JP2019086891A - Slip preparation support system - Google Patents

Abstract

To provide a slip preparation support system performing generation of a BIS slip corresponding to new BIS regulation and management of a BIS attribute efficiently.SOLUTION: A system has a balance acquisition part 13 acquiring balance information from a background office system 2 and an overseas administration 4 and storing as a fund balance 131, a look-through processing part 14 executing look-through processing to the balance information and recording it in the fund balance 131, an attribution management part 11 recording attribution information regarding each brand included in an object fund and accepting and recording a registration of BIS attribute information, a balance generation for each BIS brand part 15 calculating a balance for each BIS brand 151, a BIS asset subject compaction part 16 calculating a balance for each BIS asset subject 161, and a BIS slip generation part 17 generating data regarding a BIS slip at multiple formats.SELECTED DRAWING: Figure 1

Description

  The present invention relates to the technology of an information processing system corresponding to the Basel regulation (hereinafter sometimes referred to as "BIS regulation"), and in particular, to a form creation support system for supporting creation of a form in accordance with the BIS regulation Related to effective technology.

  The BIS Regulations, which is the International Standard on the Capital and Liquidity Ratios of Internationally Active Banks published by the Basel Committee on Banking Supervision, are adopted as banking regulations in many countries including Japan. ing. In January 2017, two changes were made to the BIS Regulations.

  One is the introduction of “a standard method for measuring counterparty credit risk exposure (hereinafter sometimes referred to as“ SA-CCR (Standardized Approach for Counterparty Credit Risk)) ”(Non-Patent Document 1) It is sometimes described as “SA-CCR correspondence”, and is a change in the calculation method of the credit equivalent of derivatives (financial derivatives). It is a nonpatent literature 2), and it is a change about the method of the look-through (asset composition grasping) which confirms individual items of a fund (Hereinafter, it may be described as "fund look-through correspondence").

"Capital requirements for banks' equity investments in funds", [online], December 2013, Basel Committee on Banking Supervision, [Search on Nov. 14, 2016], Internet <URL: http://www.bis.org/ publ / bcbs266.pdf> "The standardized approach for measuring counterparty credit risk exposures", [online], April 2014, Basel Committee on Banking Supervision, [Search on Nov. 14, 2016], Internet <URL: http://www.bis.org/ publ / bcbs279.pdf>

  Asset management companies that handle funds regularly create reports (sometimes referred to as "BIS reports" below) in such a way that the compliance status of the BIS regulations can be understood by banks that are clients. Are submitted.

  In the above-mentioned SA-CCR correspondence, the calculation method of the credit equivalent amount of the derivative transaction carried out at the time of creation of the BIS form is changed from the current current exposure method to the SA-CCR method. In the SA-CCR method, it is necessary to change the calculation formula and the factor to be adopted depending on the presence or absence of margin, or to reduce the risk in netting set (“hedge set”) defined for each asset item (product type) The calculation method becomes very complicated. In addition, management of information such as collateral information and netting sets required for calculation is also required. And, since the funds targeted by the SA-CCR include a forward exchange contract, it is necessary for almost all asset managers to carry out the SA-CCR correspondence.

  In addition, in the fund look-through method, the adoption condition of the “mandated method” used when calculation of the risk weight of the fund can not be performed by the “look-through method” is tightened, and when the risk weight can not be calculated by this. Very high risk weights are uniformly adopted by the fallback method. Therefore, the implementation of look-through requires calculating risk weights, which is particularly important for funds that include foreign national funds (FoFs). For asset management companies that handle foreign national funds, receiving advertisement data from overseas fund administrators (sometimes referred to as "overseas foreign currency" below), managing foreign nationality fund data, and implementing look-through It is necessary to carry out work such as creation of BIS forms reflecting the results.

  When the asset management company applies the SA-CCR correspondence or the fund look-through correspondence, it is necessary to perform the above correspondence also for the BIS report submitted to the bank. In this regard, for example, in a back office system used by an asset management company, there are cases in which a BIS report creation task or service corresponding to BIS regulations has already been implemented. Therefore, for the existing BIS report creation service, it is necessary to automatically perform calculations and the like related to the new BIS regulation, and to perform a system correspondence that can create and output the BIS report.

