JP2007047999A - Security settlement balance management system and security settlement balance management program - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a security settlement balance management system managing a security balance and a fund balance in each stage of settlement not to cause a problem of contention when updating data. <P>SOLUTION: This security settlement balance management system has: a means generating a trade report data specifying a name, a quantity, an account number of a buyer and an account number of a seller inside Japan Securities Depository Center, and transmitting them to a settlement collation system 32 of Japan Securities Depository Center; a means generating balance management data in each account number, and storing them into a balance DB 20; a means generating security transfer claim data, and transmitting them to an account transfer system 34 of Japan Securities Depository Center; a means generating the balance management data showing the name, the quantity, a trade kind, a fund amount and a stage of security transfer completion in each the account number, and storing them into the balance DB 20; a means generating fund transfer claim data, and transmitting them to the system 34; and a means generating the balance management data showing the name, the quantity, the trade kind, the fund amount and the stage of the fund transfer completion in each the account number, and storing them into the balance DB 20. <P>COPYRIGHT: (C)2007,JPO&INPIT

Description

  The present invention relates to a securities settlement balance management system and a securities settlement balance management program, and in particular, an institutional investment such as a securities company using a general transfer DVP service provided by the Securities Custody Transfer Corporation (hereinafter referred to as “vibration mechanism”). The present invention relates to a technology for grasping the balance of own-owned securities and related funds in real time when a family settles securities with other institutional investors.

Currently, settlement associated with transactions of stock certificates and general bonds among institutional investors such as securities companies, trust banks, and custody banks is often performed through a general transfer DVP service provided by the Japan Post Bank.
This general transfer DVP service reduces the principal risk associated with securities settlement by systematically linking the delivery of securities and the settlement of funds for the transfer of securities between parties other than transactions through the stock exchange. DVP is an abbreviation for Delivery Versus Payment.

For example, when a transaction is concluded between securities company A and trust bank B, in which 100 shares of stock α are delivered from A to B, and B pays A million yen to A as the price. Trading report data is transmitted from the computer systems of both ABs to the computer system of the vibration isolation mechanism.
On the other hand, the computer system of the vibration isolating mechanism collates both sales report data, and then executes the process of transferring 100 α shares from the securities account A provided in the vibration isolating mechanism to the securities account B at any time.
In addition, the computer system of the vibration control organization performs the calculation of transaction deduction between all participating companies including A and B on the day, and the Bank of Japan financial system network (hereinafter referred to as “BoJ Net”) where each participating company has a current account. )) Is requested to settle the funds.

In this way, the securities transfer process is executed on a case-by-case basis every time a transaction is established (gross-based process), whereas the fund transfer process is processed in a unit of one day ( Net-based processing), and each participating company is subject to various conditions for avoiding default risks, such as conditions for secured assets (margins) and deduction payment limits, so the safety of transactions is It is secured.
By using this general transfer DVP, participating companies can reduce the risks associated with securities settlement such as principal risk, and can also enjoy the efficiency of securities transfer operations and the efficiency of fund settlement operations. It becomes.
General transfer DVP [Search on July 11, 2005] Internet URL: http://www.jasdec.com/dvp/outline_1.html

As mentioned above, using the general transfer DVP, the securities transfer office and fund transfer office will be replaced by the computer system of the vibration promotion organization. It will be necessary to always manage their own securities balances.
For example, even if securities company A holds 100 shares of α shares at the start of business, if it became 0 shares during the morning transaction, the transaction to sell α shares without recognizing that fact would be the best in the afternoon. If this is done, settlement via the vibration isolating mechanism becomes impossible.
On the other hand, if the balance of α shares is managed in-house in advance, the decision to “refrain from selling any more because there are no shares on hand” or “after buying α shares from other companies” It is possible to make a decision to “sell”.
In addition, the securities balances of the same brand are registered in a unified form in the company's own securities account set up by the vibration management mechanism, but the securities balances of the same brand are distributed and managed for each customer. Institutional investors need to be divided and managed for self-transactions, and in order to internally subdivide securities of the same brand in this way, prepare a mechanism to manage the balance of each securities within the company Is required.

