JP6121017B2 - Financial institution management support system and program - Google Patents

Description

The present invention relates generally to a financial management system and the like, and more particularly to a system technology that supports a management strategy of a financial institution based on ALM (Asset Liability Management System).

Since the 1980s, the asset management (AM) business that manages and manages investment assets has become an electronic system. Market risk management systems for financial institutions, called ALM (Asset Liability Management) management systems, have been enhanced with advanced market risk and interest rate calculation and revenue management functions.
In particular, financial institutions are not limited to market risk management, and various systems for managing cash and financial products, and for management support have been proposed.

  For example, a cash management system has been proposed that can arbitrarily change the forecast range of the required amount of funds using a graph, and can flexibly respond to cash replenishment or collection timing on the day before a holiday or at a branch (Patent Document) 1).

That is, Patent Document 1 discloses a system for performing a fund prediction method for predicting the amount of funds required for an automatic transaction apparatus for an automatic transaction apparatus that performs cash transactions. The amount of funds required for operating the automatic transaction apparatus from the current time to the specified date and time is predicted based on the cash information of the automatic transaction apparatus, and according to the predicted amount of funds the calculating the automatic transaction apparatus replenishment amount or recovery amount of cash against the, system implementing the funds prediction method and displaying the replenishing amount or recovery amount calculated as described above is disclosed.

  In addition, pensions and owned real estate, subsidiary assets and liabilities, etc. are incorporated into the balance sheet and income statement to determine the future management plan, and the future balance sheet and income statement for each type of pension management and property management. A system that supports the management of the entire group company has been proposed. (Patent Document 2).

That is, in Patent Document 2, in a system for improving the efficiency of corporate management using a computer, a basic data input process for inputting actual data of the balance sheet and income statement into the computer, a profit plan and a capital investment plan. Enter the basic future data (simulation) input process that inputs data and financial plans as data, future forecast data related to retirement benefits and pensions, future forecast data related to real estate, and future forecast data related to market value fluctuations of financial products and real estate for sale, etc. Future balance sheet, profit and loss statement, cash flow statement, tax statement statement, management when the future basic data and individual data (simulation) are promoted based on the future individual data (simulation) input process and actual basic data An index list is calculated by the computer for each selected simulation. (Simulation) and data estimation step, a storage control step of the prediction data, the management efficiency improvement system characterized by comprising an output step of prediction data is disclosed.

  Furthermore, a financial product management system and the like for efficiently creating a workflow that realizes smooth transactions for financial products have been proposed.

That is, in Patent Document 3, a first layer object for performing transaction information input control, a second layer object for separating automatic value determination and individual value determination, and a transaction model for performing a transaction are set. A financial product management system comprising: an object database in which objects of a third layer are registered; and a control means for managing a product designed by combining a transaction model, wherein the control means includes: Extraction means for extracting a combination of a plurality of objects in the third layer, simulation means for calculating a risk evaluation value by simulation by applying a transaction parameter to the combination of the objects, and a second layer according to the risk evaluation value How to determine automatic pricing or individual pricing in A registration unit that outputs a product candidate designed by combining a combination of a determination unit to be determined, an object of the first layer, a second layer object corresponding to the determined value determination method, and an object of the third layer There is disclosed a financial product management system comprising a means.

  In addition, a system that quantitatively analyzes financial indicators and stock prices while considering changes in the external environment has been proposed.

  That is, Patent Document 4 is a stock price analysis system, which reads the history of external environment information from the external environment information history storage means, reads the history of business efficiency of the analysis target company from the sales efficiency history storage means, and reads the information. A first analysis process for analyzing a correlation between the external environment information and the business efficiency of the analysis target company based on the read history of the external environment information and the read business efficiency history of the analysis target company. And reading the history of external environment information from the external environment information history storage means, reading the production efficiency history of the analysis target company from the production efficiency history storage means, and reading and reading the history of the read external environment information A second analysis process for analyzing a correlation between the external environment information and the production efficiency of the analysis target company based on the history of production efficiency of the analysis target company A step, a step of storing the result of the executed first analysis process and a result of the second analysis process in an analysis process result storage unit; and reading out the result of the first analysis process from the analysis process result storage unit; Based on the read result of the first analysis processing and the future predicted value of the external environment information, calculating a future predicted value of the business efficiency of the analysis target company; A step of reading a result of the second analysis process and calculating a future predicted value of the production efficiency of the analysis target company based on the read second analysis process result and a future predicted value of the external environment information And the future value of the financial index of the analysis target company based on the calculated future prediction value of the business efficiency of the analysis target company and the predicted future value of the production efficiency of the analysis target company. Price analysis system and executes the steps of: calculating a future predicted value of the predicted value and the stock price is disclosed.

