the two-party bond reset in S807 via the communication network 140 (S808). For example, the receivable data of the resetting (updated) two-party receivable 330 is transmitted to the debtor of the two-party receivable and the company terminal 130 which is the creditor, or notification that the receivable data has been changed. Or send a message. By doing so, the debtor and the creditor company can know that the debt data has been reset by the netting processing device 120.

  Then, the ledger rewrite processing unit 316 accesses the electronic bond management apparatus 110 via the communication network 140 and performs a rewrite process on the ledger 320 (S809). That is, the ledger rewrite processing unit 316 reflects the bond data of the two-party bond 330 reset in S807 on the ledger 320.

  Next, the cancellation order selection process of S806 described above will be described with reference to FIGS. 9 and 10 (see FIGS. 1 to 8 as appropriate). FIG. 9 is a flowchart showing the cancellation order selection process of FIG. FIG. 10 is a flowchart showing the loop bond offset process (S901) of FIG.

  First, the loop bond offset unit 314 performs loop bond offset processing (S901). This S901 will be described with reference to FIG. If the loop bond cancellation unit 314 can extract the loop bond described above (Yes in S1001), the loop bond cancellation unit 314 extracts one loop bond (a group of two-party offset claims that are loop bonds) (S1002). On the other hand, if the above-described loop bond cannot be extracted (No in S1001), the loop bond offset process ends, and the process proceeds to S807 in FIG.

  Then, the loop bond offsetting unit 314 extracts a minimum evaluation value (this value is a) from the loop claims extracted in S1002 (a group of two-party offset claims that are loop claims) (S1003). ), A is subtracted from the evaluation values of all the two-party offset claims belonging to the loop claims (S1004).

The processing at this time will be specifically described with reference to FIGS. 11 to 13 (see FIGS. 1 to 10 as appropriate). FIGS. 11 to 13 are diagrams schematically showing the relationship between the two-party offset loans after the loop bond processing of FIG. 9.
In FIG. 7 described above, it is stated that there are two loop bonds (a) and (b).
(A) It is assumed that a loop bond consisting of two-party offset loans 701, 705, 704 is extracted. Since the smallest evaluation value of the loop bond of (a) is “1 billion” indicated by reference numeral 705, subtracting 1 billion from the evaluation value of the bilateral offsetting loan 701,705,704, as shown in FIG. become.

Subsequently, the loop bond canceling unit 314 determines again whether or not the loop bond can be extracted. If possible, the loop bond canceling unit 314 extracts it. Incidentally, in the state of FIG. 11, the loop bond canceling unit 314 can extract the following loop bonds.
(C) Loop claims consisting of two-party offset claims 1101,1102,1103,1104 Since the minimum evaluation value in this loop claim (c) is “600 million” indicated by reference numeral 1104, the loop claim offset unit 314 If 600 million are subtracted from the evaluation values of the bilateral offsetting loans 1101, 1102, 1103, and 1104 as before, bilateral offsetting loans 1201, 1202, and 1203 remain as shown in FIG. Since no more loop bonds can be extracted (since there is no relationship between the claims and debts), the loop bond offset process is terminated.

  Returning to FIG. 9, S902 and subsequent steps will be described. The loop bond offset unit 314 stores the procedure canceled in S901 and the two-party offset loan (see FIG. 12) as the offset result in the storage device 210 (S902).

  Next, the loop bond cancellation unit 314 refers to the loop bond cancellation order stored in the storage device 210, and determines whether or not the loop bond cancellation can be performed in a procedure different from the previous one ( S903).

