JP2004185104A - System and method for managing transaction fund - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To perform a smooth transaction while the deposit of a customer is securely kept at the time of a financial transaction such as a foreign exchange transaction. <P>SOLUTION: Deposit data from the customer 10 is transferred not to a stock company 20 which actually preforms dealing order but to the account databases 31 and 41 of a maintenance trust organization 30 and a security trust organization 40, and maintenance/security trust are set. Actual dealing of the order is preformed within the range of security of security data D4 in a range of deposit data which is security-trust-set in the security trust organization 40. Namely, the deposit from the customer 10 is classified and kept not in the stock company 20 performing dealing order but in the maintenance trust organization 30 and the security trust organization 40, which are trust organizations. Thus, a risk where the deposit from the customer 10 and owned funds of the stock company 20 coexist can be reduced, and the deposit of the customer 10 is securely kept in the maintenance trust organization 30 and the security trust organization 40. <P>COPYRIGHT: (C)2004,JPO&NCIPI

Description

[0001]
TECHNICAL FIELD OF THE INVENTION
The present invention relates to a transaction fund management system and method used for foreign exchange margin transactions or foreign exchange margin transactions (forex exchange transactions).
[0002]
[Prior art]
The amendment of the Foreign Exchange Law in April 1998 led to a significant liberalization of foreign exchange transactions. Before the amendment, only certain financial institutions that had been granted permission could perform foreign exchange operations, but after the amendment, it is now possible to perform forex operations even for non-specific financial institutions. Was. As a result, it is becoming relatively easy to provide individual investors with opportunities for foreign exchange trading.
[0003]
At present, as a method of performing foreign exchange trading by an individual or a company, it is common practice to trade with a counterparty (foreign exchange trading partner) via a broker such as a securities company, for example. In this case, as a flow of the transaction, first, a customer such as an individual or a company deposits a margin or the like as a security of the transaction with a broker such as a securities company in advance. Thereafter, the securities company deposits the margin etc. with the counterparty. Thereafter, the securities company, etc. receives the trading order from the customer and places an actual foreign currency trading order with the counterparty within the amount secured by the margin deposited by the securities company with the counterparty. Do. Documents that contain general information on conventional foreign exchange transactions include, for example, the following.
[0004]
[Non-patent document 1]
"The Knowledge of Foreign Exchange", edited by the International Monetary Institute, Nikkei Inc., July 9, 2001
[0005]
[Problems to be solved by the invention]
By the way, in the first place, in the securities business, it is legally required that the assets of the securities company itself and the assets received from customers are separately stored. However, there is no such duty in the foreign exchange trading business. For this reason, for example, in the event of a bankruptcy of a securities company, etc., there is no public framework for protecting deposits (margin etc.) for foreign exchange transactions received from customers, which seems to be a problem for customers. It is. Conversely, for securities companies, it is difficult to expand business unless there is a mechanism that allows customers to deposit assets without worrying about the credit risk of securities companies.
[0006]
The present invention has been made in view of such a problem, and an object of the present invention is to perform a smooth transaction while securely maintaining a customer's deposit when performing a financial transaction such as a foreign exchange transaction. To provide a transaction fund management system and method.
[0007]
[Means for Solving the Problems]
A transaction fund management system according to the present invention is a system for managing funds in a financial transaction, receives deposit data representing a deposit from a customer, and sets the deposit data in an account database of a first institution. And a first account setting computer for performing a process of transferring the deposit data to an account database of the second institution, and accepting a process of transferring the deposit data to the account database of the second institution. A second account setting computer that performs a process of transferring a part of the deposit data set as a security trust to the account database of the third institution, while setting a security trust for the deposited deposit data. A third account setup for accepting transfer processing of deposit data to the account database of the third institution and setting up a guarantee trust for the transferred deposit data A computer, a notification computer that notifies the transaction computer of the trustee of the guarantee data set within the range of the deposit data set in the guarantee trust, and the security data representing the collateral at the time of the financial transaction, and the guarantee data. An order processing computer for performing a sales order based on order data from a customer from the first organization to a transaction computer of a contract receiving party within the range of the represented collateral.
[0008]
A transaction fund management method according to the present invention is a method for managing funds in a financial transaction, wherein a first account setting computer receives deposit data representing a deposit from a customer, and transfers the deposit data to a second account. Setting the account data of the first institution and transferring the deposit data to the account database of the second institution; and depositing the deposit data in the account database of the second institution by the second account setting computer. A process for receiving a transfer process of gold data, setting a security trust for the transferred deposit data, and transferring a part of the deposit data set for the security trust to an account database of a third institution. And the third account setting computer accepts the transfer processing of the deposit data to the account database of the third institution, and the transferred deposit Setting a guaranty trust for the data, and sending the guaranty data, which is set within the range of the deposit data set in the guaranty trust, representing the collateral content at the time of the financial transaction, to the notification computer, Notifying the trading computer, wherein the order processing computer sends a trading order based on the order data from the customer to the trading computer of the contractee from the first organization within the scope of the collateral represented by the guarantee data. And the steps to be performed for it.
[0009]
Here, in the transaction fund management system and method according to the present invention, the data transfer between the account databases, the notification of the guarantee data, and the trading order by the order processing computer are performed, for example, by online processing, respectively.
[0010]
In the transaction fund management system and method according to the present invention, for example, a foreign exchange transaction is performed as the financial transaction. In the transaction fund management system and method according to the present invention, for example, a securities company becomes the first institution, and for example, a trust bank becomes the second and third institutions. Note that even if the second institution and the third institution are the same institution, and the account database of the second institution and the account database of the third institution are different account databases set in the same institution. good.