JP-A-10-247214 JP 2002-109198 A JP 2010-237847 A JP 2009-9502 A

  However, among the systems related to financial institution management support systems, revenue management systems include TP (Transfer Pricing), that is, transaction price management that fully considers transfer prices within financial institutions, and departments within the group ( There is room for improvement in the approach of efficiently managing the profits of each branch).

Therefore, a system according to an embodiment of the present invention includes a revenue management module, and the revenue management module further includes a TP performance management module for managing a transfer price (TP) performance between departments in a financial institution. The TP performance management module includes (A1) a partition interest rate type table for managing a plurality of types of TPs and managing a correspondence between a partition interest rate pool and a partition interest rate category, and (A2) wherein a partition interest segment partition rate attribute table partition interest calculation scheme is set for each, and the partition interest actual rate table set a partition interest results rate per (A3) the partition rate segment, (A4) the partition interest a partition interest rate scenarios rate table partition interest rate scenarios rate is set for each category, item information to (A5) the partition rate pool Manage and partition interest pool pegging condition setting table linking condition is set by associating a combination of the eyes and the attribute information, on the basis of a plurality of types of attribute data in (B) contract specification information including item by performing the linking process of the partition rate pool and the contract specification information by referring to the partition rate pool pegging condition setting table, there performs a partition interest calculation on the basis of the contract specification information input before Symbol system Thus, the combination of the item of the detailed information and the attribute information is a combination of an account item and a plurality of items (sections) having a different concept from the account item .

Further, the attribute information can be further added as an item (cutting point) different from the account item created by processing basic data captured by the management database function unit (MDB). To do.

The program according to an embodiment of the present invention further includes a profit management module, and the profit management module further includes a TP performance management module for managing a transfer price (TP) performance between departments in a financial institution. The TP performance management module includes (D1) a partition interest rate type table for managing a plurality of types of TPs, and manages a correspondence between a partition interest rate pool and a partition interest rate category, and (D2) wherein a partition interest segment partition rate attribute table partition interest calculation scheme is set for each, and the partition interest actual rate table set a partition interest results rate per (D3) the partition rate segment, (D4) the partition interest a partition interest rate scenarios rate table partition interest rate scenarios rate is set for each category, item information to (D5) the partition rate pool Manage and partition interest pool pegging condition setting table linking condition is set by associating a combination of the eyes and the attribute information, on the basis of a plurality of types of attribute data in (E) contract specification information including item By referring to the partition interest rate pool pegging condition setting table and performing the pegging process between the execution details information and the partition interest rate pool , the combination of the item of detail information and the attribute information is an account item The account item is a combination of a plurality of items (sections) having different concepts.

  According to the system or the like according to the present invention, the main branch of a financial institution can be integrated by efficiently performing TP calculation that fully considers the transfer price within the financial institution and profit management for each department (or main branch). Therefore, it is possible to provide a system capable of performing an effective management cycle.

It is explanatory drawing explaining the structural example with the other system containing the functional block of the financial institution management support system in one Embodiment of this invention. It is explanatory drawing explaining the concept of TP handling of the profit management module in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the example of a table used with the profit management module in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the example of a table used with the profit management module in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the table processing example of the profit management module in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the partition interest calculation example of the profit management module in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the partition interest calculation example of the profit management module in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the partition interest calculation example of the profit management module in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the example of an interpolation process of the profit management module in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the individual spread method employ | adopted with the profit management module in the financial institution management support system concerning one Embodiment of this invention compared with the total amount method. It is explanatory drawing explaining the example of a business flow of the budget formulation in the financial institution management support system concerning one Embodiment of this invention, and performance management. It is explanatory drawing explaining the example of the management table classified by department employ | adopted in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the example of the indexing method in the financial institution management support system concerning one Embodiment of this invention. It is explanatory drawing explaining the example of the indexing method in the financial institution management support system concerning one Embodiment of this invention.

  An embodiment for implementing a financial institution management support system and program (hereinafter also simply referred to as “system” or “program”) according to the present invention will be described in detail with reference to the drawings.

  FIG. 1 shows a system configuration example including functional blocks of a financial institution management support system according to an embodiment of the present invention. A financial institution management support system 10 according to an embodiment of the present invention is configured by a computer, and as a software / application module, a management database (hereinafter referred to as “MDB”) for taking in and creating basic data for processing by the system. The function unit 101, the performance management unit 102 for managing the TP results, the budget formulation unit 103 for formulating a budget for each department / branch, and the ALM / risk management for ALM / risk management Part 104. Furthermore, a security management unit and a data storage unit / restore unit 105 for performing security management and data storage / restore as essential functions of the computer system itself are provided.

  The system 10 receives input of account details data (deposits / loans) and daily data (transaction results organized in units of days) from the account / information system 12 and processes them as necessary. In addition, the system 10 accepts input of necessary data from the client PC 11 and performs processing.