  For example, in FIG. 7 described above, there are two loop bonds of (a) and (b). In the above-described offset example, (a) is first selected and canceled, but (b) is canceled. Has not yet run. Therefore, returning to S901, the loop bond is offset by the procedure of offsetting (b) first. Since the smallest evaluation value in the loop bond of (b) is “1.6 billion” indicated by reference numeral 704, when 1.6 billion is subtracted from the evaluation value of the bilateral offsetting claims 701,702,703,704, respectively. The two-party offsetting loans 1301, 1302, 1303, 1304 in FIG. 13 remain. Since the loop bond cancellation unit 314 cannot extract the loop bond more than this, the loop bond cancellation process in S901 is terminated and the process proceeds to S902, and the offset result of this procedure is canceled. Is stored in the storage device 210. FIG. When it becomes impossible to cancel the loop claims by a procedure other than the stored procedure, the offset order selection unit 318 selects one of the offset orders of the loop claims from the offset order of the loop claims stored in the storage device 210. (S904).

  As a selection method at this time, for example, a method of selecting an offset order in which the sum of evaluation values reduced by cancellation is the largest is considered. In other words, in the above example, the offset order selection unit 318 calculates the total of the evaluation values reduced by the offset order of “loop claims (a) → loop claims (c)” and the offset order of “loop claims (b)”. Is compared with the sum of the evaluation values reduced by. Here, the former is 1 billion × 3 + 600 million × 4 = 5.4 billion, and the latter is 1.6 billion × 4 = 6.4 billion. Accordingly, the cancellation order selection unit 318 selects the latter procedure, and cancels the loop bonds in the selected cancellation order. Thereafter, the two-party credit resetting processing unit 807 performs a two-party credit resetting process based on the two-party offset credit that is the offset of the loop credit.

  Even when netting processing device 120 performs the above-described processing to offset a plurality of receivables (receivable data) with different payment dates, the payment amount of the receivable without creating a new receivable other than the receivable Can be offset by reducing the amount of money or deleting the receivable itself. In other words, a company having a netting receivable will not be paid at a timing that has not been scheduled due to netting.

<Other embodiments>
The present invention is not limited to the embodiments described above, and can be widely modified.
For example, in the present embodiment, the receivable data to be offset by the bilateral receivable offsetting process (S804 in FIG. 8) is all receivable data belonging to the bilateral receivable 330, but the payment date is after a predetermined date Only the bond data may be subject to offsetting. Therefore, for example, if only the receivable data whose payment date is after May 1, 2006 is to be offset, only the receivable data indicated by reference numeral 501 and the receivable data indicated by reference numeral 503 in FIG. The
In other words, the receivable data (reference numeral 502) whose due date is before May 1, 2006 is not subject to offsetting, and Company B will be redeemed as scheduled. That is, it is possible to avoid the risk that the creditor's funding plan that relied on the cash income from the redemption would go wrong due to the offsetting of the receivables and the funds would have to be urgently raised by another method.

  Further, in the above-described two-party claim resetting process (S807 in FIG. 8), the evaluation value may be reduced in order from the two-party claim with an earlier payment date. In that case, the bilateral offset receivables between company A and company B in FIG. 12 (obligor “Company A”, creditor “Company B”, evaluation value “3 billion”) Based on the bond 330, the two-party bond 330 is reset as shown in FIG. That is, in the two-party receivable 330 of FIG. 5, the evaluation value 1.4 billion of the receivable data 502 with the earlier payment date is first reduced to 0, and then the evaluation value of the receivable data 501 is decreased 1.5 billion to 3 billion. . Since the bond data (reference numeral 502) whose evaluation value is 0 is deleted, the bond data indicated by reference numeral 1501 remains in the two-party bond shown in FIG.

Further, the offsetting order selection unit 318 described above selects the offsetting order in which the total value of the evaluation values decreased due to offsetting is the largest among the offsetting orders of a plurality of loop claims. An offsetting order with the largest number of offsetting claims may be selected.
That is, for example, when comparing the offsetting order of “loop credit (a) → loop credit (c)” with the offsetting order of “loop credit (b)”, the number of original two-party offset claims is five. (Reference numerals 701, 702, 703, 704, and 705 in FIG. 7), the number of extinguished loans after the offset by the former is three (reference numerals 1201, 1202, and 1203 in FIG. 12). Is two. In the latter, since the number of offsetting claims between the two parties after offsetting is four (reference numerals 1301, 1302, 1303, 1304), the number disappeared is one. Accordingly, the cancellation order selection unit 318 selects the former procedure having a large number of disappearances.