Specifically, the balance management data shown in FIG. 6 is generated for each internal division of each security and registered in the balance management database.
The balance management data includes “creation date / time”, “creator”, and “settlement date”, “shake-off category account” indicating an account number in the shake-down mechanism, “management key 1”, “management key 2”, Data items of “management key 3”, “brand name”, and “stock certificate quantity” are set.
The management keys 1 to 3 are identification keys for dividing and managing the securities collectively managed by the 1111100 account of the vibration control mechanism, and in this case, in the “121” category (for example, meaning the customer's share) This shows that the current balance of the A issue is “1,000 shares”.
By summing up the values of the balance management data, it becomes possible to grasp the total balance of the A shares in the vibration management division account of the securities company and the balance for each internal division.

However, the following problems have been pointed out in this conventional balance management method.
(1) First, there are stages such as reconciliation waiting, reconciled, securities transfer requested, funds transfer requested, securities transferred, and funds transferred in securities settlement through the JSC. Balance management should be performed according to progress, but the conventional balance management method only shows the number of balances updated last. For this reason, for example, trusting the value of “balance = 1,000 shares” and selling 1,000 shares with Company C, in fact, it was 0 shares immediately after being transferred to another company. Therefore, there may be a problem that it is difficult to sell to company C.
Of course, it is possible to keep track of changes in the balance for each stage by keeping an update history log and analyzing it, but for that purpose, we developed a program for analyzing log data and Since it is necessary to secure many resources to execute in real time, it has not been put into practical use.
(2) In addition, if multiple transaction managers and processing programs (PGM) issue update transactions for the same number of stock certificates at the same time, there is a possibility that data may become inconsistent due to competition.
(3) Furthermore, in addition to securities balance management in DVP settlement, it is also necessary to manage the balance of funds. However, with the conventional management method, it is difficult to consistently manage funds and stock certificates.

The present invention has been devised to solve the above-mentioned problem that the conventional balance management method related to the general transfer DVP has, and without performing analysis of log data, each stage of settlement of the securities balance The first object of the present invention is to establish a securities settlement balance management technology that can be easily managed every time and that does not cause a problem of contention when updating data.
A second object of the present invention is to establish a securities settlement balance management technique capable of managing not only a securities balance but also a fund balance for each stage of settlement.

In order to achieve the above object, the securities settlement balance management system according to claim 1 specifies at least the issue, the quantity, the account number of the seller provided in the vibration control mechanism, and the account number of the buyer. For each account number, a means for generating the trade report data generated and transmitting it to the computer system of the vibration control mechanism, and at least the above-mentioned stock, quantity, trade type, and balance management data in which a value indicating that it is in the verification waiting stage is recorded And a value indicating that it is at least in the above-mentioned brand, quantity, trade type, and collated stage when a message indicating collation is received from the computer system of the vibration isolating mechanism. Generating the balance management data for each account number, storing the balance management data in the balance database, and generating securities transfer claim data relating to the securities transaction; When a means for transmitting to the computer system of the transfer mechanism and a message indicating that the securities have been transferred from the computer system of the vibration control mechanism are received, a value indicating that at least the above-mentioned brand, quantity, trading type, and securities transfer have been completed And a means for generating recorded balance management data for each account number and storing it in the balance database.
The above "trade type" means a code or code for determining whether the quantity of securities will increase or decrease due to the transaction. In addition to providing separate data items for trading type recording, the quantity is positive or negative. May be expressed by adding the symbol (the same applies to claim 4).