  On the other hand, in the new BIS form, the number of items of attribute information required at the time of creation becomes very large compared to the conventional BIS form, due to the complexity of the calculation method and the like. Therefore, when applied to the existing BIS report creation service as it is, there is a concern that the load of the maintenance work of the user on the attribute information of the BIS will become even larger than the current situation. In addition, when an error occurs in the process of creating a form, there is a concern that the load for the operation of grasping and correcting the item and contents of the error and retrying may be extremely large.

  Therefore, it is an object of the present invention to be able to efficiently create a BIS report corresponding to a new BIS regulation (SA-CCR compliant, fund look-through compliant) and manage BIS attributes required therefor. It is to provide a creation support system.

  The above and other objects and novel features of the present invention will be apparent from the description of the present specification and the accompanying drawings.

  The outline of typical ones of the inventions disclosed in the present application will be briefly described as follows.

  A form creation support system according to a representative embodiment of the present invention is a form creation support system that supports the creation of a BIS form that complies with BIS regulations, and includes a target fund and a back fund system and / or an overseas administrator. The balance acquisition unit which acquires information on the balance of each brand included in this and records it as a fund balance, and performs look-through processing on the information on the balance of the target fund, and sets the balance after look-through to the fund balance A look-through processing unit for recording; and an attribute management unit for recording attribute information related to each brand included in the target fund, and accepting and recording registration of BIS attribute information related to each brand included in the target fund Have.

  Further, a BIS brand-specific balance preparing unit that calculates a BIS brand-specific balance based on the fund balance, the attribute information, and the BIS attribute information, the BIS brand-specific balance, the attribute information, and the BIS attribute Based on the information, the BIS asset subject concentration unit calculates the BIS asset subject balance, the BIS asset subject balance, the attribute information and the BIS attribute information, the BIS report in a plurality of formats And BIS form creation unit for creating such data.

  The effects obtained by typical ones of the inventions disclosed in the present application will be briefly described as follows.

  That is, according to a representative embodiment of the present invention, it is possible to efficiently create a BIS form corresponding to a new BIS regulation (SA-CCR compliant, fund look-through compliant) and manage BIS attributes required therefor. It is possible to do

BRIEF DESCRIPTION OF THE DRAWINGS It is the figure which showed the outline | summary about the structural example of the slip preparation support system which is one embodiment of this invention. It is the flowchart which showed the outline about the example of the flow of a series of business processing from registration of the new fund in one embodiment of the present invention to creation of a BIS report. It is the figure which showed an example about the outline | summary of the notification method when there exists an error in the attribute information in one embodiment of this invention. It is the figure which showed an example about the outline | summary of the rating determination process in one embodiment of this invention.

  Hereinafter, embodiments of the present invention will be described in detail based on the drawings. Note that, in all the drawings for describing the embodiments, the same reference numeral is attached to the same part in principle, and the repetitive description thereof will be omitted. On the other hand, the parts described with reference to the reference numerals in a certain drawing may be referred to by the same reference numeral although not shown again in the description of the other drawings.

  The form creation support system according to an embodiment of the present invention is adapted to port and expand the BIS regulation corresponding to the asset management company's back office (or middle office) system to the downstream middle office system. To realize the form creation function corresponding to the new BIS regulation. This makes it possible to create a BIS report reflecting the system correspondence such as the SA-CCR correspondence and the fund look-through correspondence. In addition, the configuration for performing BIS regulation correspondence is not limited to that of the present embodiment, and, for example, a configuration performed in cooperation with the back office side as in the prior art, a configuration performed in the front office side, etc. may be appropriately adopted. it can.

  FIG. 1 is a diagram showing an outline of a configuration example of a form creation support system according to an embodiment of the present invention. As described above, the form creation support system 1 of the present embodiment implements the BIS form creation function corresponding to the new BIS regulation in the middle office system of the asset management company.

  The form creation support system 1 is a server system that configures a middle office system having a BIS form creation function, and is configured of, for example, a server device, a virtual server built on a cloud computing service, or the like. Then, an OS (Operating System) or a DBMS (DataBase Management System), middleware such as a Web server program, etc. developed on a memory from a recording device such as an HDD (Hard Disk Drive) by a CPU (Central Processing Unit) not shown. By executing the software that operates above, various functions to be described later related to the provision of the BIS form creation service are realized.