[0011]
In the transaction fund management system and method according to the present invention, a first account setting computer receives deposit data representing a deposit from a customer and sets the deposit data in an account database of a first institution. The first account setting computer also performs a process of transferring the deposit data to the account database of the second institution. The second account setting computer receives the transfer processing of the deposit data to the account database of the second institution, and makes a security trust setting for the transferred deposit data. The second account setting computer also performs a process of transferring a part of the deposit data set in the security trust to the account database of the third institution. The third account setting computer accepts the transfer processing of the deposit data to the account database of the third institution, and makes a guarantee trust setting for the transferred deposit data. The notifying computer notifies the transaction computer of the transaction trustee of the guarantee data that is set within the range of the deposit data set in the guarantee trust and represents the security content at the time of the financial transaction. The order processing computer makes a sales order based on the order data from the customer within the range of the security represented by the guarantee data from the first institution to the transaction computer of the transaction receiving party.
[0012]
Thus, in the transaction fund management system and method according to the present invention, the deposit data from the customer is consequently transferred to the account database of the second and third institutions, instead of the first institution that places the trading order. The security and security trust are set up there. The actual trading order is performed within the range of the guarantee data set within the range of the deposit data set in the guarantee trust. That is, the deposit from the customer is segregated and stored in the second and third institutions, which are trust institutions, instead of the first institution that places a sales order. Thus, the risk that the deposit from the customer and the own institution's own funds are mixed can be reduced, and the deposit of the customer can be securely maintained in the second and third institutions.
[0013]
Here, in the transaction fund management system and method according to the present invention, the first account setting computer transmits own fund data representing the own fund of the first institution set in the account database of the first institution to the third institution. It may further have a function of performing a process of transferring to the account database of the institution. Further, the third account setting computer may further have a function of accepting a transfer process of the own fund data to the account database of the third institution, and setting a guarantee trust for the own fund data.
[0014]
Further, the first account setting computer manages the profit and loss data generated in connection with the sales order for a fixed period by using the own institution's own fund data for a certain period, and at a fixed period, The second account setting computer further has a function of notifying the data to the second account setting computer in the second institution, and the second account setting computer transmits the security trust to the second institution's account database based on the notified replacement data. A function for correcting the set deposit data may be further provided.
This ensures that the profit and loss account caused by, for example, daily trading orders is reflected in the account databases of the second and third institutions.
[0015]
Further, the transaction fund management system according to the present invention is configured such that the contents of transfer of deposit data between the account database of the first institution and the account database of the second institution, and the security trust is set in the account database of the second institution. A management computer for managing the deposited deposit data independently from each institution may be further provided.
With the function of the management computer, it is possible to monitor, for example, fraud associated with the transfer of the deposit data, and secure transfer of the deposit data is performed.
[0016]
Further, a management account database for managing funds when the first institution fails may be further provided. For example, when the first institution fails, the management computer transfers the deposit data set as a guarantee trust in the account database of the third institution to the account database of the second institution, and transfers the transferred deposit data. A process for transferring deposit data set in a trust account in the account database of the second institution, including deposit data, to a management account database so that it can be returned to the customer. I have. When the deposit data transferred to the management account database exceeds the amount to be returned to the customer, the management computer transfers surplus data representing the surplus from the management account database to the first account database. It may further have a function of performing a process of transferring to the account database of the institution.
Thus, even if the first institution fails, the deposit of the customer can be reliably protected from, for example, a general creditor of the first institution, and the deposit is reliably returned to the customer.
[0017]
The transaction fund management method according to the present invention may further include the processing steps performed by the management computer described above.
[0018]
BEST MODE FOR CARRYING OUT THE INVENTION
Hereinafter, embodiments of the present invention will be described in detail with reference to the drawings.
[0019]
1 and 2 show the overall configuration of a transaction fund management system according to one embodiment of the present invention. FIG. 1 mainly shows the hardware configuration of this system in detail, and FIG. 2 shows the data flowing through this system in detail. First, before describing the hardware configuration of this system, an overview of financial institutions related to this system and financial transactions to which this system is applied will be mainly described with reference to FIG. In the following, a case where a foreign exchange transaction is performed as a financial transaction will be described as an example.
[0020]
Institutions relating to this system include, for example, securities companies 20, security trust institutions 30, guarantee trust institutions 40, counterparties 50 for foreign exchange transactions, and trust administrators 60. The security trust institution 30 and the guarantee trust institution 40 are internal institutions installed in one trust bank 70, for example.
[0021]
In this embodiment, the securities company 20 corresponds to a specific example of the “first institution” in the present invention, and the security trust institution 30 and the guarantee trust institution 40 correspond to the “second institution” in the present invention, respectively. Of the third organization.
[0022]
The securities company or the like 20 is an organization that receives a sales order for foreign exchange transactions from the customer 10 and, based on the order, actually places a sales order for foreign exchange transactions with the counterparty 50. Between the securities company 20 and the counterparty 50, a profit and loss account associated with a trading order is exchanged daily. The customer 10 deposits a deposit (for example, margin) for foreign exchange transactions with a securities company 20 in advance. Note that there are usually a plurality of customers 10. Further, a plurality of counter parties 50 may exist.
[0023]
The securities company 20 has its own account for receiving a deposit from the customer 10 and managing its own funds. The securities company 20 deposits the deposit from the customer 10 with the security trust agency 30. Note that the securities company 20 also pays out the deposit deposited in the maintenance trust organization 30 when the customer 10 requests for withdrawal. The securities company 20 also periodically (for example, every week) makes an additional trust with the security trust institution 30 in order to make a daily profit and loss account associated with a foreign exchange trading order. Securities companies 20 also deposit their own funds, which are subordinate beneficiary rights, with a guarantee trust institution 40.