The securities settlement balance management system according to claim 2 generates trading report data specifying at least the issue, the quantity, the account number of the seller provided in the vibration control mechanism and the account number of the buyer, which are the targets of the securities transaction, A balance database that generates means for transmitting to the computer system of the vibration isolating mechanism and at least the above-mentioned brand, quantity, trade type, amount of funds, and value indicating that it is in the stage of verification waiting is generated for each account number, and the balance database And a balance in which a value indicating at least the above-mentioned brand, quantity, trade type, amount of money, and verified level is recorded when a message indicating verification is received from the computer system of the vibration control mechanism A means for generating management data for each account number and storing it in the balance database, and generating securities transfer claim data relating to the securities transaction, When a means for transmitting to the computer system and a message indicating that securities have been transferred from the computer system of the vibration control mechanism are received, a value indicating that at least the above-mentioned brand, quantity, trading type, amount of money, and securities are already transferred Means for generating recorded balance management data for each account number, storing the balance management data in the balance database, means for generating fund transfer request data relating to the securities transaction, and transmitting the data to a computer system of the vibration control mechanism; When a message indicating funds transfer has been received from the computer system, balance management data in which values indicating at least the above-mentioned brand, quantity, trade type, amount of funds and funds have been transferred are recorded for each account number. And means for generating and storing in the balance database.
The above "trade type" means a code or code for determining whether the quantity and amount of funds increase or decrease due to the transaction, and separately provides data items for trade type records, It may be expressed by adding positive and negative signs to the quantity and amount.

  The securities settlement balance management system according to claim 3 is the system according to claim 1 or 2, and further internally divides and manages the own account number provided in the vibration control mechanism in each balance management data. An identification code for this is set.

  The securities settlement balance management program described in claim 4 is a computer that stores at least a stock report data specifying a brand, a quantity, a seller's account number and a buyer's account number provided in the vibration control mechanism. Generate and transmit balance management data for each account number, which is a means for transmitting to the computer system of the vibration control mechanism, at least the above-mentioned brand, quantity, trade type, and value indicating that it is in the stage of verification waiting. When receiving a message indicating verification from the computer system of the vibration control mechanism, the account number is stored in balance management data in which at least the above-mentioned brand, quantity, trade type, and value indicating verification has been recorded. A means for generating each data and storing it in the balance database; Balance management in which at least the above-mentioned brand, quantity, trading type, and value indicating that the securities have been transferred are recorded when a message indicating that the securities have been transferred has been received from the computer system of the vibration control mechanism. Data is generated for each account number and is made to function as means for storing in the balance database.

In the securities settlement balance management system according to claim 1 and the securities settlement balance management program according to claim 4, the balance management data is different at each stage in the securities transfer process via the computer system of the vibration control mechanism. As records are generated and stored in the balance database, each record has a value indicating the progress stage. Therefore, without analyzing the log data, the balance of the security balance corresponding to the progress stage of the settlement process is recorded. Aggregation processing can be realized in real time.
In addition, since update transactions issued from a plurality of persons in charge and programs do not concentrate on one record, there is no room for contention problems.

  In the securities settlement balance management system according to claim 2, a data item for recording the amount of funds is provided in the balance management data, and each progress stage at the time of fund transfer request and when the fund transfer is completed. In addition to the above effects, the balance management data in which the value indicating the value is stored in the balance database has the advantage that the balance of each progress stage of securities and funds can be managed without contradiction. Yes.

  In the securities settlement balance management system according to claim 3, since each balance management data is set with an identification code for internally dividing and managing the account number provided in the vibration control mechanism, It is possible to aggregate securities balances and fund balances for each customer.

FIG. 1 is a block diagram showing the overall configuration of a securities settlement balance management system 10 according to the present invention. The system 10 includes a transaction data input unit 12, an instruction detail database 14, a settlement management unit 16, and a balance management. A unit 18, a balance database 20, and a balance totaling unit 22 are provided.
In the transaction data input unit 12, the settlement management unit 16, the balance management unit 18, and the balance totaling unit 22, the CPU of the computer constituting the system 10 executes necessary processes according to the OS and a dedicated application program. Is realized.
The instruction detail database 14 and the balance database 20 are provided in the hard disk of the computer.

A contract server 30 is connected to the transaction data input unit 12 via a communication network.
In addition, the settlement management unit 16 is connected to a settlement verification system 32 and an account transfer system 34 of the vibration protection mechanism via a communication network.
A plurality of other institutional investor computer systems 36 are connected to the settlement verification system 32 and the account transfer system 34 of the vibration protection mechanism via a communication network. The bank transfer system 34 is connected to a BOJ computer system (BoJ Net) 38.
Further, a terminal device 40 is connected to the balance counting unit 22.