The client PC 11 includes, but is not limited to, securities (bond) data 111, securities (stock) data 112, other detailed data 113, actual TP data 114, various ALM data 115, maintenance / Data such as default rate data 116, attribute information data 117, and departmental expense data 118 are stored. These data are processed as necessary to be analyzed and transmitted to the system 10.
Further, as shown in FIG. 1, data such as fund planning data 13, market forecast data 14, and future TP data 15 can be input to the system 10.

  Various detailed data taken into the MDB function module 101 by the data input path shown in FIG. 1 is used to calculate a TP and a spread in detail units based on the set TP information.

FIG. 2 shows a concept of TP handling of the revenue management module in the financial institution management support system according to the embodiment of the present invention. Generally, there are various management methods such as “difference method” and “total method” in the management method of the partition interest rate in the financial institution management support system. In the revenue management module according to one embodiment of the present invention, however, “Individual spread method” is adopted (described later). In addition, in one embodiment of the present invention, the division rate for the division to the market division is referred to as “TP1”. In addition, the store partition rate for the store is referred to as “TP2”. Also, the difference between the customer rate and TP2 (sales store revenue) is called “sales store spread revenue”.
Also, the gap between procurement and operation TP1 (long-short GAP between about regular periods) is called “long-short mismatch revenue”.

  As shown in FIG. 2, the profit management module in the financial institution management support system according to the embodiment of the present invention characteristically sets the market movement (TP1) and the store partition rate (TP2) separately. As a result, there is an advantage that the sales store profit (sales store pred) can be secured without being aware of the market movement (TP1).

In other words, in FIG. 2, when the contracted interest rate a1 associated with the contract of the customer 21 is recorded as sales office revenue, the difference between the contracted interest rate a1 and the main branch rate (TP2 (a2)) is recorded as sales office revenue 221. Is done. Also, the basis revenue 222 is taken into account as the revenue to be recorded because the changes between TP1 (a3) and TP2 (a2) do not match. At this time, the interest rate risk is decomposed by TP1 (a3) and TP2 (a2).
The above flow is how TPs are handled in the framework of deposits 22.

  Then, the long-term mismatch revenue (earnings for interest rate risk) is recognized as a result of differences in the contract period between investment and procurement.

  On the other hand, when the sales office grasps sales office revenue (sales office spread), it separates the market movement (TP1) from the sales office partition rate (TP2). It is possible to secure sales revenue (sales spread) without awareness.

  In the framework of the loan 24, the basis revenue 241 and the branch store revenue 242 are grasped in the same manner as in the deposit 22 framework. Further, in the framework of the securities 25, for example, the market interest rate c2 is grasped in consideration of the profit / loss 251 managed in the market department.

[Individual spread method]
In handling the above-described TP, the “individual spread method” is adopted, but this method is a method of setting a partition rate for each individual transaction. A partition rate is set for each individual transaction. All funds procured at the store (mainly deposits) are deposited at the headquarters to receive interest at the partition rate, while funds required for the operation of the store (mainly loans) Is a method that adopts a procedure that borrows from the headquarters and pays interest at the partition rate.
In this case, the method for determining various partitioning interest rates is as follows.

(Determining branch office interest rates and sales revenue)
The margin of the contracted interest rate and the partitioning interest rate is regarded as spread revenue for the store. In order to obtain sales office revenue, the sales office raises funds from the headquarters at the sales office partition interest rate, lends it to customers, and collects lending interest. In addition, while collecting deposits and paying interest on deposits, the collected money is managed at headquarters at a partition rate. The cost to be raised from the headquarters at the partitioning interest is the interest expense between the branches, and the revenue to be managed at the partitioning interest rate to the headquarters is the interest received between the branches.

[Items used in the TP calculation process in the revenue management module]
In the TP calculation process in the revenue management module according to the embodiment of the present invention, the following three item concepts are introduced.
(1) Divided interest rate type (divided interest rate pattern)
(2) Divided interest rate pool (3) Divided interest rate classification Each item concept will be described below.

(1) Divided interest rate type (divided interest rate pattern)
The partition interest rate type is a table in which the types of partition interest rates corresponding to TP1 (division rate by division) and TP2 (business store partition rate) are defined. In the financial institution management support system according to one embodiment of the present invention, the type of partition interest rate is not fixed to two types of conventional TP1 and TP2, and is configured to be able to hold three or more types of partition interest rates. This is a major feature. These partitioning interest rates can also be used for purposes other than sales office revenue management. For example, the following uses are mentioned.
・ Setting of “TP2-2” for TP2 verification and TP level review at the time of change.
・ Separate the breakdown of TP into guarantee fee, deposit insurance fee, etc. and grasp in more detail.
・ Use as an expense ratio for each product type and customer attribute.
・ Set an index that represents the actual cost of procurement for each product (understands profitability when the mortgage procurement cost is the deposit interest rate).

Further, the partition rate type (partition rate pattern) may, for example, you to prepare for each period such as "for this term,""for the next term."