[0024]
The maintenance trust institution 30 is an organization that accepts a deposit of the customer 10 deposited through the securities company 20 or the like and sets a security trust for the deposit. The maintenance trust institution 30 has its own account for receiving deposits to be covered by the maintenance trust. The security trust agency 30 is also adapted to periodically accept additional trust from the securities company 20 or the like. The security trust institution 30 also reports the trust trust balance to the trust administrator 60. The security trust institution 30 also transfers a part of the deposit set up in the security trust to the guarantee trust institution 40 in accordance with an instruction of the securities company 20 or the like. The ratio of the amount of funds transferred to the guarantee trust institution 40 is determined in advance, for example, between the securities company 20 and the guarantee trust institution 40 by a contract or the like.
[0025]
The guarantee trust institution 40 is an institution that receives a deposit transferred from the security trust institution 30 and sets up a guarantee trust for the deposit. The guarantee trust organization 40 also receives own funds of the securities companies 20 deposited from the securities companies 20 and sets up a guarantee trust for the own funds. Between the guarantee trust institution 40 and the security trust institution 30, exchange of management dividends (interest, etc.) of funds set in the guarantee trust is also performed. The guarantee trust institution 40 has its own account for receiving a deposit to be guaranteed by the guarantee trust.
[0026]
The guarantee trust institution 40 further sets an extreme amount such as a margin or a deposit as a collateral for foreign exchange transactions within the range of the fund set up in the guarantee trust, and provides a guarantee in which the extreme amount is described. The state is issued to the counterparty 50. In order to make the guarantee valid, a guarantee contract has been previously concluded between the guarantee trust organization 40 and the counterparty 50 by a contract. The securities company 20 or the like can place an actual foreign currency trading order with the counterparty 50 within the range of the amount secured by the guarantee issued by the guarantee trust institution 40. When there are a plurality of counter parties 50, a guarantee is issued to each counter party 50. The amount guaranteed by the guarantee is reviewed periodically (eg, every month). In the transaction fund management system according to the present embodiment, as will be described later, guarantee data indicating the contents of the guarantee is notified to the counterparty 50 by online processing.
[0027]
By the way, as will be described later, in this system, the trustee to the guarantee trust institution 40 is a securities company or the like 20 and the security trust institution 30. However, the trustee to the security trust institution 30 is a security trustee. Etc. 20. Therefore, the original consignor is the securities company 20 or the like, and the instruction of the guarantee contents to the guarantee trust organization 40 is performed from the securities company 20 or the like. The amount (extreme amount) to be guaranteed by the guarantee letter is determined in advance by, for example, concluding a guarantee consignment contract between the securities company 20 or the like and the guarantee trust institution 40, and by the guarantee consignment contract.
[0028]
The trust administrator 60 independently monitors the transfer of funds between the securities company 20 and the security trust institution 30 and returns deposits when the securities company 20 fails or the like, independently of each institution. Is an administrative body for The trust manager 60 performs, for example, an instruction or a check on a trust setting between the securities company 20 or the like and the security trust institution 30.
[0029]
As described above, in this system, the securities company 20 transfers the deposit deposited from the customer 10 to the trust bank 70 (the security trust agency 30 and the guarantee trust agency 40) and trusts it. . The trustee is the securities company 20 and the trustee is the trust bank 70. On the other hand, beneficiary rights in this system include principal beneficiary rights and profit beneficiary rights. The principal beneficiary is the customer 10 and the profit beneficiary right is at a securities company 20 or the like.
[0030]
The trustee, such as the securities company 20, manages the money deposited by the customer 10 with the securities company 20, etc. when outsourcing the foreign exchange transaction separately from its own property, and trusts the customer deposit with the trust bank 70, which is the trustee. I do. The security trust institution 30 of the trust bank 70 sets a trust from the customer 10 as a security trust. The securities company or the like 20 further secures a part of the trust property to the guarantee trust institution 40 of the trust bank 70 (guaranteed trust beneficiary right) to transfer the trust to the counterparty 50 in order to provide guarantee.
[0031]
In the event that a certain event (trigger event) occurs in the future, such as the bankruptcy or bankruptcy of the securities company 20, the priority beneficiary right is redeemed. When the amount of the redemption money to be delivered is insufficient, the trust bank 70 partially cancels the principal beneficiary right principal of the guarantee trust and uses the redemption money of the priority beneficiary right of the guarantee trust to pay the redemption money of the security trust. .
[0032]
Next, the hardware configuration of this system will be described. As shown in FIG. 1, the securities company 20, the security trust institution 30, the guarantee trust institution 40, and the trust administrator 60 are provided with account databases 21, 31, 41, 61 and account setting computers 22, 32, 42, respectively. 62. The securities company 20 also has an order processing computer 23. Guarantee trust agency 40 further includes a notification computer 43. The trust administrator 60 further has a management computer 63. The counter party 50 has a transaction database 51 and a transaction computer 52.
[0033]
Here, in the present embodiment, the account setting computer 22 of the securities company 20 corresponds to a specific example of the “first account setting computer” of the present invention, and the account setting computer 32 of the security trust institution 30 This corresponds to a specific example of the “second account setting computer” in the present invention, and the account setting computer 42 of the guarantee trust institution 40 corresponds to a specific example of the “third account setting computer” in the present invention.
[0034]
In this system, data transfer between the account databases, notification of the guarantee data D4, and sales orders by the order processing computer 23 can be processed online. For this reason, computers mainly involved in the transfer of each data are interconnected by a communication network using an existing network technology such as a dedicated line.
[0035]
The computer of each institution is configured using, for example, general-purpose computer equipment. Although not shown, each computer has a CPU (central processing unit), a main storage device, an input device, an output device, and an auxiliary storage device (such as a hard disk drive). The main storage device is constituted by, for example, a RAM (random access memory). The processing function of each computer related to the transaction fund management system is such that a program for the transaction fund management system stored in the auxiliary storage device is loaded into the main storage device, and the loaded program is executed by the CPU. Is achieved.