The processing procedure in the system 10 will be described below according to the flowchart of FIG.
First, when transaction data is transmitted from the contract server 30, the transaction data input unit 12 takes it into the system (S10).
Next, the transaction data input unit 12 generates instruction data based on the transaction data and stores it in the instruction detail database 14 (S12).
FIG. 3 shows the structure of the instruction data. The data items of status, settlement date, processing category, FROM, TO, brand, stock certificate quantity, amount of funds, management key 1, management key 2, and management key 3 are shown. I have.

At the time of fetching the instruction data, “verification waiting” is set in the status item as shown in FIG.
In the case of this order data, on September 10, 2005, 1,000 shares of A-branded stocks were transferred from the company's own BPA account 111100 to the partner's BWA account 2222200, and received 1,000,000 yen as compensation. Represents the transaction content.
In addition, the management keys 1 to 3 are items in which codes for subdividing the inside of the vibration protection classification account 1111100 are set, and here, it is shown that the transaction is for the A brand related to the management key “123”. .
By assigning this management key (identification code) to a specific customer company in advance, it becomes possible for the securities company to internally subdivide a single vibration control organization account 1111100.

Next, the balance management unit 18 is activated to generate balance management data corresponding to the above instruction data and store it in the balance database 20 (S14).
FIG. 4 shows the structure of this balance management data. Settlement date, vibration-isolated account, management keys 1 to 3, brand, stock certificate quantity, amount of funds, verified FLG (flag), billed FLG, funds At least data items of billed FLG, securities transferred FLG, funds transferred FLG are provided (actually, items such as creation date and time, creator, etc. are provided as described later, but here for convenience of illustration, Omitted).
In addition, the verified FLG to funds transferred FLG are items in which values indicating the progress stage of the transfer settlement process through the vibration control mechanism are set.

In the balance database 20, as shown in FIG. 4 (x), the balance management data of the previous day relating to the A brand of the management key “123” is stored as an initial balance.
On the other hand, when new instruction data relating to the A issue of the management key “123” is registered in the instruction detail database 14, a new record is generated by the balance management unit 18 as shown in FIG. And stored in the balance database 20.
The balance management data in (a) reflects the transaction details (trading type) of delivering 1,000 shares of A brand stock, and negative values such as “−1,000” are recorded in the stock certificate quantity item. Yes. On the other hand, in the item of funds amount, a positive value is recorded reflecting the transaction content of receiving 1,000,000 yen as consideration.
The numbers in parentheses that are displayed at the bottom of the line between the verified FLG and the funds transferred FLG are added for the sake of convenience to show the increase or decrease with respect to the balance of the previous day, and when the instruction data is imported, all the flags Since “0” indicating “OFF” is set in “”, the balance of stock certificates and funds matches the balance of the previous day.

Next, the settlement management unit 16 is activated to generate trading report data based on the instruction data (waiting for matching) in the order detail database 14, and transmits it to the settlement matching system 32 of the vibration isolating mechanism (S16).
In response to this, the settlement collation system 32 collates the corresponding trade report data transmitted from the computer system 36 of the other party of the transaction, and returns the collated message to the system 10.
Upon receiving this (S18), as shown in FIG. 3B, the settlement management unit 16 updates the status of the instruction data stored in the order detail database 14 from “matching waiting” to “matched” ( S20).

Next, the balance management unit 18 generates balance management data corresponding to the update of the instruction data and stores it in the balance database 20 (S22).
In this balance management data, as shown in FIG. 4B, “1” indicating ON is set only in the verified FLG, and “0” is set in the other FLGs.

Next, the settlement management unit 16 transmits the securities transfer request data to the account transfer system 34 of the vibration preservation mechanism (S24).
Immediately after that, as shown in FIG. 3 (c), the settlement management unit 16 updates the status of the instruction data stored in the order detail database 14 from “verified” to “securities requested” (S26). ).

Next, the balance management unit 18 generates balance management data corresponding to the update of the instruction data, and stores it in the balance database 20 (S28).
In the balance management data, as shown in FIG. 4 (c), “1” is set in the collated FLG and the billed FLG, and “0” is set in the other FLGs.

