JP2007310558A - Claim fluidization management method, claim fludization management system, and claim fluidization management program - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a claim fluidization management method, system and program for efficiently extracting a claim as the object of transfer while achieving risk distribution. <P>SOLUTION: This transfer claim extraction part 24 of a claim fludization management system performs the setting processing of extraction sum candidates based on an extraction sum range recorded in a payment sum range data storage part 241b. Then, the transfer claim extraction part 24 calculates an upper limit sum by multiplying extraction sum candidates by rate conditions recorded in a rate rule data storage part 241a. The transfer claim extraction part 24 specifies the claim of the highest sum within the extraction object sum recorded in the extraction object sum data storage part 241e from claim data recorded in a candidate data storage part 245, and confirms a debtor extraction residual frame. Then, the transfer claim extraction part 24 performs claim extraction processing until it is possible to extract any claim equivalent to the extraction sum candidate, or until any claim which can be extracted becomes absent. <P>COPYRIGHT: (C)2008,JPO&INPIT

Description

  The present invention relates to a receivable liquidation management method, a receivable liquidation management system, and a receivable liquidation management program for supporting a receivable liquidation business.

  Issuance of corporate bonds and CP (Commercial Paper) is used to raise funds for management, which basically depends on the creditworthiness of the issuing company. In addition, the company aims to improve its financial content and strengthen its management base by preventing the fixation of funds and rotating the funds efficiently. For this purpose, there is a method of liquidating the credits possessed by companies by buying and selling bills such as bills in the financial market. Specific examples include issuing ABS (Asset-backed Securities) / ABCP (Asset-backed Commercial Paper).

  In particular, with the enforcement of the “Specified Claims Act (Law Concerning Regulations on Businesses Related to Specified Claims)” in June 1993, liquidity of small-scale claims such as leased claims has become possible. This trend of asset securitization has been carried over to the revised Trust Business Law. Such asset securitization products are backed by the creditworthiness of the separated assets, not the creditworthiness of the funding company. For example, a lease rating held by a company can be transferred separately from a corporation, and the repayment of the debt from the debtor can be used as a source of repayment to investors for a high rating when issuing corporate bonds. This makes it possible to raise funds at low cost and diversify funding sources.

  Representative liquidation methods include a method of trusting monetary claims, etc. and allowing investors to acquire the beneficial interests (trust method), voluntary unions under civil law and anonymous associations under commercial law with investors as members. There are a method of transferring monetary receivables (union method), a method of transferring monetary receivables etc. to a corporation such as SPC, and issuing bonds using these as funds (SPC method). Recently, a combination of the trust method and the SPC method has been widely used. This method will be described with reference to FIG.

  For example, a company (originator) holding a lease receivable trusts a lease receivable to a trust bank based on a trust agreement and acquires a trust beneficiary right. This trust beneficiary right is the right to receive from the trust bank the balance after deducting various expenses from the collection of loan receivables.

  The originator transfers the acquired trust beneficiary right to a special purpose company (SPC) and acquires the transfer price. Here, SPC is a company whose business purpose is only the acquisition of trust beneficiary rights and the issuance of corporate bonds to raise funds for the acquisition. SPC will issue CP and corporate bonds to raise funds to acquire trust beneficiary rights. These CPs and corporate bonds are accepted by securities firms and sold widely to investors. For example, the collection of lease receivables made by the originator is transferred to a trust bank. Then, the trust bank pays the collected money to the SPC as a trust dividend, and the SPC pays the redemption money of the CP to the investors using this as a source. In this way, by liquidating lease receivables, companies can capitalize assets at an early stage, and can improve their financial standing and cash flow.

However, a complicated administrative burden is involved in the extraction of receivables, the registration of receivables for the receivables, reporting to financial institutions such as securities companies, SPCs and rating agencies.
Then, the liquidation credit management system for supporting the liquidation business of a credit is examined (for example, refer to patent documents 1). The liquidated bond management system described in this document includes a brand application processing program, a liquidation execution program, and a bond collection processing program. The liquidation execution program acquires bond information transmitted from each group company, stores it in the bond information storage unit, and calculates a balance concentration rate based on the bond information. Then, the upper limit information is read from the master information storage unit in which the upper limit information is stored in advance, and it is determined whether or not the balance concentration rate exceeds the upper limit information. Further, when the balance concentration rate exceeds the upper limit information, information indicating that the balance concentration rate exceeds the upper limit information is transmitted to the terminal of the supervising company and / or the specific purpose company.
Japanese Patent Laying-Open No. 2005-275955 (first page)

  As described in paragraph [0058] of Patent Document 1, the liquidated bond management system registers an allowable concentration rate in advance for each program and each brand, and executes a comparison process with the allowable concentration rate. As a result of the comparison, when the allowable concentration rate is exceeded, the system displays a warning (a warning message) on the terminal of the managing company. If the allowable concentration rate is exceeded, correction processing can be performed.

In order to diversify the risk in this way, the ratio of a predetermined obligor may be set to be a certain value or less as in the “1% rule”, for example.
However, it may be difficult to extract the receivable so as to be within this ratio rule. For example, in order to extract a receivable as efficiently as possible, if a receivable with a large amount is extracted, the receivable amount may increase with respect to the total amount, and the ratio rule may not be satisfied. On the other hand, when extracting receivables with a small amount of money, the total amount of extracted assets decreases as the number of parent receivables that can be extracted decreases, making it difficult to achieve the ratio rule.