  The form creation support system 1 includes, for example, an attribute management unit 11 implemented as software, a BIS attribute acquisition unit 12, a balance acquisition unit 13, a look-through processing unit 14, a BIS brand-specific balance preparation unit 15, and a BIS asset item aggregation unit 16. , BIS form creation unit 17 and the like. Also, attributes 111, SA-CCR calculation attributes 112, BIS attributes 121, fund balance 131, BIS stock balance 151, BIS asset subject balance 161 etc. recorded as a database etc. in an HDD or external database server etc. (not shown) It has each data store.

  The attribute management unit 11 has a function of registering and managing various attribute information and the like required to create a BIS form. The attribute information is roughly divided into two types, one is a general attribute handled in the existing business, and the other is an attribute for BIS newly required for BIS regulation correspondence. Information related to the general attribute is mainly held in the attribute 111, and information related to the BIS attribute is mainly held in the SA-CCR calculation attribute 112 and the BIS attribute 121. In addition, information on general attributes is also used for BIS regulation correspondence.

  As information registered in each table of the attribute 111, for example, as general attribute information of a brand included in a fund, using a brand code as a key, name, external code such as ISIN code, issue date, redemption date, country, currency Etc. information is included. It also includes information on the definition of fund groups to be output to forms. These pieces of information are, for example, automatically fetched from the back office system 2 as the existing business.

  As information registered in each table of the SA-CCR calculation attribute 112, for example, change information of collateral for each counterparty necessary for calculation of SA-CCR, and calculation group of SA-CCR. And BIS attribute information such as off-balance sheet risk weights. In addition, as information registered in each table of the BIS attribute 121, for example, information of the risk weight of the BIS asset subject to be associated as BIS attribute information on a brand or a fund subject to BIS regulation, BIS brand attribute Information on the risk weights of the consignment banks and brokers that are associated with the BIS and calculation rules in BIS etc. are included.

  In addition, as information related to the rating of the issue, information to change the Basel rating definition defined in the FSA's notification, information on the issue rating with the issue code as key, information on issuer rating, information on country rating and broker rating, etc. Also included. In addition, when acquiring rating information from an external rating agency (for example, Bloomberg (registered trademark) etc.) not shown, some rating agencies add a symbol such as "*" in "AAA *" depending on the rating agency. May be In the present embodiment, the attribute management unit 11 automatically performs cleansing processing such as normalization by deleting or converting such a symbol, and processing such as format conversion. Automatic linking is possible with

  For example, the user of the asset management company may access the information via a network such as the Internet (not shown) using a client terminal, and may manually register the information by an operation on the screen. Also, the data file may be uploaded and registered from the client terminal.

  At that time, including the stocks already registered in the form creation support system 1, if possible, the BIS attribute information necessary for creating a BIS form for each grade through the BIS attribute acquisition unit 12 which is an external interface. Alternatively, it may be acquired from the data registered in the BIS brand 31 of the existing BIS regulation correspondence system 3 or the database of the balance 21 of the back office system 2. That is, the existing BIS regulation compliant system 3 is a subsystem that adds and supplements a function for performing conventional BIS regulatory compliance in the back office system 2. Then, the BIS attribute acquisition unit 12 has a function of acquiring information of the required BIS attribute for the designated brand from the database of the BIS brand 31 or the database of the balance 21 of the back office system 2 and responding.

  The balance acquisition unit 13 is an external interface that cooperates with the information processing system of the back office system 2 or the overseas advertisement 4. Acquires information on the balances of domestic public offering and private placement investment trusts held in the database of balance 21 of back office system 2 and the information on the balance of foreign investment trusts and FoF held in the database of balance 41 of overseas admi 4 Have a function to It may be automatically acquired by cooperation between systems, or may be configured to upload a file of balance data acquired separately by the user. The information on the acquired balance is registered in the fund balance 131 and centrally managed. In the case of performing fund look-through, look-through processing may be performed on each fund by the look-through processing unit 14 according to a predetermined method, and the resulting balance (look-through balance) may be registered in the fund balance 131 .