(2) Partition interest rate pool The partition interest rate pool is a grouping unit of details with the same partitioning interest rate calculation method and interest rate level. Set for each partition interest rate type. It is also possible to set a grouping in a group different from the account item by a combination of conditions of an arbitrary item (account code or condition item) and attribute item (personality or rating of customer attribute).
One of the major features of the present invention is that grouping in a group different from such account items is possible.

(3) Partition interest rate category The partition interest rate category is a unit for setting the partition interest rate calculation method and partition interest rate level (TP calculation methods such as the standard interest rate interlock method and fixed rate spread method, and TP application date calculation parameters). By assigning the partition interest rate category to the partition interest rate pool, the partition interest rate calculation method for the partition interest rate pool is determined. In addition, when the interest rate level is the same across the partition interest rate type and partition interest rate pool, it is possible to assign the same partition interest rate category. This considers the reduction of resetting load by separating the partition interest rate type and the partition interest rate pool when the partition interest rate type increases or when the partition interest rate pool is subdivided.

[Setting example of partition interest type, partition interest pool, partition interest attribute]
Next, referring to FIG. 3A, FIG. 3B, and FIG. 4, the partition interest rate type, partition interest pool, and the like used in the profit management module in the financial institution management support system according to the embodiment of the present invention,
An example of setting the partition interest rate attribute will be described.

  FIG. 3A shows an example of TP as a partition interest rate type (partition interest rate pattern). (A) is an example of a table for TP1 (division partition), (B) is an example of a table for TP2-A (for example, 30th store partition), and (C) is for TP2-B (an example). It is an example of a table of the sales office partition 31 period. Each table is set with a “partition interest rate pool” and a “partition interest rate category” as a set, and a partition interest rate pool is set by assigning a partition interest rate category to the partition interest rate pool.

  The “partition interest rate pool” and “partition interest rate classification” that are paired in each table can be associated with each period, and the “merchant”, “hand lending”, “certificate” that make up the partition interest rate pool. Each element such as “1 year for lending”, “1 year for time deposit”, “certified land public entity”, and “general lending in general” has a character as a “cut”.

  Next, FIG. 3B shows a setting example of the partition interest rate attribute. (A) is an example of a table in which interest rate calculation methods, interest rate attributes, etc. are set for each partition interest rate category, and (B) is a table example in which a partition interest rate actual rate and a scenario rate are set for each partition interest rate category. It is. Here, “Category” 1 to 11 in FIG. 3B (B) are the partition interest categories 1 to 11 (1: Market interest rate 1M, 2: Market interest rate 3M, 3: Short plastic standard, 4: Short plastic campaign 5: Over-the-counter interest rate, 6: Over-the-counter interest rate (large account) 1, 7: Over-the-counter interest rate (large account) 3, 8: Regular individual partition, 9: Individual loan partition 5Y, 10: Individual loan partition 10Y, 11: Debt Correspond to each territory).

  Here, according to FIGS. 3A to 3B, a “partition interest rate category” can be assigned to each “partition interest rate pool”, and various interest rate attributes (interest rate calculation methods) can be assigned using the “partition interest rate category” as a key. It can be understood that (including) can be extracted.

  Next, FIG. 4 shows a linking process image between the detailed information and the partition interest rate pool. (A) shows an image in which detailed information items, conventional attribute information (such as personality and rating), and new attribute information (such as transaction policy) are linked on a table, and (B) shows (A) The state where the pegging condition is set as the “partition interest rate pool pegging condition” based on the pegging image is shown.

  That is, in FIG. 4A, in the detail information table (consisting of items such as object ID, product, interest rate type, and period code in FIG. 4), other attribute data items (in FIG. Is composed of items such as personality and rating), and arbitrary data items taken from other host information and the like (in the figure, composed of a transaction policy) are elements of the association condition definition. As shown in FIG. 4 (B), the set pegging conditions are “certificate lending” as the product, “fixed” as the interest rate type, and “active attitude” as the trading policy. The first partition interest rate pool with the key “fixed / aggressive”, “certificate loan” as the product, “variable” as the interest rate type, 012 or less as the period code, “B or higher” as the rating・ The second partition interest rate pool with the key of “Variable short, B or higher” and the third partition interest rate pool with the key of “Regular / Corporate” with the terms “periodic” as the product and “corporation” as the personality And are set (defined).

  Note that the embodiment of the present invention is not limited to these settings (definitions), and it is possible to flexibly define a plurality of items of AND conditions, OR conditions, exclusion conditions, and the like.

[Discussion-Multiple “Cut” Items Different from Accounts]
As already explained, in the conventional financial institution management support system, it is fixed to two types of partitioning interest rates. Furthermore, “Account” is a parameter setting unit for various analysis (volume calculation, contracted interest rate) And TP1, TP2, etc.). In addition, since it was also a reference unit for output for various purposes (for risk management, revenue management, authority reporting, and in-line reporting), it would have a huge impact on parameter setting work as a result of the enormous number of combinations. And led to workload.