  The present invention has been made to solve the above-mentioned problems, and its object is to provide a liquidation management method and a liquidation management method for efficiently extracting a loan to be transferred while diversifying risk. It is to provide a system and a liquidation management program.

  In order to solve the above-mentioned problems, the invention described in claim 1 comprises transfer candidate data storage means for recording information relating to the amount of receivables for a candidate for extraction, and a control unit for managing transferred receivables. A method for extracting a bond to be liquidated using a bond liquidation management system, wherein the control unit acquires a ratio condition and an extracted amount range of one obligor and records it in a memory, and the extracted amount A step of generating an extraction amount candidate within a range; a step of multiplying the extraction amount candidate by the ratio condition to determine an upper limit amount and recording it in a memory; and a claim whose claim amount is less than or equal to the upper limit amount, Extracting in accordance with the extracted amount candidates in descending order, dividing the amount of obligors for each obligor in the extracted receivables by the total amount of the extracted receivables, and calculating one obligor ratio, debt When the ratio is the ratio satisfies, and summarized in that to perform the steps of recording the extracted receivables assignment candidate.

  According to a second aspect of the present invention, in the claim liquidation management method according to the first aspect, for the extracted amount candidate generated by the control unit, a debtor ratio of the extracted loan satisfies the ratio condition. If not, the gist is to generate a new extraction amount candidate.

  According to a third aspect of the present invention, in the claim liquidation management method according to the first or second aspect, the control unit calculates an extraction remaining frame based on a difference between the extracted total amount and the extracted amount candidate, and the extraction When the remaining frame and the upper limit are compared, and the extracted remaining frame is smaller than the upper limit, the gist is to extract a receivable less than the extracted remaining frame.

The invention according to claim 4 is provided with transfer candidate data storage means for recording information relating to the amount of receivable for the candidate for receivable to be extracted, and a controller for managing the receivable, and for extracting the receivable The control unit is configured to acquire a debtor's ratio condition and an extracted amount range in a memory, and to generate an extracted amount candidate within the extracted amount range. A means for multiplying the extracted amount candidate by the ratio condition to determine an upper limit amount and recording it in a memory; Extracting means, dividing the amount of debt for each debtor by the total amount of the extracted claims, calculating the percentage of one debtor, and when the percentage of the debtor satisfies the percentage condition And summarized in that and means for recording the extracted receivables assignment candidate.

  According to a fifth aspect of the present invention, in the claim liquidation management system according to the fourth aspect, the debt ratio of the debt extracted by the control unit satisfies the ratio condition with respect to the extracted amount candidate generated. If not, the gist is to generate a new extraction amount candidate.

  According to a sixth aspect of the present invention, in the claim liquidation management system according to the fourth or fifth aspect, the control unit calculates an extraction remaining frame based on a difference between the extracted total amount and the extracted amount candidate, and the extraction When the remaining frame and the upper limit are compared, and the extracted remaining frame is smaller than the upper limit, the gist is to extract a receivable less than the extracted remaining frame.

  The invention as set forth in claim 7 uses a credit liquidation management system comprising transfer candidate data storage means for recording information relating to the amount of receivables for a candidate for extraction and a control unit for managing transferred receivables. A receivables liquidation management program for extracting receivables, wherein the control unit obtains a ratio condition of one obligor and an extracted amount range and records it in a memory; and within the extracted amount range Means for generating an extraction amount candidate; means for multiplying the extraction amount candidate by the ratio condition to determine an upper limit amount and recording it in a memory; Means for extracting in accordance with the extracted amount candidate, means for dividing the amount of debt for each debtor in the extracted claim by the total amount of the extracted claims, and calculating the percentage of one debtor, and the one debtor If if is the ratio satisfies, and gist of the case in which the extracted claims as a means for recording a transfer candidate.

(Function)
According to the first, fourth, or seventh aspect, the control unit multiplies the extraction amount candidate by the ratio condition to determine the upper limit amount and records it in the memory. Then, the receivables whose receivable amount is equal to or less than the upper limit amount are extracted according to the extracted amount candidates in descending order of receivable amount. As a result, it is possible to efficiently extract the receivables with the upper limit amount as a guide while decentralizing the receivables to be extracted. Then, in the extracted receivables, the amount of receivable for each obligor is divided by the total amount of the extracted receivables to calculate one obligor ratio. When the debtor ratio satisfies the ratio condition, the extracted receivable is recorded as a transfer candidate. Thereby, decentralization of the receivable to extract can be made more reliable.

  According to the invention described in claim 2 or 5, a new extracted amount candidate is generated when the obligor ratio of the extracted loan does not satisfy the ratio condition with respect to the generated extracted amount candidate. As a result, it is possible to efficiently extract a bond while reducing the storage capacity and processing load of the bond liquidation management system.

  According to the invention described in claim 3 or 6, the extraction remaining frame is calculated from the difference between the extracted total amount and the extracted amount candidate, and the extracted remaining frame is compared with the upper limit amount. Then, when the extracted remaining frame is smaller than the upper limit amount, the receivables below this extracted remaining frame are extracted. Thereby, it is possible to extract a receivable having an amount close to the extraction amount candidate.