  Based on the contents of the fund balance 131 and the contents of the BIS attribute 121 and the attribute 111, the BIS stock balance creation unit 15 calculates risk weights and risk assets by using the contents of the fund balance 131 and creates the balance information of the BIS stock by fund, The BIS stock balance 151 has a function of recording. When performing SA-CCR correspondence, calculation of credit equivalent amount in the SA-CCR method may be performed with reference to the content of the SA-CCR calculation attribute 112.

  The BIS asset item concentration section 16 generates balance information in which the contents of the BIS stock balance 151 and the contents of the BIS attribute 121 and the attribute 111 are aggregated in units of asset items etc. It has a function to record. The BIS brand-specific balance preparation unit 15 and the BIS asset item consolidation unit 16 perform the above-described processes in a nighttime batch process.

  Then, the BIS form creation unit 17 has a function of creating a BIS form based on the content of the BIS asset item classified balance 161, the BIS attribute 121 and the attribute 111, and the content of the SA-CCR calculation attribute 112 as input. Although the data format of the BIS form is not particularly limited, for example, it can be created as tabular data by spreadsheet software. This process may be performed in a batch process at night, or may be performed online or in real time based on an instruction / request from a user via a client terminal. For example, when an error occurs in nighttime batch processing, or when it is desired to correct the contents of a created form, the user corrects the uploaded balance data and attribute information using the client terminal, and then the BIS form is resubmitted. It is also possible to instruct creation in online processing.

  In the present embodiment, as will be described later, when creating a BIS form, for example, by using a default value when a condition is not met, an unnecessary error is prevented as much as possible. Also, even if an error occurs, a brand that the user should maintain by automatically detecting which item among the many BIS attributes resulted in an error and the brand to be maintained and notifying the user Reduce the user's workload significantly by enabling easy and quick grasping and correction. The contents of the error include not only the case where the attribute is simply lacking, but also an error in the consistency between attribute items which are unacceptable in terms of commercial property or notification.

  The BIS form creation unit 17 can create the BIS form in various designated formats. For example, various standard forms such as industry standard format report 171 and systematic format report 172 for each systematic financial institution, such as on balance / off balance risk asset table, derivative breakdown table, risk asset table for each counterparty category, stock description, etc. Create In addition, as the unique format report 173 of the system which can be flexibly changed according to the asset management company, for example, various items such as an on-balance / off-balance risk asset table, a commodity detailed item report, an SA-CCR statement, etc. A form may be created.

  The created BIS report can be referenced by the user from a client terminal via a network (not shown) along with data such as the BIS stock balance 151 and the BIS asset item balance 161 BIS balance information. It may be downloadable to the client terminal. In addition, it may be possible to appropriately edit and correct the BIS form as needed.

<Flow of business process>
FIG. 2 is a flowchart showing an outline of an example of a flow of a series of business processes from registration of a new fund to creation of a BIS form in the present embodiment. First, the user of the asset management company accesses the attribute management unit 11 of the form creation support system 1 using the client terminal, and the information of the new fund for which the BIS form is to be created is added to the attribute 111 as necessary. Register (S01). A screen interface for manually registering individual funds may be provided, or data files in which information on a plurality of funds are recorded may be uploaded and collectively registered.

  The attribute management unit 11 determines the BIS attribute of the data of each grade included in the registered fund, for example, using an attribute determination function (not shown) or the like (S02). Information of the BIS brand attribute acquired as the determination result is registered in the BIS attribute 121.

  The user further acquires rating information from an external rating agency (not shown) for the target fund, uploads this using a client terminal, and registers it in the attribute 111 or the BIS attribute 121 (S03). Instead of uploading by the user, for example, the attribute management unit 11 may directly obtain online from an external rating agency. Furthermore, as needed, information on the hedge set required as SA-CCR correspondence and collateral information are registered or uploaded using the client terminal and registered in the SA-CCR calculation attribute 112 (S04).

  If there is a lack or inconsistency in the registration of a series of information, an error is output. In this case, the input data is corrected according to the content of the error, and registration and upload are performed again. The processing in that case will be described later. After the registration of the series of information is completed, the user uses the client terminal to request creation of a BIS report for the target fund (S05). As a result, the target fund is registered as a BIS report creation target.