  In the financial institution management support system according to an embodiment of the present invention, it is possible to define not only “account items” but also a plurality of items such as stores, personalities, and ratings that have different concepts from “account items” as “cut points”. The main feature is that it has become possible to perform a revenue simulation with the smallest unit of these combinations. This makes it possible to separate items such as personality and rating, which have conventionally been elements of subdividing account items, from account items, and to simplify account items. Furthermore, many of the parameters in the simulation in the minimum unit of the cut end can reflect the tendency of the results of the same cut by default in the system, and the setting load is reduced.

[Concept of “Cut” setting]
In this way, multiple items such as stores, personalities, and ratings that have a different concept from `` account items '' are defined as `` cutting points '', and the results and existing parts of existing transactions as of the processing base date are defined as `` stock '', the following month If the subsequent new acquisition and its remaining (the difference between the plan and the outcome) are defined as “flow”, the “cut” in the flow part has the necessary cut-off (account, partition interest pool, store) , Personality, rating, etc.), as well as information necessary as a unit of output and analysis.

  In addition, volume is calculated based on the transaction conditions of individual line units at the “cut” in the stock portion, and furthermore, interest rate parameters and partitioning interest attributes are applied to the individual line units to generate revenue (contracted interest rate, partitioning interest rate) Calculations can be performed and data can be held in units of individual details. In addition, attribute data can be imported and attribute data (customer attribute data, etc.) can be arbitrarily acquired by associating with individual details, and a general-purpose cut can be generated and held. Further, it is possible to freely output data in units of individual details by combining these attributes. (For example, counts can be output in arbitrary units such as by customer, industry, personality, and annual income.)

[Relationship between Detail Information / Attribute Information and “Cut” Item]
Next, with reference to FIG. 12A, the relationship between the detailed information / attribute information and the “section” item before and after data transfer between stores will be described. On the left side of the figure, as unit-specific attribute information, “unified format information” “managed store number information” “transfer information” “customer attribute information” “account item mapping” “divider interest rate 1 mapping” “divider interest rate 2 mapping” “ Tables such as “partition interest rate n mapping” and “revenue management target details” are shown.

On the right side of FIG. 12A, a cut end table extracted from the attribute information in detail units is shown. That is, “managed store code” “store code” “industry” “personality”... “Account item code” “partition interest rate 1 pool code” “partition interest rate 2 pool code” “partition interest rate n pool code” “revenue management details” And a “after transfer adjustment” cut-off table that incorporates “transfer-side management store code” instead of “management store code”. In addition, as shown in the figure, the related information between the cut and the partition interest rate pool is “partition interest 1 pool code”, “partition interest 2 pool code”, “partition interest n pool code” using “cut ID” as a key. Each item is linked , and as shown in the figure, it is also linked to the “cut ID” at the end of the “cut before adjustment” and the “cut ID” at the end of the “after transfer adjustment”. Is done.

[Relationship between “Cut” item and summary table output]
Next, with reference to FIG. 12B, the relationship between the extracted “cut” item and the summary table output will be described. On the left side of the figure, the “cut” item shown on the right side of FIG. 12A is shown. Essential and optional items are extracted from the “before transfer adjustment” cut table and the “after transfer adjustment” cut table on the left side of FIG. 12B, and an example of a tabulation table unit is shown on the right side of FIG. That is, an “aggregate store” output table including items such as “aggregate store pattern code”, “block code”, “district code”, “aggregate store code”, and “management store code”, “aggregation category”, “account item”, “personality”, etc. This is an “aggregation category” output table composed of items such as These can be managed in the system as a form.
Further, the present invention is not limited to these, and many other forms can be managed and output.

  As described above, in the financial institution management support system according to the embodiment of the present invention, by introducing the concept of “cutting point” in the prediction calculation of interest rates and the like, conventionally, almost all account items must be cited. The prediction calculation that has been impossible has an advantageous effect that it is possible to perform detailed prediction calculation with a smaller number of parameters, ie, “cut” parameters.

[Parameter for partition interest calculation (partition interest attribute)]
The table below shows examples of parameters for calculating the partition interest rate. When calculating the partitioning interest rate when defining the actual and actual portion of the current transaction as of the processing base date as “stock” and defining the newly acquired amount after the following month and its remaining (the difference between the plan and the outcome) as “flow”, You can apply the interest attribute of the partition interest rate class assigned to each partition interest rate pool to the flow part, and apply the item item and the detail partition interest attribute to the stock part in addition to the settings for each partition interest pool. it can.