According to the present invention, it is possible to provide a receivable liquidation management method, a receivable liquidation management system, and a receivable liquidation management program for efficiently extracting receivables to be transferred while risk distribution.

  Hereinafter, an embodiment embodying the present invention will be described with reference to FIGS. In the present embodiment, a lease receivable held by a company will be described as a receivable liquidation management method, a receivable liquidation management system, and a receivable liquidation management program used when liquidating through an arranger (underwriting securities company, etc.). . As shown in FIG. 1, in this embodiment, an originator (a holder of an asset to be securitized) basic system 10 and a bond liquidation management system 20 are used. In addition, the securitization of securitization involves the arrangement of securities issuance structure (structure), the issuance of securities, underwriting, sales, and credit enhancement proposals, arrangers 30, and rating agencies that rate financial products. 40 is involved. Arrangers are often securities companies and investment banks.

  Here, a lease receivable held by a company is assumed to be a base receivable, a receivable that satisfies the eligibility requirements is extracted from these, and a receivable that satisfies the target balance is extracted from the eligible receivables. Specifically, the data selection unit 11 of the backbone system 10 extracts a receivable receivable from the receivables held, and provides this extracted data to the receivable liquidation management system 20. This extracted data includes data related to collection results, collection schedules, projects, and debtor information for each contract number of the lease contract. Here, the contract number is an identifier for specifying each lease contract. The project data includes data regarding the obligor, lease amount, receivable balance, leased property, lease start date, and final repayment date for the contract number. The collection record data and collection schedule data are configured to include data related to the collection record (collection date and price) and schedule (scheduled collection date and schedule price), respectively, for the contract number. The obligor information data is configured to include data on location and industry for each obligor who has entered into a lease contract.

  The bond liquidation management system 20 is a computer system that manages lease receivables to be liquidated. The bond liquidation management system 20 includes a control unit (CPU, RAM, ROM, etc.), data storage means, input means (keyboard or pointing device), output means (display, etc.), communication means, and the like. The bond liquidation management system 20 is connected to the backbone system 10 via a network and performs communication.

  The control unit of the bond liquidation management system 20 performs various data processing for managing the liquidated bond. This control unit performs the processing described later (recording the debtor's ratio condition and the extracted amount range, generating the extracted amount candidate, determining the upper limit, extracting the claims below the upper limit, calculating the one obligor ratio, (Each processing step such as recording). By executing the bond liquidation management program for that purpose, the control unit functions as the data converter 21, the parent bond analysis unit 23, the assigned loan extraction unit 24, and the registration file creation unit 26.

  When the extracted data is received from the originator core system 10 as a candidate for the transferred receivable, the data converter 21 of the bond liquidation management system 20 converts the data format of the bond data used in the backbone system 10 into the bond liquidation management system. The data format is converted into a data format that can be used by each of the means. Then, the converted data is recorded in the base bond data storage unit 22. The parent bond data storage unit 22 functions as a transfer candidate data storage unit, and stores a collection record data storage unit 221, a collection plan data storage unit 222, a case for recording items included in the extracted data provided from the backbone system 10 A data storage unit 223 and a debtor data storage unit 224 are included.

In the collection result data storage unit 221, record data related to the collected money of each case of the lease contract is recorded. Specifically, when payment is made to a predetermined financial institution account, matching is performed with collection schedule data described later, and collection result data is recorded when the corresponding case is identified and revoked. In the collection result data, data relating to the contract number, the collection date, and the collection amount are associated with each other.

  In the collection schedule data storage unit 222, schedule data related to the collection schedule of each item of the lease contract is recorded. In the collection schedule data, data relating to the contract number, collection schedule date, and collection schedule amount are associated with each other.

  In the case data storage unit 223, data for specifying the contract contents of each case of the lease contract is recorded. Specifically, the contract number of each project includes data for specifying the obligor, lease amount, balance of receivables, leased property, lease start date, and final repayment date. Here, the debtor code is used to identify the debtor. The balance of receivables is reduced and recorded based on the collection results.

  In the debtor data storage unit 224, for each case of the lease contract, for each debtor code assigned to the debtor who made the lease contract, data regarding the debtor attributes such as the debtor's location and the type of industry of the debtor is stored. Consists of including.

  Then, the base bond analysis unit 23 performs analysis of the base bond acquired from the originator backbone system 10. In the present embodiment, dynamic analysis, distributed situation analysis, and static analysis are executed, and the base bond analysis material is output.

  In the dynamic analysis, a bad debt, arrears, halfway cancellation entry table, arrears entry table (balance basis), and arrears entry table (billing basis) are output. In the diversification analysis, composition table by remaining months, composition table by capital, composition table by industry, composition table by property, composition table by prefecture, composition table by remaining payments, composition by number of remaining payments A ratio entry table, a composition ratio entry table by debtor balance, and a composition ratio entry table by lease fee are output. In the static analysis, an arrears rate matrix, mid-term churn rate matrix, and bad debt rate matrix are output. Each matrix includes items of an arrears rate, a mid-term cancellation rate, an average of a credit loss rate, a standard deviation, and a start month for each repayment.