[0036]
In addition, the database of each institution is composed of, for example, a RAID (Redundant Array of Inexpensive Disks) configured by using a plurality of large-capacity hard disk devices.
[0037]
The account setting computer 22 in the securities company 20 receives the deposit data D1-1 representing the deposit from the customer 10, sets the deposit data D1-1 in the account database 21, and sets the deposit data D1- 1 is transferred to the account database 31 of the maintenance trust institution 30. The account setting computer 22 also manages the profit and loss account data D5-2 generated in connection with the trading order for a certain period of time by using the own funds data of the securities company 20 and the like, and at every certain period, It has a function of notifying the data (additional trust data D2-2) to the account setting computer 32 in the security trust institution 30. In addition, the account database 21 stores, in addition to the deposit data D1-1 from the customer 10, self-funding data of the securities company 20 or the like.
[0038]
The account setting computer 22 also has a function of transferring self-funding data D6 representing self-funding of the securities company 20 or the like set in the account database 21 to the account database 41 of the guarantee trust institution 40 as subordinate beneficiary rights. Have.
[0039]
The account setting computer 22 also has a function of notifying the management computer 63 of the trust administrator 60 of the customer data D11-1.
[0040]
The order processing computer 23 is for making a sales order based on the sales order data D1-2 from the customer from the securities company 20 to the transaction computer 52 of the counterparty 50, which is a contract receiving party. Trading order data D5-1 is transmitted from the order processing computer 23 to the transaction computer 52. The sales order by the order processing computer 23 is made within the range of the security represented by the guarantee data D4 issued from the guarantee trust organization 40. Between the order processing computer 23 and the transaction computer 52, exchange of profit / loss account data D5-2 accompanying the sales order is performed daily.
[0041]
The account setting computer 32 in the security trust institution 30 accepts the transfer process by the account setting computer 22 in the securities company 20 and performs the security trust setting on the transferred deposit data D2-1 on the account database 31. Has a function. The account setting computer 32 also has a function of transferring a part of the deposit data D2-1 set in the security trust to the account database 41 of the guarantee trust organization 40.
[0042]
The account setting computer 32 also changes the contents of the deposit data set in the account database 31 based on the replacement data (additional trust data D2-2) notified from the account setting computer 22 in the securities company 20 or the like. It has a function to correct.
[0043]
The account setting computer 32 also reports the balance data D7-1 of the maintenance trust to the account setting computer 32 and the management computer 63 of the trust administrator 60.
[0044]
The account setting computer 42 in the guarantee trust institution 40 accepts the transfer processing by the account setting computer 32 in the security trust institution 30, and stores the guarantee trust setting which becomes the priority beneficiary right for the transferred deposit data D3 in the account database 41. It has the functions performed above. The account setting computer 42 also has a function of accepting a transfer process of the own funds data D6 from the account setting computer 22 in the securities company 20 or the like, and setting a guarantee trust as a subordinate beneficiary right for the own funds data D6. ing. As described above, in the account database 41 of the guarantee trust institution 40, in addition to the deposit data D3 transferred from the security trust institution 30, the own fund data D6 of the securities company 20 transferred from the securities company 20 is stored. You.
[0045]
Between the account setting computer 42 in the guarantee trust institution 40 and the account setting computer 32 in the security trust institution 30, exchange of management dividend (interest rate etc.) data D10 of funds set in the guarantee trust institution 40 is also performed. It has become to be.
[0046]
The notifying computer 43 sends the guarantee data D4, which is set within the range of the deposit data set in the guarantee trust in the guarantee trust institution 40 and represents the content of the collateral at the time of the financial transaction, to the counterparty 52, which is the transaction trustee. It has a function of notifying the transaction computer 52.
[0047]
The account database 61 of the trust administrator 60 is a management account for managing funds with the ability to cope with a failure of the securities company 20 or the like. The account setting computer 62 sets the account database 61 based on instructions from the management computer 63.
[0048]
The management computer 63 of the trust administrator 60 transfers the deposit data between the account database 21 of the securities company 20 or the like and the account database 31 of the security trust institution 30, and the security trust in the account database 31 of the security trust institution 30. It has a function of managing set deposit data (trust balance data D7-1) and the like independently from each institution. The management computer 63 also transmits data D8 for instructing and checking trust setting between the securities company 20 and the security trust organization 30.
[0049]
The management computer 63 also transfers the deposit data set as a guarantee trust in the account database 41 of the guarantee trust institution 40 to the account database 31 of the security trust institution 30 when the securities company 20 or the like fails. The deposit data set in the account database 31 of the security trust institution 30 including the received deposit data is transferred to the account database 61 of the trust manager 60 so that the deposit data can be returned to the customer 10. It has a function to perform processing. When the deposit data transferred to the management account database 61 exceeds the amount to be returned to the customer 10, the management computer 63 also stores the surplus data D11-2 representing the surplus into the management account database 61. From the account database 61 of the securities company 20 to the account database 21 of the securities company 20.
[0050]
The specific flow of funds when a trigger event such as a bankruptcy occurs will be described later in detail.
[0051]
Next, the operation of the transaction fund management system configured as described above will be described. In addition, a specific flow of transaction funds will be described.
[0052]
First, with reference to FIG. 3 and FIG. 5, a specific flow of a trading order and a transaction fund during a normal transaction will be described. FIG. 3 mainly shows in detail the flow of processing by the computer of each institution, and FIG. 5 mainly shows in detail the flow of fund data between the databases of each institution.
[0053]
The customer 10 deposits a deposit (margin etc.) for foreign exchange transactions with the securities company 20 in advance. Here, by preparing a terminal device that can be connected to the network on the customer 10 side, it is also possible to perform online the processing of transferring the deposit between the customer 10 and the securities company 20 or the like. The account setting computer 22 in the securities company 20 receives the deposit data D1-1 representing the deposit from the customer 10 (step S11 in FIG. 3), sets the deposit data D1-1 in the account database 21, and Then, the deposit data D1-1 is transferred (trusted) to the account database 31 of the security trust institution 30 (step S12).