  In this way, the offsetting order selection unit 318 selects the offsetting order in which the number of two-party offsetting claims disappears due to offsetting, thereby minimizing the number of payments (number of redemptions) that occur between each company. be able to. In other words, in the example described above, if the result of the loop bond offset in FIG. 13 is paid from company B to D company (reference numeral 1304), the result of the loop bond offset in FIG. Since payment to company D does not occur, labor for payment of company B can be reduced. Thus, by minimizing the number of payments for each company, the cost required for payment can be minimized.

  The offsetting order selection unit 318 has a function of selecting the offsetting order in which the total value of the evaluation values decreased due to offsetting is the largest among the offsetting orders of a plurality of loop claims (a function for selecting evaluation value priority), and It has both a function for selecting an offsetting order with the largest number of extinguished two-party offset claims (a function for selecting with priority on the number of claims extinguished), and switching may be performed based on an instruction input to the netting processing device 120. Good. The instruction input at this time may be input via an input device by an administrator of the netting processing device 120 or may be input from the company terminal 130 via the communication network 140.

Further, the netting processing device calculates the degree of decrease in the evaluation value when the cancellation order selection unit 318 selects with the above-described evaluation value priority, and the number of extinctions of the two-party offset loans when the priority is selected with respect to the number of claims cancellation. The information is displayed on a display device connected to 120 and prompts an instruction input from an administrator of the netting processing device 120 or a user of the company terminal 130 (hereinafter referred to as a user). And based on the instruction | indication input from a user after this, you may make it select the two-party offset receivable used for a two-party claim reset process (S807 of FIG. 8).
That is, the result of simulation of loop bond cancellation is the result of both when the offset order selection unit 318 performs loop bond cancellation with priority on the evaluation value and with the result of loop bond cancellation with priority on the number of extinct claims. May be displayed so that the user can select the cancellation order according to the result. By doing so, it is possible to realize a loop bond offsetting process more in accordance with the purpose of the user.

  Further, the netting processing device 120 of FIG. 3 includes a receivable transfer processing unit that transfers the receivable data described in the original book 320 from the company that is the creditor in the receivable data, instead of the rewrite processing unit 316. A credit split cancellation processing unit that splits and deletes the receivables, and a credit transfer processing unit that transfers the temporary rights rewriting claims remaining after the split and cancellation to the original creditors.

  That is, instead of the original book rewriting process in S809 of FIG. 8, the receivable transfer processing unit communicates with the company terminal 130 to transfer the receivable from the company that is the creditor of the receivable in the receivable data that needs to be rewritten. Here, taking over a claim means that the creditor item (see reference numeral 420 in FIG. 4) of the claim data written in the original book 320 is a user of the netting processing device 120 (here, “netting processing organization”). ). Then, in the above-described credit splitting processing unit, the splitting and canceling processing of the credit is performed so that the result of S807 in FIG. Finally, in the above-described credit transfer processing unit, the credit is transferred to the original creditor so as to be the same as the result of S807.

  For example, the procedure for realizing the processing for rewriting the two-party receivable 330 shown in FIG. 5 with the two-party receivable shown in FIG. 14 by the receivable transfer processing unit, the receivable split cancellation processing unit, and the receivable transfer processing unit is as follows. .