  The assigned receivable extraction unit 24 extracts a subject to be liquidated (assigned receivable) from the receivables recorded in the base receivable data storage unit 22. As shown in FIG. 2, the assigned receivable extraction unit 24 functions as an extraction management memory 241, an extracted amount candidate generation unit 242, a receivable selection unit 243, a maximum receivable extraction unit 244, a candidate data storage unit 245, and the like. Here, the extraction management memory 241 temporarily stores data used when performing bond extraction processing. The extraction amount candidate generation unit 242 generates extraction amount candidates based on the desired extraction amount and the allowable extraction amount range set by the user. The bond selection means 243 generates conditions for the bond to be extracted (extraction remaining frame and extraction target amount), and specifies transfer target candidates. The maximum amount receivable extraction means 244 extracts the maximum amount receivable from the extraction target candidates under a predetermined condition.

  The candidate data storage unit 245 temporarily records bond data related to extraction target candidates extracted from the parent bond data storage unit 22 in order to perform bond extraction processing. In this candidate data storage unit 245, for each extracted amount candidate, data for identifying a receivable (at least a contract number, a receivable amount and a debtor code) and adoption / non-recruitment flag data are recorded. This adoption / non-adoption flag is recorded by a bond extraction process described later.

  The extraction management memory 241 further includes a ratio rule data storage unit 241a, an extracted amount range data storage unit 241b, an extracted amount candidate data storage unit 241c, an extraction remaining frame data storage unit 241d, an extraction target amount data storage unit 241e, Included attribute condition data storage unit 241f.

  In the ratio rule data storage unit 241a, data on rules (ratio conditions) relating to the ratio of one obligor's claims to the total amount of claims is recorded. By this ratio rule, it is possible to diversify the risk by distributing the attributes (in this case, obligors) of the extracted receivables. In the extracted amount range data storage unit 241b, data related to a desired amount to be transferred (extracted desired amount and allowable extracted amount range) is recorded. The ratio rule and the extracted amount range are set based on the wishes of the originator and arranger.

  In the extraction amount candidate data storage unit 241c, data relating to a candidate amount that is a target of loan extraction generated based on a desired extraction amount and an allowable extraction amount range set by the user is recorded.

  In the extracted remaining frame data storage unit 241d, data relating to the obligor extraction calculation frame and the entire extraction calculation frame is recorded. In this obligor extraction calculation frame, the remaining amount until the amount satisfying the ratio rule is reached is recorded for each obligor code. On the other hand, the remaining amount until the extraction amount candidate is reached is recorded in the total extraction calculation frame.

In the extraction target amount data storage unit 241e, data relating to the amount condition (here, the upper limit amount of receivable) used when extracting the transfer target candidate is recorded.
In the narrowing-down attribute condition data storage unit 241f, condition data relating to attributes (types of bonds, etc.) for narrowing down the bonds to be extracted is recorded.

  Then, the transferred receivable extraction unit 24 stores, in the transfer target receivable data storage unit 25, data related to the receivable specified as the transfer target among the receivables recorded in the candidate data storage unit 245. The transfer object receivable data storage unit 25 functions as a transfer receivable data storage unit, and includes a collection record data storage unit 251, a collection schedule data storage unit 252, a case data storage unit 253, and a debtor data storage unit 254. In the transferable receivable data storage unit 25, only the data related to the transferable receivable is stored in each receivable data (collection record data, collection planned data, project data, debtor data) recorded in the base bond data storage unit 22. Extract and record.

  Then, the registration file creation unit 26 creates a file for registering the transferred receivable. Specifically, it is created based on the “Receivable Assignment Registration Application Data Specification” established by the Ministry of Justice. This registration file is created by using each data recorded in the transferable claim data storage unit 25 and data related to the transferee.

  Also, at the operation and maintenance stage, collection status report, arrears details table (balance basis), arrears details table (billing basis), unmatch list (debtor), unmatch list (case), unmatch list (collection) , Output a complementary input log. These maternal bond analysis materials, transferable receivables and registration files are returned to the originator. Based on this data, the originator manages the receivables such as the transferred receivables.

The assignment receivable candidate identification process using the system configured as described above will be described with reference to FIGS.
(Candidate identification processing)
As shown in FIG. 3, the assigned receivables extraction unit 24 of the receivables liquidation management system 20 executes a process of recording a debtor ratio rule (step S <b> 1-1). Specifically, the assigned receivable extraction unit 24 acquires data relating to the upper limit value (ratio condition) of one obligor set in the input means, and records it in the proportion rule data storage unit 241a of the assigned receivable extraction unit 24. Here, for example, as the ratio rule, the amount of the extracted loan of one obligor is set to be “1%” or less (1% rule) of the whole.

  Next, the assigned receivables extraction unit 24 executes the extraction amount range recording process (step S1-2). Specifically, the assigned receivables extracting unit 24 acquires data relating to the extracted amount range set by the input means, and records it in the extracted amount range data storage unit 241b of the assigned receivables extracting unit 24. Here, for example, a desired extraction desired amount and an amount range (allowable extraction amount range) allowable for the desired extraction amount are recorded. Further, when the user wishes to narrow down the extracted receivable according to the predetermined attribute condition, the transferred receivable extracting unit 24 obtains data related to the attribute condition set in the input means, and a refining attribute condition data storage unit Record in 241f.