[0054]
The account setting computer 32 in the security trust institution 30 accepts the transfer processing of the account setting computer 22 in the securities company 20 and performs the security trust setting on the transferred deposit data D2-1 on the account database 31 ( Step S21).
[0055]
Specifically, for example, as shown in FIG. 5, a total amount of 700,000 yen of deposits from a plurality of customers A to E is deposited with a securities company 20 or the like, and deposit data D1- 1 is set in the account database 21 of the securities company 20 or the like. Further, it is transferred to the account database 31 of the security trust organization 30.
[0056]
Next, the account setting computer 32 in the security trust institution 30 performs a process of transferring a part of the deposit data D2-1 set in the security trust to the account database 41 of the guarantee trust institution 40 (step S22). On the other hand, the account setting computer 22 in the securities company 20 transfers the own funds data D6 representing the own funds of the securities company 20 set in the account database 21 to the account database 41 of the guarantee trust institution 40 as subordinate beneficiary rights. Is performed (step S13).
[0057]
The account setting computer 42 in the guarantee trust institution 40 accepts the transfer processing by the account setting computer 32 in the security trust institution 30, and stores the guarantee trust setting which becomes the priority beneficiary right for the transferred deposit data D3 in the account database 41. Do above. The account setting computer 42 also receives the transfer processing of the own funds data D6 from the account setting computer 22 in the securities company 20 or the like, and makes a guarantee trust setting to be a subordinate beneficiary right for the own funds data D6 (step S31). .
[0058]
Specifically, as shown in FIG. 5, for example, self-financing data D6 representing 100 million yen of own funds (own funds (1)) from a securities company 20 or the like is stored in the account database 41 of the guarantee trust institution 40. It is transferred and set as a guarantee trust. Of the 700,000 yen set in the security database in the account database 31 of the security trust institution 30, for example, 400,000 million yen is transferred to the account database 41 of the guarantee trust institution 40 and set as a security trust. In this case, a total of 500,000 million yen will be set as the guarantee trust in the account database 41 of the guarantee trust institution 40. Of these, 400 million yen is the priority beneficiary right principal and 100 million yen is the subordinate beneficiary right. Be the principal.
[0059]
Next, the guarantee trust institution 40 sends, from the notification computer 43, the guarantee data D4 representing the content of the collateral at the time of the financial transaction, which is set within the range of the funds set in the guarantee trust in the guarantee trust institution 40, from the notification computer 43. It notifies the transaction computer 52 of the counterparty 52 (step S32).
[0060]
Specifically, as shown in FIG. 5, for example, of the 500,000 yen set in the account database 41 of the guarantee trust institution 40, 500,000 yen is evidence that 300 million yen is used as collateral for foreign exchange transactions. A guarantee letter set as an extreme amount such as gold and the amount of the extreme amount is described is issued to the counterparty 50. The notification computer 43 notifies, for example, data indicating that the extreme amount is 300 million yen as the guarantee data D4. In this specific example, it is assumed that there is only one counter party 50.
[0061]
At the stage when the guarantee is issued and the guarantee data D4 is notified to the counterparty 50, an actual foreign currency trading order can be placed, and the order processing computer 23 in the securities company 20 or the like executes the trading order processing. Is performed (step S14). That is, the order processing computer 23 receives the trading order data D1-2 from the customer 10, and transmits the trading order data D5-1 based on the data to the trading computer 52 of the counterparty 50. The sales order by the order processing computer 23 is made within the range of the security represented by the guarantee data D4 issued by the guarantee trust organization 40. By preparing a terminal device that can be connected to the network at the customer 10, the order processing between the customer 10 and the securities company 20 can be made online.
[0062]
Specifically, for example, as shown in FIG. 5, the securities company 20 receives the data of the sell order and the data of the buy order from the plurality of customers A to E as the buy / sell order data D1-2. Here, in the case where there are a plurality of customers 10, the margin etc. for the trading order that the securities company 20 makes to the counterparty 50 may be the amount of the deduction of the selling order. For example, as shown in the figure, it is assumed that the total of the sell order is 160 (1 = 1 million yen) and the total of the buy order is 300. Assuming that the transaction is executed and completed as described above, 140 buy orders remain as a balance due to the deduction of the sell buy order. In other words, the margin required for the counterparty 50 may be 140 = 140 million yen. This amount is within the range of the maximum amount (300 million yen) guaranteed by the guarantee in advance, so there is no problem.
[0063]
In this way, the actual trading order is placed, but profits and losses are generated daily with this trading order, and the order processing computer 23 of the securities company 20 or the like and the trading computer 52 of the counterparty 50 communicate with each other. The profit and loss account data D5-2 associated with the sales order is exchanged daily. The account setting computer 22 of the securities company 20, etc., stores the profit and loss account data D5-2 generated in accordance with the trading order for a certain period of time (for example, one week) with the own funds data of the securities company 20, etc. Carry out a replacement process using the funds (2)). Then, at regular intervals, the replacement data (additional trust data D2-2) is notified to the account setting computer 32 in the maintenance trust institution 30, and additional trust (profit and loss account) processing is performed (step S15).
[0064]
Based on the additional trust data D2-2 notified from the account setting computer 22 in the securities company 20 or the like, the account setting computer 32 in the security trust institution 30 stores the contents of the deposit data set in the account database 31 in the security trust. Then, the trust setting is updated (profit and loss account) processing (step S23).