Next, the settlement management unit 16 transmits fund transfer request data to the account transfer system 34 of the vibration preservation mechanism (S30).
Immediately after that, as shown in FIG. 3D, the settlement management unit 16 updates the status of the instruction data stored in the instruction detail database 14 from “securities requested” to “funds requested” ( S32).

Next, the balance management unit 18 generates balance management data corresponding to the update of the instruction data, and stores it in the balance database 20 (S34).
In this balance management data, as shown in FIG. 4 (d), “1” is set in the collated FLG, securities-inquired FLG, and funds-inquired FLG, and “0” is set in the remaining FLGs. ing.

After receiving the securities transfer request data from the settlement management unit 16, the account transfer system 34 of the vibration promotion organization retrieves 1,000 shares of the A brand from the vibration distribution classification account 1111100, and executes the process of transferring it to the partner's distribution classification account 2222200. A message of securities transfer completion is transmitted to the settlement management unit 16.
Upon receiving this, the settlement management unit 16 (S36), as shown in FIG. 3E, updates the status of the instruction data stored in the order detail database 14 from “funded” to “securities transferred”. (S38).

Next, the balance management unit 18 generates balance management data corresponding to the update of the instruction data and stores it in the balance database 20 (S40).
In this balance management data, as shown in Fig. 4 (e), "1" is set in the collated FLG, securities-invoiced FLG, funds-invoiced FLG, and securities-transferred FLG, and only in the funds-transferred FLG “0” is set.

In addition, the account transfer system 34 of the MIC that receives the funds transfer request data from the settlement management unit 16 totals the funds transfer request data (payment instruction data and receipt instruction data) transmitted from each participating company at a predetermined time. Then, offsetting processing is performed, and a final fund transfer instruction is transmitted to the BOJ computer system 38.
In response to this, the BOJ computer system 38 transfers necessary funds between the current account of each participating company, and sends a completion notice to the account transfer system 34.
Upon receipt of the fund transfer completion notification, the account transfer system 34 transmits the funds transferred data to the settlement management unit 16 of the system 10 and the other computer system 36.

  Upon receiving this, the settlement management unit 16 (S42), as shown in FIG. 3 (f), updates the status of the order data stored in the order detail database 14 from “securities transferred” to “funds transferred”. (S44).

Next, the balance management unit 18 generates balance management data corresponding to the update of the instruction data and stores it in the balance database 20 (S46).
In this balance management data, as shown in FIG. 4 (f), “1” is set for all of the verified FLG to the funds transferred FLG.

FIG. 5 shows an example of record registration in the balance database 20, in which the balance management data corresponding to the progress stage of each transaction generated by the balance management unit 18 is stored in the order of generation. Yes.
Here, when a tabulation condition for obtaining, for example, a verified-based security balance relating to the A issue of the management key “111” is transmitted from the terminal device 40, the balance tabulation unit 22 that receives this is enclosed by an ellipse in the figure. The total number of stock certificates of the remaining parts is totaled, and the result (6,000 shares) is returned to the terminal device 40.
By the way, in the general transfer DVP system, there is a rule that cancellation is still effective at the verified stage, so it is possible to decide to cancel the transfer of 6,000 shares to prioritize other transactions.

In the case of this system 10, as described above, balance management data is generated as a separate record for each stage in the transfer process of securities and funds through the vibration control mechanism, and the flag for each progress stage provided in each record is turned ON. In this system, the degree of progress is recorded, so it is possible to realize the realization of securities balance aggregation processing according to the progress stage of settlement processing without analyzing log data, and multiple persons in charge Since update transactions issued from programs and programs are not concentrated on one record, there is no room for contention problems.
Moreover, since it has not only the transfer of securities but also items for managing the balance of funds transferred, it has the advantage that it can manage the balance for each progress stage of both securities and funds without contradiction.

  Of course, this system 10 can be built as an internal system of a specific securities company, but this system 10 is constructed by a third-party institution, and the securities settlement balance is set by a so-called ASP method for multiple institutional investors. Management services can also be provided.