  Next, the assigned receivables extraction unit 24 executes extraction amount candidate setting processing (step S1-3). Specifically, first, the extracted amount candidate generating means 242 of the transferred receivable extraction unit 24 uses the extracted amount range recorded in the extracted amount range data storage unit 241b to determine the extracted amount candidate to be used first in the receivable extraction process. Specify the initial value. Here, the desired extraction amount is used as the initial value of the extraction amount candidate. Furthermore, as shown in FIG. 5, within the allowable extraction amount range recorded in the extraction amount range data storage unit 241b, a change parameter preset for the desired extraction amount is sequentially adjusted to generate an extraction amount candidate. To do. And the extraction amount candidate production | generation means 242 records this extraction amount candidate in the extraction amount candidate data storage part 241c in order close to extraction desired amount.

  Next, the assigned receivables extraction unit 24 executes an upper limit amount setting process used in the receivable extraction process based on the ratio rule (step S1-4). Specifically, the claim selection means 243 of the assigned receivable extraction unit 24 specifies an extraction amount candidate that is a subject of the claim extraction process from among the extraction amount candidates recorded in the extraction amount candidate data storage unit 241c. The bond selection unit 243 calculates the upper limit amount by multiplying the extracted amount candidate by a ratio condition (for example, 1%) recorded in the ratio rule data storage unit 241a.

Then, the assigned receivables extraction unit 24 executes a receivable extraction process for the extracted money amount candidates (step S1-5). This process will be described with reference to FIG.
Here, the assigned receivables extraction unit 24 performs candidate data recording processing (step S2-1). Specifically, first, the assigned receivables extraction unit 24 temporarily stores, in the candidate data storage unit 245, receivable data that is the target of candidate identification processing from the base bond data storage unit 22. In this case, the assigned receivable extraction unit 24 sorts and records the receivables in descending order.

  Then, the assigned loan extractor 24 performs an extraction condition initial setting process (step S2-2). Here, an extraction target amount and an extraction remaining frame are set as extraction conditions. Specifically, the bond selection unit 243 records the upper limit calculated in step S1-4 in the extraction target amount data storage unit 241e as the extraction target amount. Next, the bond selection means 243 records the extracted amount candidate to be processed first among the extracted amount candidates recorded in the extracted amount candidate data storage unit 241c as the entire extracted remaining frame in the extracted remaining frame data storage unit 241d. To do. When the bond extraction process is performed for the first time, the desired extraction amount is recorded as an initial value. The debtor extraction calculation frame is recorded when a candidate for a loan is extracted, as will be described later.

Next, the assigned receivables extraction unit 24 executes receivable extraction processing (step S2-3). Specifically, first, the maximum amount receivable extraction unit 244 has the amount of receivable data whose amount exceeds the extraction target amount recorded in the extraction target amount data storage unit 241e in the extraction target candidate temporarily stored in the candidate data storage unit 245. A non-acceptance flag is assigned to. Next, the maximum amount receivable extraction means 244 specifies the maximum amount receivable from the extraction target candidates to which the non-recruitment flag is not assigned in the candidate data storage unit 245. Note that if the data related to the narrowed attribute condition is recorded in the narrowed attribute condition data storage unit 241f, the assigned receivables extracting unit 24 performs filtering using the narrowed attribute condition, and sets the narrowed attribute condition. A non-acceptance flag is assigned in advance to unsatisfied extraction target candidate bond data. Then, the maximum amount receivable extraction unit 244 supplies data relating to the extraction target candidate (at least data relating to the contract number, the amount of receivable, and the debtor code) to the receivable selection unit 243.

  Next, the assigned receivables extraction unit 24 checks whether or not the ratio rule is satisfied (step S2-4). Specifically, the claim selection means 243 uses the obligor code supplied from the maximum amount receivable extraction means 244 and uses the extracted remaining frame data storage unit 241d to obtain the obligor extraction remaining frame related to the obligor code. Identify. Next, the receivable selection unit 243 compares the receivable amount supplied from the maximum amount receivable extraction unit 244 with the debtor extraction remaining frame. If the amount of the supplied loan amount exceeds the debtor extraction balance (in the case of “NO” in step S2-4), the ratio rule may not be satisfied, so the non-recruitment process is performed. Execute (Step S2-5). Specifically, the claim selection unit 243 records a non-adopt flag for the extraction target candidate in the candidate data storage unit 245 in order to remove the claim from the transfer target candidate. And it jumps to step S2-8 mentioned later.

  On the other hand, if the amount of receivable supplied from the maximum amount receivable extraction means 244 is less than or equal to this obligor's obligor extraction balance (in the case of “YES” in step S2-4), the proportion rule for this obligor As a result, the adoption process as a candidate for assigned receivable is executed (step S2-6). Specifically, the bond selection unit 243 records an adoption flag indicating the transferable bond candidate for this extraction target candidate in the candidate data storage unit 245.