  Calculation of fund balances to create a BIS report is performed by nighttime batch processing (or by an online request from a user). First, the BIS brand-specific balance preparing unit 15 performs BIS brand-specific balance calculation processing (S06). Here, as described above, the contents of the fund balance 131 and the contents of the BIS attribute 121 and the attribute 111 are input to calculate risk weights and risk assets, create fund balance information for each BIS stock, and Record in stock balance 151. When performing SA-CCR correspondence, the credit equivalent amount in the SA-CCR system is calculated with reference to the contents of the SA-CCR calculation attribute 112.

  Further, the BIS asset item consolidation unit 16 performs BIS asset item-based balance calculation processing (S07). Here, as described above, the contents of the BIS stock balance 151 and the contents of the BIS attribute 121 and the attribute 111 are input to create balance information aggregated in units of asset items etc. Record. Then, the BIS form creation unit 17 performs BIS form creation processing (S08). Here, as described above, a BIS report is created with the contents of the BIS asset item-specific balance 161 and the contents of the BIS attribute 121 and the attribute 111 as inputs.

  On the next business day (in the case of an online request, it is also possible on the day), the user downloads BIS reports of various formats created to the client terminal and acquires them, confirms the contents, and identifies as necessary. Manually modify the specific items on the fund or brand report (S09). The BIS form data on the server of the form creation support system 1 may be directly corrected. Since the BIS form is created, for example, by spreadsheet software, it can be corrected as appropriate. Then, the user or the superintendent checks the BIS report after correction based on predetermined rules and criteria, and if it is confirmed that there is no problem, deliver it to the bank (S10) and finish the processing. .

<Process on error>
[Insufficient attribute or attribute error]
For example, when uploading and registering a data file in which the attribute information of the fund for which a BIS form is to be created is recorded, when performing a calculation process when creating a BIS form, or when checking daily checks etc. If, in the present embodiment, an error occurs because there is a shortage or an incorrect item in the attribute information, the present embodiment not only notifies an error item for the target brand, but also for eliminating an error in the notification content. Make corrections directly and allow them to be re-uploaded. This greatly reduces the load on the user.

For example, in the case of notifying the user of an error because there is a shortage or an incorrect item in the attribute information in the check at the time of calculation processing when creating the BIS form, generally,
AAAA: "Start Date"
BBBB: "Broker", "Classification"
In the above example, the stock code that specifies the stock that caused the error and the item name that has the error are notified (in the above example, "Start date" error in the stock code "AAAA", and the stock code "BBBB" In “broker”, “division” is an error) degree.

  FIG. 3 is a diagram showing an example of an outline of a notification method when there is an error in attribute information in the present embodiment. In the data file 110a of the attribute information shown in the upper part of FIG. 3, attribute information of each brand included in the fund (only the brand codes "AAAA", "BBBB" and "CCCC" are explicitly shown in the example of FIG. 3) is registered. It is done. Then, when an error occurs in the check at the time of daily check processing, etc., at the time of calculation processing at the time of uploading and registering the data file 110a, BIS form, in the present embodiment, The data file 110b as shown in the middle of 3 is output to the user. In the data file 110b, the same items as the upper data file 110a (i.e., items other than the item that resulted in an error) are targeted only for the brand (in the example of FIG. 3, brand codes "AAAA" and "BBBB") Furthermore, the items of “error item” and “error content” are additionally output to the item (including all items).

  The user refers to the data file 110b to check the error item and the content of the errored symbol, and to confirm the value of each attribute information and the relation between the items, directly to the error item. A correction can be made. The data file 110c shown at the bottom of FIG. 3 is a state in which the user directly corrects the error item with respect to the data file 110b for notifying the content of the error (in the figure, "start date" for the brand code "AAAA", The code “BBBB” shows the state in which the value of each item of “division” is corrected. Then, since this data file 110c includes all items including items other than the error-caused item, the user re-uploads the item as it is to the form creation support system 1 as it is and collectively registers the target stocks. Can.

  Although the data file 110c includes items of “error item” and “error content”, for example, if these items are ignored as input data in the registration process in the attribute management unit 11. Good.

  As described above, it is possible to extract the BIS brand attribute that is essential for BIS report creation as an error, and smoothly perform maintenance, correction, and registration of the maintenance target brand and its items as a series of flows, and the user for BIS attribute information The burden of maintenance work can be greatly reduced.