[0065]
As described above, in the transaction using the present system, direct exchange of funds is performed between the securities company 20 and the customer 10, between the securities company 20 and the security and guarantee trust institutions 30 and 40, Etc., and only between the counterparty 50. Conventionally, a margin company or the like in the name of a securities company or the like is directly sent from the securities company or the like 20 to the counterparty 50, but in the present embodiment, the guarantee data (guarantee letter) D4 is transmitted from the guarantee trust organization 40 to the counterparty 50. It is sent and accepts a trading order with its contents as security. Therefore, unlike the related art, direct remittance of margin or the like from the securities company 20 to the counterparty 50 is not required.
[0066]
As described above, transaction fund deposit, maintenance, and trading order processing are performed. The trust manager 60 monitors the flow of funds involved in these processes as needed. For example, the management computer 63 of the trust administrator 60 receives the report of the balance data D7-1 of the security trust from the account setting computer 32 of the security trust institution 30, and monitors the data as needed. Further, it gives instructions and checks on trust setting between the securities company 20 and the security trust institution 30. For example, the status of the book of each customer 10 is checked, and the security trust agency 30 is notified.
[0067]
Next, with reference to FIG. 4 and FIG. 6, the operation of the system when a trigger event such as a bankruptcy of the securities company 20 occurs will be described together with a specific flow of transaction funds. FIG. 4 mainly shows the flow of processing by the computer of each institution in detail, and FIG. 6 mainly shows the flow of fund data between the databases of each institution in detail.
[0068]
When the securities company 20 or the like has failed, the management computer 63 of the trust administrator 60 places a settlement order with the counterparty 50 (step S141), and is executed between the securities company 20 and the counterparty 50. Settle the transaction that had been done. The transaction computer 52 of the counterparty 50 receives the settlement order and calculates the profit and loss at that time.
[0069]
The account setting computer 42 in the guarantee trust institution 40 performs profit and loss account processing with the transaction computer 52 of the counterparty 50 (step S131), and the fund data set in the account database 41 of the guarantee trust institution 40 Update. In addition, the guarantee trust organization 40 performs a process of collecting the guarantee issued to the counterparty 50. The transaction computer 52 of the counterparty 50 transmits data notifying that the guarantee letter is to be collected to the account setting computer 42 of the guarantee trust institution 40 (step S132).
[0070]
Next, the account setting computer 42 in the guarantee trust institution 40 performs a process of transferring the account-processed fund data set in the account database 41 to the account database 31 in the security trust institution 30 (step S133). ). The account setting computer 32 in the maintenance trust institution 30 accepts the transfer process and performs a trust return process (step S121). The account setting computer 32 performs account processing of the deposit data D3 indicating that funds have been transferred from the guarantee trust institution 40 and the data of the security deposit remaining in the account database 31 as the trust return processing. Then, a process of reflecting the result on the base station is performed. The account setting computer 32 further notifies the deposit data D7-2 of the account database 31 after the account processing to the account setting computer 62 and the management computer 63 of the trust administrator 60, and returns the deposit to the customer 10. A process of transferring the trust administrator 60 to the account database 61 is performed so as to be possible.
[0071]
Specifically, as shown in FIG. 6, for example, it is assumed that the counterparty 50 has calculated a loss of 10 million yen as the profit and loss at the time of receiving the settlement order. On the other hand, if the fund data set as a guarantee trust in the account database 41 of the guarantee trust institution 40 is 500,000 yen (priority beneficiary interest principal: 400 million yen + subordinate beneficiary interest principal: 100 million yen), profit and loss By performing the account processing, the fund data on the account database 41 is reduced to 490 million yen. This 490 million yen is transferred to the conservation trust agency 30. By performing the account processing of the transferred money amount and the maintenance trust money remaining in the security trust institution 30, the total fund data on the account database 31 of the security trust institution 30 becomes, for example, 790 million yen.
[0072]
The profit / loss account processing and the fund transfer processing to the security trust institution 30 in the guarantee trust institution 40 described above are performed based on an instruction from the management computer 63 of the trust administrator 60, for example.
[0073]
By the way, the account setting computer 32 of the securities company 20 performs the transmission processing of the customer data D11-1 to the management computer 63 of the trust manager 60 before the trigger event occurs (step S111). . The management computer 63 of the trust manager 60 calculates and determines the amount to be returned to each customer based on the customer data D11-1 and the deposit data D7-2 transferred from the security trust organization 30 ( In step S142, the determined refund is returned to each customer (step S143). If the customer 10 has a terminal device that can be connected to the network, the client device 10 notifies the terminal device of deposit return data D9 for notifying the reimbursement amount and the like.
[0074]
When the amount of the deposit returned from the maintenance trust institution 30 exceeds the amount to be returned to each customer, the management computer 63 performs a process of returning the surplus to the securities company or the like 20 ( Step S144). As the return process, the surplus money data D11-2 representing the surplus is transferred from the management account database 61 to the account database 21 of the securities company 20 or the like. The securities company 20 receives the surplus money data D11-2 and performs a process of receiving a refund, such as reflecting the surplus money data in its own account database 21 (step S112).
[0075]
Specifically, for example, as shown in FIG. 6, if the deposit returned from the security trust institution 30 is determined to be 790 million yen and the total amount to be returned to the customer 10 is determined to be 690 million yen, The surplus returned to securities companies 20 will be 100 million yen. For each of the customers A to E, a deduction amount between the deposit amount deposited in advance and the profit and loss associated with the exchange transaction is returned as a refund.
[0076]
As described above, according to the transaction fund management system and method according to the present embodiment, the deposit data from the customer 10 is not a securities company or the like 20 actually making a trading order, but a security trust institution 30 and a guarantee. The information is transferred to the account databases 31 and 41 of the trust institution 40, where security and guarantee trust settings are made. The actual trading order is performed within the guarantee of the guarantee data D4 within the range of the deposit data set in the guarantee trust in the guarantee trust organization 40. That is, the deposit from the customer 10 is separately stored in the security trust institution 30 and the guarantee trust institution 40, which are trust institutions, not in the securities company 20 or the like making the sales order. This can reduce the risk that the deposit from the customer 10 is mixed with the own funds of the securities company 20 and the like, and the deposit of the customer 10 is securely preserved in the security trust organization 30 and the guarantee trust organization 40. Therefore, the customer 10 can deposit the deposit with ease without worrying about the credit risk of the securities company 20 or the like. Further, it is possible to provide a versatile scheme that can cope with a case where there are a plurality of counter parties 50.