  Next, the assigned receivables extraction unit 24 executes an extraction remaining frame update process. Specifically, the receivable selection unit 243 subtracts the amount of the receivable extracted by the maximum amount receivable extraction unit 244 from the obligor extraction calculation frame and the entire extracted remaining frame recorded in the extracted remaining frame data storage unit 241d. The bond selecting means 243 records this amount in the extracted remaining frame data storage unit 241d as a new extracted remaining frame.

  Next, the assigned receivable extraction unit 24 checks whether or not the total amount of assigned receivable candidates exceeds the extracted amount candidate (step S2-7). Specifically, the bond selection unit 243 confirms whether or not the total extracted remaining frame recorded in the extracted remaining frame data storage unit 241d is “0” or less. When the total extraction remaining frame is equal to or less than “0” (in the case of “YES” in step S2-7), that is, when a claim corresponding to the extraction amount candidate is extracted, the claim selection means 243 executes the claim extraction process. Exit.

  If the total extraction remaining frame is larger than “0” (in the case of “NO” in step S2-7), the bond selection means 243 checks whether there is a bond that can be extracted in the candidate data storage unit 245 (step S2-7). S2-8). Specifically, it is confirmed whether or not extraction candidate candidates for which no adoption / non-adoption flag is recorded remain in the candidate data storage unit 245. If there is an extractable receivable remaining (in the case of “YES” in step S2-8), the receivable selecting means 243 returns the transferred receivable extracting unit 24 to step S2-3. Thereby, the maximum amount receivable extraction means 244 restarts the extraction processing of the maximum amount of receivable data from the extraction target candidates remaining in the candidate data storage unit 245 again.

  On the other hand, when there is no extractable receivable remaining (in the case of “NO” in step S2-8), the receivable selection means 243 ends the receivable extraction process. As described above, the receivable extraction process is performed until a receivable corresponding to the extraction amount candidate is extracted or until there is no receivable receivable.

When the receivable extraction process is completed, the transferred receivable extraction unit 24 of the receivable liquidation management system 20 adds up the total amount of the extracted receivables (step S1-6). Specifically, the claim selection means 243 calculates the total amount of claims recorded in the candidate data storage unit 245 in correspondence with the extracted amount candidate.

  Next, the assigned receivables extraction unit 24 executes a process of calculating a debtor ratio (step S1-7). Specifically, the receivable selection unit 243 calculates the receivable amount for each obligor code for the transferred receivable candidates to which the adoption flag is assigned in the candidate data storage unit 245. Then, by dividing this amount of receivable by the total amount calculated in step S1-6, a predicted value of the proportion of one obligor's receivable is calculated.

  Then, the assigned receivables extraction unit 24 checks whether or not the ratio rule is satisfied (step S1-8). Specifically, the bond selecting unit 243 compares the ratio condition recorded in the ratio rule data storage unit 241a with the predicted ratio value calculated in step S1-7.

  When the ratio rule is satisfied, that is, when the ratio predicted value is equal to or less than the ratio condition (in the case of “YES” in step S1-8), the assigned receivables extraction unit 24 executes transfer target candidate recording processing (step S1-8). S1-9). Specifically, the bond selection means 243 records a qualification flag indicating satisfaction of the ratio rule for the group of transferable loan candidate candidates constituting the extraction amount candidate in the candidate data storage unit 245. On the other hand, if the ratio rule is not satisfied (“NO” in step S1-8), the eligibility flag is not recorded.

  Next, the claim selection means 243 of the assigned receivable extraction unit 24 checks whether or not there is an extracted amount candidate that has not been subjected to the receivable extraction process in the extracted amount candidate data storage unit 241c (step S1-10). When the extracted amount candidate that has not been subjected to the bond extraction process remains (in the case of “YES” in step S1-10), the assigned receivables extraction unit 24 changes the extracted amount candidate (step S1-11). Specifically, the bond selection unit 243 specifies an unprocessed extracted amount candidate in the extracted amount candidate data storage unit 241c, and repeats the processing from step S1-4.

  On the other hand, when the processing for all extraction amount candidates is completed (in the case of “NO” in step S1-10), transferable receivable extraction unit 24 outputs transferable candidates (step S1-12). Specifically, in the candidate data storage unit 245, the extraction amount candidate to which the qualification flag is assigned is displayed on the output unit. When the transfer target decision input is made from the candidates, the transfer receivable extraction unit 24 obtains data related to the extracted amount candidate from the base bond data storage unit 22 and transfers the transfer target loan data storage unit. 25. Further, the base bond analysis unit 23 executes analysis processing and outputs an analysis result. This analysis result is provided to the arranger 30 and the rating agency 40, and is operated as a financial product composed of assigned receivables.