First, since the receivable data that needs to be rewritten is the receivable data indicated by reference numerals 501 and 503, the receivable transfer processing unit transfers these receivables from the B company. As a result, the netting processing institution obtains the right to divide, delete, and assign the claims corresponding to the claims 501 and 503. Then, in order to change the payment amount of the receivable indicated by reference numeral 501 from 4.7 billion to 1.7 billion, the receivable split cancellation processing unit (1) divides the receivable into 47, and (2) 30 of the generated 47 receivables. An instruction to delete the individual is sent to the electronic bond management apparatus 110. Further, the receivable assignment processing unit sends an instruction to the electronic receivable management apparatus 110 to transfer the remaining 17 receivables to the company B. Further, the credit split cancellation processing unit sends an instruction for the credit cancellation processing indicated by reference numeral 503 to the electronic credit management apparatus 110.
Through the above processing, the two-party bond 330 shown in FIG. 5 is replaced with the two-party bond shown in FIG.

In this manner, once the netting processing organization receives the credit from the creditor and transfers it again to the original creditor after the division / deletion, the netting processing device 120 has no authority to directly rewrite the credit data in the original book 320. However, even if the user has only the same authority as that of a normal company that is a user of the electronic bond management organization, the same result as that obtained by direct rewriting can be obtained.
In addition, in such a method, the two-party receivable resetting process (see S807 in FIG. 8) of the present embodiment does not involve the generation of new receivables or an increase in the payment amount of the original receivables. It can be said that this is possible only by using the decrease in the evaluation value (and payment amount) from

  The netting processing apparatus according to the present embodiment can be realized by a netting processing program for executing the processing as described above, and the program is stored in a computer-readable storage medium (CD-ROM or the like) and provided. Is possible. The program can also be provided through a communication network 140 such as the Internet.

It is a figure which shows the structure of the netting processing system which is an example of embodiment of this invention. It is a figure which shows an example of the hardware constitutions of the computer used as an electronic bond management apparatus of FIG. 1, a netting processing apparatus, and a company terminal. It is the block diagram which expanded and showed each component of the netting processing system of FIG. It is a figure which shows an example of the original book of FIG. It is a figure which shows an example of the two-party receivable of FIG. FIG. 6 is a diagram illustrating an example of a two-party offset loan derived based on the two-party bond in FIG. 5. It is the figure which showed typically the payment relationship of the bilateral offset loan between several companies in this Embodiment. It is the flowchart which showed the process sequence of the netting processing apparatus of FIG. It is the flowchart which showed the cancellation order selection process of FIG. 10 is a flowchart showing the loop bond offset process of FIG. 9. It is the figure which showed typically the relationship of the two-party offset credit after execution of the loop credit offset process of FIG. It is the figure which showed typically the relationship of the two-party offset credit after execution of the loop credit offset process of FIG. It is the figure which showed typically the relationship of the two-party offset credit after execution of the loop credit offset process of FIG. It is a figure which shows an example of the two-party receivable after execution of the two-party claim reset processing of FIG. It is a figure which shows an example of the two-party receivable after execution of the two-party claim reset processing of FIG.

Explanation of symbols

1 Netting processing system 110 Electronic bond management device 120 Netting processing device 130 Corporate terminal (terminal)
140 Communication Network 200 Computer 210 Storage Device 220 Processing Device 230 Input Device 240 Output Device (Display Device)
250 Communication Interface 260 Bus 310 Ledger Reading Processing Unit 311 Bilateral Debt Extraction Unit 312 Evaluation Value Calculation Unit 313 Bilateral Debt Offsetting Unit 314 Loop Receivable Offsetting Unit 315 Bilateral Receivable Resetting Processing Unit 316 Ledger Rewriting Processing Unit 317 Offsetting Result notification section 318 Counterbalance order selection section 320 Ledger 330 Two-party receivable 331 Two-party offset receivable

Claims (15)