[Parameters used for partition interest calculation (partition interest attribute parameter)]
The parameters used for the partition interest calculation, which are also listed as parameters in the above table, are described in detail below. For the partition interest calculation, the interest attribute of the partition interest rate category assigned to each partition interest pool can be applied to the flow portion (forward), and the partition interest rate for each partition interest pool can be applied to the stock portion (actual). In addition to setting, it is possible to apply a detail item and a detail partition interest attribute, but examples of partition interest attribute attributes include the following.
(1) Partition interest rate calculation method (2) Interest rate application date (3) Base interest rate type (4) Base interest rate period (5) Period interpolation method (6) Elasticity value (7) Required month (8) Interest rate application date designation (9 Applicable rate

(1) Partition interest rate calculation method In one embodiment, the following three types of partition interest rate calculation methods are prepared.
(A) Individual interest rate setting method In this method, the partition interest rate is applied as it is for each detail or partition interest rate category. Used for products that require a separate interest rate setting. Fig. 5 shows the concept of setting the partition interest rate. FIG. 5 (A) is a concept of setting the partition interest rate in the loan, and is the partition interest rate in which the partition interest rate 513 is set in FIG. The branch spread 512 is obtained by subtracting the partitioning interest rate 513 from the contracted interest rate 511 of the account details.
FIG. 5 (B) is a concept of setting the partition interest rate in the deposit, and is the partition interest rate in which the partition interest rate 521 is set in FIG. The branch spread 522 is obtained by subtracting the contracted interest rate 523 of the account details from the partitioning interest rate 521.
(B) Fixed rate spread method This is a method of adding or subtracting a fixed rate spread (store spread) when calculating partition interest rates for loans and deposits. For loans, the partition interest rate is calculated by subtracting the fixed spread spread registered in this system from the contracted interest rate of the account details. For deposits, the partition interest rate is calculated by adding the fixed spread spread registered in the system to the contracted interest rate in the account details. The fixed rate spread method is used in the form of granting a certain spread to products that are difficult to control the contracted interest rate at each branch, such as liquid deposits and system loans.
FIG. 6A is a concept for calculating the partition interest rate in the loan. In FIG. 61, the partition interest rate 613 is calculated by subtracting the fixed rate spread width (store spread) 612 from the contracted interest rate 611 of the account details. .
FIG. 6B is a concept of calculating the partition interest rate in the deposit. In FIG. 62, the partition interest rate 621 is calculated by adding the fixed rate spread width (store spread) to the contracted interest rate 623 of the account details.
(C) Reference interest rate linkage method This is a method for calculating the partition interest rate by adjusting the adjustment range with respect to the reference interest rate registered in this system. For loans, the partitioning interest rate is calculated by adding an adjustment width to the base interest rate registered in this system as necessary. For deposits, the partitioning interest rate is calculated by subtracting the adjustment width as necessary from the base interest rate registered in this system. Since the partition rate is automatically set according to the movement of the base interest rate, there is an effect that the operation load is reduced. Used for products whose partitioning interest rate is linked to market interest rate or prime rate.
FIG. 7A shows the concept of calculating the partition interest rate in the loan. In FIG. 71, the partition interest rate 713 is calculated by adding the adjustment width 714 to the reference interest rate 715.
FIG. 7B is a concept of calculating the partition interest rate in the deposit. In FIG. 72, the partition interest rate 721 is calculated by adding the adjustment width 722 to the reference interest rate 724.

(2) Interest rate application date In the system according to an embodiment of the present invention, a date for applying the partition interest rate set based on each partition interest rate calculation method can be set, and the interest rate application date is the application date.

(3) Type of base interest rate This item is used to specify which base interest rate is linked when “reference interest rate linkage method” is selected in the partition interest rate calculation method.

(4) Base interest period This item is used to specify the base interest period to be applied when the base interest rate interlocking method is selected in the partition interest rate calculation method and the interlocking base interest type has a period structure. For example, with respect to interest rate renewal cycles, the number of months set in the “interest rate renewal cycle” item is used in the case of stock, and in the case of flows, it is set in the “basic interest period” of the partition interest rate attribute. The number of months used is used. For the base interest period (partition interest rate attribute), the number of months set in the “base interest period” of the partition interest attribute is used for both stock and flow.

(5) Period Interpolation Method When “reference interest rate linkage method” is selected in the partition interest calculation method and the reference interest rate is determined in “reference interest period”, and the reference interest rate for the relevant period is not set Can perform various interpolations or approximations. In one embodiment of the present invention, techniques such as linear interpolation, neighborhood, rounding up, and rounding down are employed. Details of each method are as follows.
(A) Linear interpolation The partition interest rate obtained by performing linear hearing from the interest rate of the period registered immediately before and the interest rate of the period registered immediately after is applied.
(B) Adjacent interest rate application The period registered immediately before and the period registered immediately after are compared, and the partition interest rate for the near period is applied.
(C) Roundup (immediately after grid interpolation) interest rate application The partition interest rate for the period registered immediately after is applied.
(D) Round-off (previous grid interpolation) interest rate application The partition interest rate for the period registered immediately before is applied.