As described above, according to the present embodiment, the following effects can be obtained.
In the above embodiment, the assigned receivables extraction unit 24 executes extraction amount candidate setting processing (step S1-3). Specifically, a plurality of extraction amount candidates are generated for the desired extraction amount within the allowable extraction amount range recorded in the extraction amount range data storage unit 241b. Then, the assigned receivables extraction unit 24 executes an upper limit setting process used in the receivable extraction process based on the ratio rule (step S1-4). When the desired extraction amount is changed as shown in FIG. 6, the upper limit amount calculated by applying the same ratio rule also changes. By extracting receivables having a receivable amount equal to or less than the upper limit, the ratio rule can be satisfied when the desired extraction amount is achieved. On the other hand, depending on the amount of the base bond, it may not be possible to extract a bond that matches the set desired extraction amount. In this case, there is a case where the claim rule corresponding to the upper limit amount set based on the desired extraction amount does not satisfy the ratio rule. Further, when extracting a receivable having an upper limit or less, the amount of receivable that can be extracted changes as shown in FIG. Specifically, the higher the upper limit, the wider the range of bonds that can be extracted. Therefore, if the desired amount of extraction is reduced in consideration of the small amount of parent receivables, the range of receivables that can be extracted on the contrary will become narrower as the upper limit is lowered, and conversely it will be difficult to achieve the ratio rule. There is also. In this way, it is not easy to extract a claim that satisfies the ratio rule depending on the content of the base claim. In the present invention, the extraction amount candidate set within the extraction amount range is set and the receivable is extracted using the upper limit calculated based on the extraction amount candidate. Can be performed.

  In the above embodiment, the upper limit amount setting process used in the bond extraction process is executed based on the ratio rule (step S1-4). Specifically, the receivable selection means 243 of the transferred receivable extraction unit 24 adds the extraction condition candidates recorded in the extraction amount candidate data storage unit 241c to the ratio condition (for example, 1%) recorded in the ratio rule data storage unit 241a. To calculate the upper limit. Then, the assigned receivables extraction unit 24 executes a receivable extraction process (step S2-3). Specifically, the maximum amount receivable extraction means 244 identifies the maximum amount of receivable that is less than or equal to the extraction target amount from the extraction target candidates recorded in the candidate data storage unit 245. Accordingly, it is possible to efficiently extract the receivables corresponding to the desired extraction amount set by the user while limiting the amount of money occupied by one obligor and distributing the risk.

  In the above embodiment, the maximum amount receivable extraction unit 244 identifies the maximum amount of receivable that is less than or equal to the extraction target amount from the extraction target candidates recorded in the candidate data storage unit 245. If a claim is arbitrarily extracted regardless of the amount of the claim, there may be a case where a claim with a high amount remains. Then, when the total remaining frame and the debtor remaining frame become smaller, it becomes impossible to extract the remaining high-priced receivable due to the ratio rule. According to the present invention, it is possible to efficiently extract receivables while satisfying the ratio rule by leaving the receivable with a low amount.

In addition, you may change the said embodiment into the following aspects.
○ In the above embodiment, it is not limited to lease receivables, but can be applied to receivables that corporations wish to liquidate, for example, credit receivables, loan receivables and receivables receivable .

  In the above embodiment, the assigned receivables extraction unit 24 executes the upper limit amount setting process used in the receivable extraction process based on the ratio rule (step S1-4). Then, the maximum amount receivable extraction means 244 specifies the maximum amount of receivables in the case data equal to or less than the upper limit amount recorded in the extraction target amount data storage unit 241e from the case data recorded in the base bond data storage unit 22. . Instead, when the overall extraction remaining frame becomes smaller, the method for extracting the bond may be changed. Specifically, the maximum amount receivable extraction unit 244 compares the upper limit amount recorded in the extraction target amount data storage unit 241e with the entire extraction remaining frame recorded in the extraction remaining frame data storage unit 241d. Then, as shown in FIG. 8, when the total extracted remaining frame becomes lower than the upper limit amount, the maximum amount receivable extracting means 244 determines the amount of the upper limit amount to the entire extracted remaining frame amount to be closer to the entire extracted remaining frame Extract from Thereby, the adjustment to the extraction desired amount set by the user can be performed more reliably.

  In the above embodiment, the assigned receivables extraction unit 24 of the receivables liquidity management system 20 executes extraction amount candidate setting processing (step S1-3). Here, within the allowable extraction amount range recorded in the extraction amount range data storage unit 241b, a change parameter preset for the desired extraction amount is sequentially adjusted to generate extraction amount candidates. And the extraction amount candidate production | generation means 242 records this extraction amount candidate in the extraction amount candidate data storage part 241c in order close to extraction desired amount. Instead, it is also possible to perform a bond extraction process for one extracted amount candidate and generate a new extracted amount candidate within the allowable extracted amount range when the ratio rule is not satisfied. Thereby, it is possible to efficiently extract a bond while reducing the storage capacity and processing load.

○ In the above embodiment, the extraction amount candidate generation unit 242 includes the extraction amount range data storage unit 2.
Within the allowable extraction amount range recorded in 41b, a change parameter set in advance for the desired extraction amount is sequentially adjusted to generate an extraction amount candidate. And the extraction amount candidate production | generation means 242 records this extraction amount candidate in the extraction amount candidate data storage part 241c in order close to extraction desired amount. Instead, the change parameter used when generating the extraction amount candidate may be changed according to the situation. For example, the extraction amount candidate may be generated by equally dividing the allowable extraction amount range. Further, a change parameter for generating another extraction amount candidate may be calculated using a function having a variable between the ratio condition and the ratio predicted value in the previous bond extraction process. In this case, when the divergence between the ratio condition and the ratio predicted value is large, the change parameter is decreased and many extracted amount candidates are generated.