A netting processing device for performing netting processing of a plurality of bond data,
For each claim, read the claim data of the original book from a storage device that stores the original book including the claim data indicating the debtor, the creditor, the payment amount and the due date of the claim, and the storage unit of the netting processing device An original book reading processing unit stored in
From the bond data in the original book of the storage unit, extract the two-party bond data that is the bond data with the predetermined two parties as a creditor and a debtor, and store it in the storage unit.
For each receivable data included in the extracted two-party receivable data, based on the due date in the receivable data, the evaluation value of the payment amount is calculated and stored in the storage unit;
The calculated evaluation value is offset based on the receivable-liability relationship of the respective receivable data, and the bilateral offset receivable data indicating the evaluation value, the creditor and the debtor in the offset result is created and stored in the storage unit A two-party receivables offsetting unit,
(1) Of the claim data included in the two-party claim data in the storage unit, the claim that the creditor and debtor combination is the opposite of the creditor and debtor combination in the two-party offset credit data Delete the data,
(2) Of the receivable data included in the two-party receivable data of the storage unit, for the receivable data in which the combination of the creditor and the debtor is the same as the combination of the creditor and the debtor in the two-party offset receivable data, Update the evaluation value of each receivable data in the storage unit so that the sum of the evaluation values of each receivable data is the same as the evaluation value of the two-party offset receivable data,
(3) Based on the updated evaluation value and the due date in the bond data, a bilateral bond resetting processing unit that reversely calculates and updates the payment amount in each bond data in the storage unit;
A netting processing apparatus comprising: Among the two-party offset claims data created by the two-party offset counter, the loop claims data that is a combination of the two-party offset claims data in a relationship that makes a complete payment relationship is extracted, and the extracted loop claims A loop bond offset unit that repeats the process of offsetting the two-party offset credit data belonging to data based on the evaluation value of the two-party offset credit data until the loop bond data cannot be extracted;
The two-party loan resetting processing unit
The netting processing apparatus according to claim 1, wherein the payment amount is updated using bilateral offsetting bond data that is a result offset by the loop bond offsetting unit. The two-party loan resetting processing unit
3. The netting processing apparatus according to claim 2, wherein when the evaluation value in each of the bond data is updated, the evaluation value is preferentially updated from the bond data with a later payment date. The two-party loan resetting processing unit
3. The netting processing apparatus according to claim 1, wherein when updating the evaluation value of each bond data, the update is performed by preferentially subtracting the evaluation value from the bond data having an earlier payment date.   5. The loan book renewal processing unit that outputs the bond data updated by the two-party bond resetting processing unit to the storage device, and rewrites the original book. The netting processing apparatus according to claim 1. The bilateral bond offsetting unit
6. The claim 1 according to any one of claims 1 to 5, wherein, among each claim data in the two-party claim data, the claim data whose payment date is after a predetermined date is offset based on the evaluation value. The netting processing apparatus according to 1.   The offset that transmits the receivable data updated in the two-party receivable reset processing unit or the message that the receivable data has been updated to at least one of the creditor and debtor terminals in the receivable data via the network The netting processing apparatus according to claim 1, further comprising a result notifying unit. An offsetting order selection unit that selects an offsetting order to be adopted by the loop bond offsetting unit from the patterns when a plurality of offsetting orders for offsetting the two-party offsetting claims data are detected in the loop bond offsetting unit Further including
The netting processing apparatus according to claim 2, wherein the cancellation order selection unit selects an cancellation order in which the evaluation value decreases most due to the cancellation. An offsetting order selection unit that selects an offsetting order to be adopted by the loop bond offsetting unit from the patterns when a plurality of offsetting orders for offsetting the two-party offsetting claims data are detected in the loop bond offsetting unit Further including
The netting according to any one of claims 2 to 7, wherein the cancellation order selection unit selects an offsetting order in which the number of the two-party offset loan data disappearing due to the cancellation is the largest. Processing equipment. An offsetting order selection unit that selects an offsetting order to be adopted by the loop bond offsetting unit from the patterns when a plurality of offsetting orders for offsetting the two-party offsetting claims data are detected in the loop bond offsetting unit Further including