[Attribute check]
The maintenance such as registration / modification of attribute information as described above may be performed on a monthly basis as preparation processing of form creation, since creation of a BIS form is monthly processing. However, if the number of brands increases, the number of BIS attributes per brand also increases, and the number of maintenance targets of attribute information rapidly increases, and the processing load on a monthly basis becomes very large.

  Therefore, in the present embodiment, a batch process for checking attribute information is provided in the attribute management unit 11, and this is operated daily. That is, the attribute check batch program always checks the presence or absence of a lack of attribute information or an error on a daily basis. The user may perform maintenance work only when there is an error in batch processing. By such processing, for example, when new stocks increase in daily fund management, it is possible to grasp the presence or absence of necessity of maintenance of attribute information each time. And since maintenance of attribute information can be performed on a daily basis, it is possible to distribute the load of monthly work.

[Rating (risk weight) judgment]
When calculating the risk weight for each stock, the FSA's definition defines in detail the setting specification of the risk weight according to the attribute of each stock, and it is necessary to follow this. For example, for issues that are “corporate exposure”,
Priority 1 Issuer (Long-term) Rating Priority 2 Issuer (Short-term) Rating Priority 3 Issue Country (Local Currency) Rating Priority 4 Risk Weight According to Asset Item as Attribute (If the priority condition is not true Priority)
It is necessary to consider such as handling. Others are defined in detail, such as using the rating of the counterparty's country.

  Under such circumstances, conventionally, the user himself has identified and confirmed the brand attribute, identified and confirmed the risk weight according to the definition content, and registered the risk weight in the attribute 111 or the like. In this case, the workload for discrimination and confirmation of brand attributes and risk weights is extremely high, and there is no basis for discrimination, so that the traceability and reproducibility are poor.

  Therefore, in the present embodiment, the above-described risk weight determination is automatically performed according to the various attribute information of each registered brand. Also, by recording which risk weight is used as a result of the determination, it is possible to confirm later. Furthermore, it is possible to set a default risk weight even in such a case in consideration of the case where the risk weight can not be determined because there is a shortage of attribute information related to the rating. This can further reduce the workload of the user.

  FIG. 4 is a diagram showing an example of the outline of the rating determination process in the present embodiment. In the data file 110 d of the attribute information shown in the upper part of FIG. 4, attribute information of each brand (only the brand code “AAAA” is explicitly shown in the example of FIG. 4) included in the fund is registered. Then, when the data file 110d is uploaded to and registered in the form creation support system 1 and a check is performed at the time of calculation processing at the time of creating the BIS form, for example, the attribute management unit 11 etc. The brand attribute is automatically determined, the risk weight is determined in accordance with the definition contents of the setting specification of the risk weight, and is registered in the BIS attribute 121 or the like.

  The lower part of FIG. 4 shows an example of attribute information of a brand registered in the BIS attribute 121 based on the data file 110 d. Here, it is indicated that the risk value (“1 million yen”) and the risk weight (“20%”) are set for the target brand (brand code “AAAA” in the example of FIG. 4). Then, in the present embodiment, information on which priority condition has been applied (“priority 2” in the example of FIG. 4) among the definition contents of the setting specification of the risk weight is further output as the “determination result”. It grasps and records based on the item details of the BIS report. As a result, when checking the output result of the BIS form, it becomes easy to check whether the appropriate risk weight intended by the user is applied, and it becomes possible to reduce the verification load of each value of the form.

  Further, in the present embodiment, in the definition of the setting specification of the risk weight, as shown in the middle of FIG. 4, for example, “priority 1” to “priority 1” to “stock for corporate etc. exposure” as described above. In addition to “Priority 4”, the default risk weight by product type is defined as “Priority 5”, which has the lowest priority, to enhance user convenience.

  Thus, for example, because there is a shortage of attribute information related to the rating, it does not correspond to any of the priority conditions of "Priority 1" to "Priority 4", and in the conventional case it is not possible to determine the risk weight. Even in such a case, the default risk weight defined in "Priority 5" can be set as the minimum. As a result, it is possible to suppress the occurrence of unnecessary errors and further reduce the workload of the user. The setting of such default conditions can be applied not only to the determination of the risk weight but also to various items for which attribute information is set according to the corresponding conditions.