  In the above embodiment, the assigned receivables extraction unit 24 acquires data related to the extracted amount range set in the input unit and records it in the extracted amount range data storage unit 241b. Here, for example, a desired extraction desired amount and an amount range (allowable extraction amount range) allowable for the desired extraction amount are recorded. Instead, the assigned receivables extraction unit 24 may be configured to multiply the desired extraction amount by a predetermined value to determine the allowable extraction amount range.

1 is a schematic diagram of a system according to an embodiment of the present invention. Explanatory drawing of the functional block of one Embodiment of this invention. Explanatory drawing of the process sequence of one Embodiment of this invention. Explanatory drawing of the process sequence of one Embodiment of this invention. Explanatory drawing of producing | generating an extraction amount candidate. Explanatory drawing of the relationship between extraction amount of money and upper limit. Explanatory drawing of the relationship between the maximum amount and the amount of receivables. Explanatory drawing of the relationship between the balance and the amount of receivables. Conceptual diagram of liquidation of bonds.

Explanation of symbols

DESCRIPTION OF SYMBOLS 10 ... Core system, 20 ... Bond liquidation management system, 21 ... Data converter, 22 ... Mother bond data storage part, 23 ... Mother bond analysis part, 24 ... Assignment loan extraction part, 25 ... Transfer object loan data storage part, 26 ... Registration file creation unit, 241 ... extraction management memory, 241a ... ratio rule data storage unit, 241b ... extraction amount range data storage unit, 241c ... extraction amount candidate data storage unit, 241d ... extraction remaining frame data storage unit, 241e ... extraction Target amount data storage unit, 242 ... extracted amount candidate generation means, 243 ... bond selection means, 244 ... maximum amount bond extraction means, 245 ... candidate data storage unit.

Claims (7)

Transfer candidate data storage means for recording information on the amount of receivables for the candidate for extraction of the object of extraction;
A method for extracting a claim to be liquidated using a claim securitization management system including a control unit for managing transferred claims,
The control unit is
Obtaining the debtor's ratio condition and the extracted amount range and recording them in memory;
Generating an extraction amount candidate within the extraction amount range;
Multiplying the extraction amount candidate by the ratio condition to determine an upper limit amount and recording it in a memory;
Extracting a claim whose amount of receivable is equal to or less than the upper limit according to the extraction amount candidates in descending order of the amount of receivable;
In the extracted receivables, the amount of receivable for each obligor is divided by the total amount of the extracted receivables to calculate one obligor ratio;
And a step of recording the extracted receivable as a transfer candidate when the one obligor ratio satisfies the ratio condition.   The said control part produces | generates a new extraction amount candidate with respect to the generated extraction amount candidate, when one obligor ratio of the extracted loan | bill does not satisfy | fill the said ratio conditions. Liquidity management method. The control unit calculates an extraction remaining frame based on the difference between the extracted total amount and the extracted amount candidate,
The claim according to claim 1 or 2, wherein the extracted remaining frame and the upper limit are compared, and if the extracted remaining frame is smaller than the upper limit, a receivable having the extracted remaining frame or less is extracted. Liquidation management method. Transfer candidate data storage means for recording information on the amount of receivables for the candidate for extraction of the object of extraction;
A receivables liquidation management system for extracting receivables, comprising a control unit for managing transferable receivables,
The control unit is
Means for acquiring and recording the debtor's ratio condition and the extracted amount range in a memory;
Means for generating extraction amount candidates within the extraction amount range;
Means for multiplying the extraction amount candidate by the ratio condition to determine an upper limit amount and recording it in a memory;
Means for extracting a claim whose amount of receivable is equal to or less than the upper limit according to the extraction amount candidates in descending order of the amount of receivable;
In the extracted receivables, a means for dividing the amount of receivable for each obligor by the total amount of the extracted receivables to calculate one obligor ratio;
And a means for recording the extracted receivable as a transfer candidate when the one obligor ratio satisfies the ratio condition.   The said control part produces | generates a new extraction amount candidate with respect to the extraction amount candidate produced | generated, when the debtor ratio of the extracted loan | bill does not satisfy | fill the said ratio conditions. Receivables liquidation management system. The control unit calculates an extraction remaining frame based on the difference between the extracted total amount and the extracted amount candidate,
6. The claim according to claim 4, wherein the extracted remaining frame is compared with the upper limit, and if the extracted remaining frame is smaller than the upper limit, a claim less than the extracted remaining frame is extracted. Fluidization management system. Transfer candidate data storage means for recording information on the amount of receivables for the candidate for extraction of the object of extraction;
A receivables liquidation management program for extracting receivables using a receivable liquidation management system including a control unit for managing transferred receivables,
The control unit
Means for acquiring and recording the debtor's ratio condition and the extracted amount range in a memory;
Means for generating extraction amount candidates within the extraction amount range;
Means for multiplying the extraction amount candidate by the ratio condition to determine an upper limit amount and recording it in a memory;
Means for extracting a claim whose amount of receivable is equal to or less than the upper limit according to the extraction amount candidates in descending order of the amount of receivable;
In the extracted receivables, a means for dividing the amount of receivable for each obligor by the total amount of the extracted receivables to calculate one obligor ratio;
A debt liquidation management program, which functions as means for recording an extracted claim as a transfer candidate when the percentage of one obligor satisfies the ratio condition.

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