For example, when there is a [period-interest rate] curve as shown in FIG. 8, the following interpolation or approximation is performed according to each of the above methods.
(A) Linear interpolation Partition interest rate = 1.5% x (20-12) + 1.O% x (24-20) / (24-12) = 1.33%
(B) In the case of applying near interest rate Divided interest rate = 1.5% (2Y is applied because 20 months is close to 2 years)
(C) In the case of applying round-up interest rate Divided interest rate = l.5% (2Y in the period immediately after 20 months is applied)
(D) In the case of applying the round-off interest rate Divided interest rate = 1.0% (12M from the 20-month period to the immediately preceding period is applied)

(6) Elasticity value This item is used to set the rate of follow-up of the applicable rate against changes in the base interest rate when the “reference interest rate interlocking method” is selected in the partition interest rate calculation method.

(7) Required month This item is used to set the time lag until the applicable rate fluctuates with respect to changes in the base interest rate when the “reference interest rate linkage method” is selected in the partition interest rate calculation method. Set by the number of months.

(8) Interest rate application date Designation date of the partition interest rate specified for stock. As one embodiment, there are a “transaction start date”, “previous interest rate renewal date”, and “reference date”. When “transaction start date” is designated, the partition interest rate set on the interest rate application date immediately before the transaction start date of the statement is applied. Like fixed rate products, it is used to maintain the initially fixed partition rate. In addition, when “last interest rate renewal date” is designated, the partition interest rate set on the interest rate application date immediately before the last interest renewal date in the statement is applied. It is used for products whose contracted interest rate and standard interest rate fluctuate, such as floating rate products. When the “base date” is designated, the partition interest rate set on the interest rate application date immediately before the base date is applied. It is used when a partition interest rate that is set on the most recent interest rate application date is always applied to products that do not have a term concept such as liquid deposits.

  In FIG. 9, the individual spread method employed in the profit management module in the financial institution management support system according to the embodiment of the present invention will be described in comparison with the total amount method. In the total amount method shown in Figure (A), the main branch rate (0.8%) before the change in the main branch rate and the main branch rate (1.3%) after the change in the main branch rate are applied uniformly. In contrast, with the individual spread method shown in Figure B, the partition interest rate (0.8%) for the contracted interest rate (1.5%) and the partition interest rate for the contracted interest rate (1.8%) (1.0%), partition interest rate (1.0%) for contracted interest rate (2.0%), partition interest rate (1.3%) for contracted interest rate (2.5%) is included for each It is operated as follows.

(9) Applicable rate This is an item for designating a partition interest rate (for example, adjustment width, individual partition rate, fixed rate spread in the case of interlocking with the base interest rate) applied using the detailed partition interest rate attribute data.

[Revenue management by store]
The financial institution management support system according to the embodiment of the present invention can perform profit management for each store (by store). In other words, the revenue management module in the present system can formulate a budget for each sales office, and can also manage the budget results for each sales office. In order to formulate a profit target (budget) for a branch office (department), a profit calculation using the branch partition rate is performed.
Further, in the revenue management for each branch office, the business flow of budget formulation and budget performance management by the revenue management module in the introduction company or group organization is premised. As an embodiment, as shown in FIG. Business flow can be adopted.

  That is, as shown in FIG. 10, in the budget formulation phase, a management plan is drafted in the general planning department (step S1001), and the overall (all bank or company) budget planning is considered in the management department ( Step S1002). The formulated contents are converted into data and input to the ALM system for management (step S1003).

  In the sales supervision department, the department manager level refers to necessary information from the ALM system and issues an instruction to the department / section level department (step S1004). The department / section level department is notified of the target amount allocated for each store (step S1005), and the budget is formulated and the annual budget / monthly budget is entered and adjusted at each headquarters / department store level (step S1006). Step S1007). After adjustment at each headquarters / department level department, adjustment is performed again at the department / section level department to determine the budget (step S1008). Then, the budget value determined in the business management department is input to the revenue management module (step S1009), and the input data is managed by the revenue management module (step S1010).

  In the budget performance management phase, the business results and the like are fed back from the revenue management module via the distribution server (steps S1011 to S1013, step S1015). Then, the budget / actual results are analyzed at the department / section level of the sales supervision department and the branch manager / manager level of the sales office (steps S1014 and S1016).

[Setting example of management store (section)]
When performing revenue management by store (by sector), it is necessary to determine a unit of analysis (wide area block, district, branch, etc.), but the revenue management module according to an embodiment of the present invention illustratively The stores (departments) managed based on the following parameters are reflected in the system / module. By making this setting, it is possible to output a form in a plurality of total units.
(1) Aggregate store pattern code: Register the pattern of stores to be aggregated (analytical axis) (2) Store hierarchies 1-3: Configure store hierarchies linked to the aggregate store patterns so that a maximum of three hierarchies can be set (3) Management Store code: Register the minimum unit of the store (analysis axis) to be managed

An example of the hierarchical parameter configuration as described above is shown in FIG. As shown in the figure, the Kanto block 1100 is categorized at the top of the store hierarchy, and medium-level parameters such as the Tokyo district 1110 and the Kanagawa district 1120 are configured in the lower categories, and are managed under the respective districts. Branch parameters for each store are configured (1111 to 1113 and 1121 to 1123).
With such a hierarchical structure, it is possible to efficiently manage profits by store (by department).