It is a block diagram which shows the whole structure of the securities settlement balance management system concerning this invention. It is a flowchart which shows the process sequence in this system. It is explanatory drawing which shows the structure of instruction data, and the transition of the status item. It is explanatory drawing which shows the specific example of each record according to the structure of balance management data, and the progress stage of payment. It is explanatory drawing which shows the example of registration of the record in a balance database. It is explanatory drawing which shows the structure of the conventional balance management data.

Explanation of symbols

10 Securities settlement balance management system
12 Transaction data input section
14 Order item database
16 Payment Management Department
18 Balance Management Department
20 Balance database
22 Balance summary department
30 execution server
32 Settlement verification system of vibration control mechanism
34 Bank transfer system
36 Institutional computer systems
38 BOJ computer system
40 Terminal equipment

Claims (4)

Means for generating trading report data specifying at least the brand, quantity, and seller's account number and buyer's account number established in the treasury mechanism, and sending them to the computer system of the treasury mechanism;
Means for generating balance management data in which values indicating at least the above-mentioned brand, quantity, trade type, and verification waiting stage are recorded for each account number, and storing the balance management data in a balance database;
When a message indicating verification is received from the computer system of the vibration control mechanism, balance management data in which values indicating at least the above-mentioned brand, quantity, trade type, and verification status are recorded is generated for each account number. Means for storing in the balance database;
Means for generating securities transfer claim data relating to the securities transaction and transmitting it to a computer system of the vibration control mechanism;
When a message indicating that securities have been transferred has been received from the computer system of the vibration management mechanism, balance management data in which values indicating at least the above-mentioned issues, quantity, trading type, and securities transfer status have been recorded for each account number Means for generating and storing in the balance database;
A securities settlement balance management system characterized by comprising: Means for generating trading report data specifying at least the brand, quantity, and seller's account number and buyer's account number established in the treasury mechanism, and sending them to the computer system of the treasury mechanism;
Means for generating at least the above-mentioned brand, quantity, trade type, amount of money, balance management data in which a value indicating that it is in the stage of verification waiting is recorded for each account number, and stored in a balance database;
When a confirmation message is received from the computer system of the vibration control mechanism, balance management data in which at least the above-mentioned brand, quantity, trade type, amount of money, and value indicating that it has been verified is recorded for each account number Generated and stored in the balance database;
Means for generating securities transfer claim data relating to the securities transaction and transmitting it to a computer system of the vibration control mechanism;
When a message indicating stock transfer has been received from the computer system of the vibration prevention organization, the balance management data recorded with at least the above-mentioned brand, quantity, trade type, amount of money, and value indicating that the stock has been transferred is stored in the account Means for generating each number and storing it in the balance database;
Means for generating fund transfer claim data relating to the securities transaction and transmitting it to a computer system of the vibration control mechanism;
When a message indicating fund transfer has been received from the computer system of the vibration prevention mechanism, the balance management data in which at least the above-mentioned brand, quantity, trade type, amount of money, and value indicating that funds have been transferred are recorded in the account Means for generating each number and storing it in the balance database;
A securities settlement balance management system characterized by comprising:   3. The securities settlement according to claim 1 or 2, wherein each balance management data is set with an identification code for internally managing the own account number provided in the vibration control mechanism. Balance management system. Computer
Means for generating trading report data specifying at least the issue, the quantity, the account number of the seller established in the vibration control mechanism and the account number of the buyer, and transmitting it to the computer system of the vibration protection mechanism;
Means for generating balance management data for each account number recorded with values indicating at least the above-mentioned brand, quantity, trade type and verification waiting stage, and storing the balance management data in a balance database;
When a message indicating verification is received from the computer system of the vibration control mechanism, balance management data in which values indicating at least the above-mentioned brand, quantity, trade type, and verification status are recorded is generated for each account number. Means for storing in the balance database;
Means for generating securities transfer claim data relating to the securities transaction and transmitting it to the computer system of the vibration control mechanism;
When a message indicating that securities have been transferred has been received from the computer system of the vibration prevention mechanism, balance management data in which values indicating at least the above-mentioned issues, quantity, trading type, and securities transfer have been recorded is stored for each account number. Means for generating and storing in the balance database;
Securities settlement balance management program characterized by functioning as

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