The offsetting order selection unit displays, on the display device, an offsetting result based on the offsetting order in which the evaluation value decreases among the patterns, and an offsetting result based on the offsetting order in which the number of the offsetting credit data between the two parties disappears most. Displayed, and based on the input instruction of the offset order from the input device, either the offset order in which the evaluation value decreases most due to the offset, or the offset order in which the number of the two-party offset loan data disappears due to the offset 8. The netting processing apparatus according to claim 2, wherein one of the two is selected.   The netting processing device according to any one of claims 1 to 10, an electronic bond management device that is a storage device for storing the original book, and an instruction command for the netting processing to the netting processing device via a network A netting processing system comprising: a terminal that outputs a network. A method for netting multiple bond data,
A netting processing device for performing the netting processing,
For each claim, read the claim data of the original book from a storage device that stores the original book including the claim data indicating the debtor, the creditor, the payment amount and the due date of the claim, and the storage unit of the netting processing device Read the ledger to remember,
From the credit data in the original ledger of the storage unit, extract the two-party credit data that is the credit data with the predetermined two parties as creditors and debtors, and store the data in the storage unit,
For each receivable data included in the extracted two-party receivable data, the evaluation value of the payment amount is calculated based on the due date in the receivable data, and stored in the storage unit,
The calculated evaluation value is offset based on the receivable-liability relationship of the respective receivable data, and the bilateral offset receivable data indicating the evaluation value, the creditor and the debtor in the offset result is created and stored in the storage unit And
Deletes the receivable data included in the two-party receivable data in the storage unit in which the creditor and debtor combination is the opposite of the creditor and debtor combination in the two-party offset credit data And
Of the receivable data included in the two-party receivable data in the storage unit, each receivable data for receivable data in which the combination of the creditor and the debtor is the same as the combination of the creditor and the debtor in the two-party offset receivable data Update the evaluation value of each receivable data in the storage unit so that the sum of the evaluation values of the two is the same as the evaluation value of the bilateral offset receivable data,
A netting method according to claim 1, wherein the payment amount in each receivable data in the storage unit is back calculated and updated based on the updated evaluation value and the due date in the receivable data. The netting processing apparatus is
Extracting the loop bond data that is a combination of the two-party offset loan data in a relationship where the payment relationship circulates among the created two-party offset bond data,
Further executing the process of offsetting the two-party offset credit data belonging to the extracted loop bond data based on the evaluation value of the two-party offset credit data until the loop bond data cannot be extracted,
13. The netting processing method according to claim 12, wherein the payment amount is updated using the two-party offset credit data in which the evaluation value is offset. The netting processing apparatus is
14. The netting processing method according to claim 12, wherein when the evaluation value in each of the bond data is updated, the evaluation value is preferentially subtracted and updated from the bond data having a later payment date. A netting processing program for a plurality of bond data,
On the computer,
For each claim, read the claim data of the original book from a storage device that stores the original book including the claim data indicating the debtor, the creditor, the payment amount and the due date of the claim, and the storage unit of the netting processing device Reading the ledger stored in
Extracting from the bond data of the original storage of the storage unit, the two-party bond data that is a bond data with a predetermined two parties as a creditor and a debtor, and storing the data in the storage unit;
For each receivable data included in the extracted two-party receivable data, calculating an evaluation value of the payment amount based on the due date in the receivable data, and storing it in the storage unit;
The calculated evaluation value is offset based on the receivable-liability relationship of the respective receivable data, and the bilateral offset receivable data indicating the evaluation value, the creditor and the debtor in the offset result is created and stored in the storage unit And steps to
Deletes the receivable data included in the two-party receivable data in the storage unit in which the creditor and debtor combination is the opposite of the creditor and debtor combination in the two-party offset credit data And steps to
Of the receivable data included in the two-party receivable data in the storage unit, each receivable data for receivable data in which the combination of the creditor and the debtor is the same as the combination of the creditor and the debtor in the two-party offset receivable data Updating the evaluation value of each receivable data in the storage unit so that the sum of the evaluation values of the two becomes the same as the evaluation value of the bilateral offset receivable data;
Based on the updated evaluation value and the due date in the claim data, back-calculating and updating the payment amount in each claim data in the storage unit;
A netting processing program characterized in that is executed.

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