[0077]
In addition, daily profit and loss data generated in connection with a trading order is managed by a securities company or the like 20 for a fixed period of time using own funds data, and the data of the replacement is periodically transferred to a maintenance trust. Notifying the institution 30 and the maintenance trust institution 30 corrects the content of the deposit data set in the maintenance trust in the account database 31 based on the notified replacement data. The generated profit and loss account is surely reflected in the account database 31 of the maintenance trust institution 30, and it is possible to cope with daily changes in the deposit status.
[0078]
Further, the management computer 63 of the trust administrator 60 stores the contents of the transfer of the deposit data between the account database 21 of the securities company 20 and the account database 31 of the security trust institution 30 and the account database 31 of the security trust institution 30. Since the balance of the deposit data set in the maintenance trust is managed independently from each institution, for example, fraud monitoring accompanying the transfer of the deposit data can be performed, and the security of the deposit data can be secured. Can be relocated. Further, when the securities company 20 or the like fails, the deposit data set in the account database 41 of the guarantee trust institution 40 is transferred to the account database 31 of the security trust institution 30, and the transferred deposit is transferred. The process of transferring the deposit data set in the account database 31 of the maintenance trust institution 30 including the data to the account database 61 of the trust administrator 60 so that the deposit data can be returned to the customer 10 is called a trust. Since the management is performed under the management of the management computer 63 of the manager 60, the deposit of the customer 10 can be reliably protected from general creditors of, for example, securities companies 20, and the deposit can be reliably transferred to the customer. Can be returned.
[0079]
As described above, according to the transaction fund management system and method according to the present embodiment, when conducting a financial transaction such as a foreign exchange transaction, it is possible to perform a smooth transaction while securely maintaining the deposit of the customer 10. Can be.
[0080]
Note that the present invention is not limited to the above embodiment, and various modifications can be made. For example, the transaction fund management system and method of the present invention can be applied not only to foreign exchange transactions but also to fund management in other financial transactions such as transactions of gold deposits.
[0081]
【The invention's effect】
As described above, according to the transaction fund management system according to any one of claims 1 to 9, or according to the transaction fund management method according to any one of claims 10 to 18, deposit from a customer is performed. The gold data is consequently transferred to the account database of the second and third institution, not the first institution placing the trade order, where the security, security trust settings are made and the actual trade order is Since it is performed within the scope of the guarantee data set within the scope of the deposit data set in the guarantee trust, the deposit from the customer is not the first institution that places the sales order, but the trust. Separated and stored at the second and third institutions. As a result, when conducting financial transactions such as foreign exchange transactions, it is possible to reduce the risk that the deposit from the customer and the own institution's own funds are mixed, and to secure the deposit of the customer, You will be able to trade smoothly.
[0082]
In particular, according to the transaction fund management system described in claim 4, or according to the transaction fund management method described in claim 13, the first account setting computer converts the profit and loss data generated in connection with the trading order for a certain period of time. , While managing the reimbursement using the self-funding data of the first institution, and notifying the reimbursement data to the second account setting computer in the second institution at regular intervals, the second account setting computer Since the contents of the deposit data set in the maintenance trust in the account database of the second institution are modified based on the notified replacement data, for example, the profit and loss account caused by daily trading And the account database of the third institution.
[0083]
In particular, according to the transaction fund management system of the sixth aspect or the transaction fund management method of the fifteenth aspect, when the first institution fails, the management trust is stored in the account database of the third institution. The set deposit data is transferred to the account database of the second institution, and the deposit data set in the trust database in the account database of the second institution, including the transferred deposit data, is transferred to the customer. In the case where the first institution fails, for example, a general creditor of the first institution can deposit the customer's deposit even if the first institution fails. The money can be reliably protected and the deposit can be reliably returned to the customer.
[Brief description of the drawings]
FIG. 1 is a block diagram showing an overall configuration of a transaction fund management system according to an embodiment of the present invention.
FIG. 2 is another block diagram showing the overall configuration of the transaction fund management system according to one embodiment of the present invention.
FIG. 3 is a flowchart showing the operation of each computer in each institution during a normal transaction.
FIG. 4 is a flowchart showing an operation of each computer in each engine when a trigger event occurs.
FIG. 5 is a block diagram showing the flow of a specific trading order and transaction funds during a normal transaction.
FIG. 6 is a block diagram showing a specific flow of transaction funds when a trigger event occurs.
[Explanation of symbols]
D1-1: deposit data, D1-2: trading order data, D2-1: deposit data, D2-2: additional trust data, D3: deposit data (priority beneficiary right), D4: guarantee data, D5- 1 ... Trading order data, D5-2 ... Profit and loss data, D6 ... Own funds data, D7-1 ... Trust balance data, D7-2 ... Deposit money data (at the time of return), D8 ... Instruction / check data, D9 ... Deposit Money return data, D10: management dividend (interest rate etc.) data, D11-1: customer data, D11-2: surplus data, 10: customers, 20: securities companies, etc. 21, 31, 41: account database, 22, 32, 42: Account setting computer, 23: Order processing computer, 30: Security trust institution, 40: Guarantee trust institution, 50: Foreign exchange transaction trustee (counterparty), 51: Transaction database, 2 ... deal for the computer, 60 ... a trust administrator, 63 ... management computer, 70 ... trust bank.