  As described above, according to the form creation support system 1 of the embodiment of the present invention, the BIS regulation response conventionally applied to the back office (or middle office) system of the asset management company is By porting and extending to the middle office system, it is possible to realize the form creation function corresponding to the new BIS regulation. As a result, it becomes possible to create a BIS report reflecting the system correspondence such as the SA-CCR correspondence and the fund look-through correspondence.

  In addition, when creating a BIS form, use default values when conditions do not apply, etc., to prevent unnecessary errors as much as possible. Also, even if an error occurs, the user can easily and quickly grasp and correct which item among the many BIS attributes is an error. This makes it possible to reduce the workload of the user.

  As mentioned above, although the invention made by the present inventor was concretely explained based on an embodiment, the present invention is not limited to the above-mentioned embodiment, and can be variously changed in the range which does not deviate from the summary. It goes without saying. For example, the above embodiments have been described in detail in order to explain the present invention in an easy-to-understand manner, and are not necessarily limited to those having all the described configurations. Moreover, it is possible to add, delete, and replace other configurations with respect to a part of the configurations of the above-described embodiment.

  Further, in each of the above-mentioned drawings, control lines and information lines indicate what is considered to be necessary for explanation, and not all control lines and information lines on mounting are necessarily shown. In practice, almost all configurations may be considered to be mutually connected.

  The present invention is applicable to a form creation support system that supports creation of a form in accordance with the BIS regulation.

1 ... form creation support system, 2 ... back office system, 3 ... existing BIS regulation compliant system, 4 ... overseas admi,
11 ... attribute management unit, 12 ... BIS attribute acquisition unit, 13 ... balance acquisition unit, 14 ... look-through processing unit, 15 ... BIS stock balance creation unit, 16 ... BIS asset item centralization unit, 17 ... BIS report creation unit, 21 ... balance, 31 ... BIS brand, 41 ... balance,
110a-d ... data file, 111 ... attribute, 112 ... SA-CCR calculation attribute, 121 ... BIS attribute, 131 ... fund balance, 151 ... BIS stock balance, 161 ... BIS asset subject balance, 171 ... industry standard format report , 172 ... systematic format report, 173 ... proprietary format report

Claims (4)

A form creation support system that supports the creation of BIS forms compatible with BIS regulations,
A balance acquisition unit that acquires information on balances of target funds and stocks included in the target fund from a back office system and / or overseas admi and records the information as fund balances;
A look-through processing unit that performs look-through processing on the information on the balance of the target fund and records the balance after look-through in the fund balance;
An attribute management unit that records attribute information related to each brand included in the target fund, and receives and records registration of BIS attribute information related to each brand included in the target fund;
BIS brand-specific balance creation unit that calculates BIS brand-specific balance based on the fund balance, the attribute information, and the BIS attribute information;
A BIS asset item concentration unit that calculates a BIS asset item-based balance based on the BIS brand-specific balance, the attribute information, and the BIS attribute information;
A form creation support system, comprising: a BIS form creation unit configured to create data relating to the BIS form in a plurality of formats based on the BIS asset item classified balance, the attribute information, and the BIS attribute information. In the form creation support system according to claim 1,
The attribute management unit relates to a defect in the BIS attribute information when the BIS form creation unit generates data according to the BIS form based on the BIS attribute information on each grade included in the target fund. A form creation support system, which outputs a file in which, when an error occurs, data in which information related to the item and contents of the error is added in addition to the BIS attribute information for a brand in which the error has occurred. In the form creation support system according to claim 1,
The attribute management unit relates to a defect in the BIS attribute information when the BIS form creation unit generates data according to the BIS form based on the BIS attribute information on each grade included in the target fund. A form creation support system that performs setting of a value according to priority and / or setting of a value based on a default condition for the BIS attribute information when an error occurs. In the form creation support system according to claim 1,
The attribute management unit, when registering the BIS attribute information based on the attribute data related to each grade included in the target fund designated by the user, the BIS attribute corresponding to a predetermined condition for the attribute data A form creation support system that registers information associated with the applied predetermined condition together when setting information.

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