[Output form]
The information managed for each store (for each store) can be output as, for example, the following table as a “result management form”.

  The system and the program according to the present invention have been described based on the specific examples. However, as an embodiment of the processing according to the present invention, in addition to the method or the program, a storage medium (for example, an optical disk, a magneto-optical recording medium) It is also possible to take an embodiment as a disk, CD-ROM, CD-R, CD-RW, magnetic tape, hard disk, memory card) or the like.

  In particular, the implementation form of the program is not limited to an application program such as an object code compiled by a compiler or a program code executed by an interpreter, but may be a form such as a program module incorporated in an operating system. good.

  Furthermore, it is not always necessary for the program to be executed only by the CPU on the control board, but if necessary, an expansion board attached to the board or another processing unit (DSP or the like) mounted on the expansion unit. ) May be partly or wholly implemented.

  These features are mutually exclusive for all of the components described in this specification (including claims, abstract, and drawings) and / or for all steps of all disclosed methods or processes. Except for the combination, any combination can be used.

  Also, each feature described in the specification (including the claims, abstract, and drawings) serves the same purpose, equivalent purpose, or similar purpose, unless expressly denied. Alternative features can be substituted. Thus, unless expressly denied, each feature disclosed is one example only of a generic series of identical or equivalent features.

  Furthermore, the present invention is not limited to any specific configuration of the above-described embodiment. The invention includes all novel features or combinations thereof described in the specification (including claims, abstract and drawings), or all novel methods or process steps described, or Can be extended to any combination.

10 Financial Institution Management Support System 101 MDB Function Unit (Module)
102 Performance management department (module)
103 Budget Planning Department (module)
104 ALM / Risk Management Department (Module)
105 Security Management Department (module)

Claims (4)

A system for supporting management strategies of financial institutions,
The system includes a revenue management module;
The revenue management module further comprises a TP performance management module for managing the performance of transfer prices (TP) between departments in a financial institution,
The TP results management module
(A1) A partition interest rate type table for managing a plurality of types of TPs and managing a correspondence between a partition interest rate pool and a partition interest rate classification;
(A2) a partition interest rate attribute table in which a partition interest rate calculation method is set for each partition interest rate category;
(A3) a partition interest rate actual rate table in which a partition interest rate actual rate is set for each partition interest rate category;
(A4) a partition interest rate scenario rate table in which a partition interest rate scenario rate is set for each partition interest rate category;
(A5) managing a partition interest rate pool pegging condition setting table in which a pegging condition is set by associating a combination of the item of detailed information and attribute information with the partitioning interest rate pool,
(B) By performing the process of associating the contract details information and the partition interest rate pool with reference to the partition interest rate pool associating condition setting table based on an item including a plurality of types of attribute data in the contract details information, The partition interest rate is calculated based on the contract line information input to the system,
The combination of the item of detailed information and the attribute information is a combination of an account item and a plurality of items (sections) having a different concept from the account item.   The attribute information can be further added as an item (section) that is created by processing basic data captured by the management database function unit (MDB) and has a concept different from the account item. The system according to claim 1. A program executed in a system for supporting the management strategy of a financial institution,
The program comprises a revenue management module,
The revenue management module further comprises a TP performance management module for managing the performance of transfer prices (TP) between departments in a financial institution,
The TP results management module
(D1) A partition interest rate type table for managing a plurality of types of TPs and managing a correspondence between a partition interest rate pool and a partition interest rate classification;
(D2) a partition interest rate attribute table in which a partition interest rate calculation method is set for each partition interest rate category;
(D3) a partition interest rate actual rate table in which a partition interest rate actual rate is set for each partition interest rate category;
(D4) a partition interest rate scenario rate table in which a partition interest rate scenario rate is set for each partition interest rate category;
(D5) managing a partition interest rate pool pegging condition setting table in which a pegging condition is set by associating a combination of item of item information and attribute information with the partitioning interest rate pool;
(E) Based on items including a plurality of types of attribute data in the contracted line information, referring to the partition interest rate pool linking condition setting table, and performing the linking process between the contracted line information and the partitioning interest rate pool Because
The combination of the item of the detailed information and the attribute information is a combination of an account item and a plurality of items (sections) having a different concept from the account item.   The attribute information can be further added as an item (section) that is created by processing basic data captured by the management database function unit (MDB) and has a concept different from the account item. The program according to claim 3.