Claims (18)

A system for managing funds during financial transactions,
A first method for receiving deposit data representing a deposit from a customer, setting the deposit data in an account database of a first institution, and performing a process of transferring the deposit data to an account database of a second institution. Account setting computer,
The transfer processing of the deposit data to the account database of the second institution is received, a security deposit is set for the transferred deposit data, and a part of the deposit data set for the security trust is transferred. A second account setting computer for performing a process of transferring to an account database of a third institution;
A third account setting computer that accepts a transfer process of the deposit data to the account database of the third institution and performs a guarantee trust setting on the transferred deposit data;
A notification computer that notifies the guarantee computer that is set within the range of the deposit data that has been set as the guarantee trust, the guarantee data representing the content of the collateral at the time of the financial transaction, to the transaction computer of the trustee.
An order processing computer for performing a sales order based on order data from a customer from the first institution to a transaction computer of a contract receiving party within a range of collateral represented by the guarantee data. Characteristic transaction fund management system. 2. The transaction fund management system according to claim 1, wherein the data transfer between the account databases, the notification of the guarantee data, and the sales order by the order processing computer are each performed online. The first account setting computer performs a process of transferring self-funding data representing self-funding of the first institution set in the account database of the first institution to an account database of the third institution. Have more functions to do,
The third account setting computer further has a function of receiving a process of transferring the own funds data to the account database of the third institution, and setting a guarantee trust for the own funds data. The transaction fund management system according to claim 1. The first account setting computer comprises:
The profit and loss data generated in accordance with the trading order is managed for a certain period by using the own institution's own fund data, and the replacement data is transferred to the second institution every certain period. Further having a function of notifying the second account setting computer in
The second account setting computer further has a function of correcting the contents of the deposit data set in the trust database in the account database of the second institution based on the notified replacement data. The transaction fund management system according to claim 1. The transfer contents of the deposit data between the account database of the first institution and the account database of the second institution, and the deposit data set as a security trust in the account database of the second institution, The transaction fund management system according to any one of claims 1 to 4, further comprising a management computer for performing management independently of the institution. A management account database for managing funds when the first institution fails;
The management computer,
In the event that the first institution fails,
Transferring the deposit data set as a guarantee trust in the account database of the third institution to the account database of the second institution;
The deposit data set in the account database of the second institution including the transferred deposit data and set as a trust in the account database of the second institution is transferred to the management account database so that it can be returned to the customer. 6. The transaction fund management system according to claim 5, wherein: The management computer,
If the deposit data transferred to the management account database exceeds the amount to be returned to the customer, the surplus data representing the surplus is transferred from the management account database to the first 7. The transaction fund management system according to claim 6, further comprising a function of performing a process of transferring to an institution account database. The second engine and the third engine are the same engine;
8. The account database according to claim 1, wherein the account database of the second institution and the account database of the third institution are different account databases set in the same institution. Transaction funds management system described. 9. The transaction fund management system according to claim 1, wherein the financial transaction is a foreign exchange transaction. A method of managing funds during financial transactions,
A first account setting computer receives deposit data representing a deposit from a customer, sets the deposit data in an account database of a first institution, and stores the deposit data in an account database of a second institution. Performing the process of transferring to
A second account setting computer accepts the transfer processing of the deposit data to the account database of the second institution, sets a security trust for the transferred deposit data, and sets the security trust. Transferring a part of the deposited deposit data to an account database of a third institution;
A third account setting computer receiving a transfer process of the deposit data to the account database of the third institution, and setting a guarantee trust for the transferred deposit data;
A step in which the notifying computer notifies the transaction computer of the transaction trustee of the guarantee data, which is set within the range of the deposit data set in the guarantee trust, and represents security content at the time of the financial transaction,
Making an order processing computer make a purchase order based on order data from a customer from the first institution to a transaction computer of a consignee within a range of collateral represented by the guarantee data. A method for managing transaction funds, characterized in that: 11. The transaction fund management method according to claim 10, wherein the data transfer between the account databases, the notification of the guarantee data, and the sales order by the order processing computer are each performed online. A process in which the first account setting computer transfers the self-funded data indicating the self-funded data of the first institution set in the account database of the first institution to the account database of the third institution. Steps to perform;
Receiving the transfer processing of the own funds data to the account database of the third institution, and setting a guarantee trust for the own funds data. The transaction fund management method according to claim 10 or 11, wherein The first account setting computer comprises:
The profit and loss data generated in accordance with the trading order is managed for a certain period by using the own institution's own fund data, and the replacement data is transferred to the second institution every certain period. Notifying a second account setting computer at
The second account setting computer further comprising the step of modifying the contents of the deposit data set as a security trust in the account database of the second institution based on the notified replacement data. The transaction fund management method according to any one of claims 10 to 12. A management computer for transferring the deposit data between the account database of the first institution and the account database of the second institution, and a deposit set as a security trust in the account database of the second institution; 14. The transaction fund management method according to claim 10, further comprising a step of managing data independently of each institution. In the event that the first institution fails,
The management computer transfers the deposit data set as a trust in the account database of the third institution to the account database of the second institution,
The deposit data set in the account database of the second institution, including the transferred deposit data, which is set as a maintenance trust, is transferred to a management account database so that it can be returned to the customer. The method according to claim 14, further comprising a step. If the deposit data transferred to the management account database exceeds the amount to be returned to the customer, the management computer sends the surplus data representing the surplus to the management account database. 16. The transaction fund management system according to claim 15, further comprising a step of performing a process of transferring from the first database to the account database of the first institution. The second engine and the third engine are the same engine;
17. The account database according to claim 10, wherein the account database of the second institution and the account database of the third institution are different account databases set in the same institution. Transaction funds management system described. 18. The transaction fund management method according to claim 10, wherein the financial transaction is a foreign exchange transaction.

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