JP2018190112A - Transfer collateral selection device, transfer collateral selection method and transfer collateral selection program - Google Patents

Abstract

PROBLEM TO BE SOLVED: To reduce workload for selecting transfer collaterals.SOLUTION: A transfer collateral selection device comprises: a collateral set amount information acquisition unit which acquires collateral set amount information indicative of a collateral set amount of one or more collaterals to be pledged from a borrower to a lender; and a transfer collateral selection unit which selects at least one of a first combination indicative of a combination of brands and quantities of one or more collaterals to be pledged from the borrower to the lender and a second combination indicative of a combination of brands and quantities of one or more collaterals to be returned from the lender to the borrower, in accordance with the collateral set amount based on the collateral set amount information.SELECTED DRAWING: Figure 2

Description

  The present invention relates to a change collateral selection device, a change collateral selection method, and a change collateral selection program.

If the settlement period shortened (T + 2 settlement) of the stock trading transaction scheduled for 2019 in Japan, the need for borrowing for the purpose of fail cover in cross border transactions is expected to increase. .
In a lending transaction, a lessee (for example, a borrower of stock, etc.) inserts a substitute security (stock, government bond, etc.) as collateral for the lessor from among the securities held by the lessee himself / herself. It is necessary to select a brand and quantity of a single securities or a combination of brands and quantities of a plurality of securities to be inserted. For example, the securities settlement server described in Patent Document 1 displays a collateral brand selection screen on which each brand name, brand code, quantity, market price, and collateral evaluation value of a securities held by a customer are listed. One of the brands displayed on the brand selection screen is selected by the customer.

JP 2003-30562 A

  However, usually, in a lending transaction, a borrower often provides collateral to a plurality of lenders. In addition, a borrower can insert substitute securities or cash as collateral as collateral, but in particular, a combination of a plurality of stocks and the number of shares is often collateralized. As a result, lessees must provide each lessor with the stock and quantity of a single security to be put in, taking into account the market value, unit, and various other factors of the stocks they own. There is a problem that it is necessary to appropriately select combinations of brands and quantities of a plurality of securities, and the work of selecting such transfer collateral is complicated.

  The present invention has been made in view of the above points, and an object thereof is to provide a transfer collateral selection device, a transfer collateral selection method, and a transfer collateral selection program that can reduce the transfer collateral selection work.

  The present invention has been made to solve the above problems, and as one aspect of the present invention, a collateral for acquiring collateral set amount information indicating a collateral set amount of one or a plurality of collateral to be inserted from a borrower to a lender A first combination indicating a combination of one or more brands and quantities of the collateral to be inserted from the lessee to the lender in accordance with the collateral set amount based on the collateral set amount information; And a transfer collateral selecting unit that selects at least one of the second combination indicating the combination of the brand and the quantity of the collateral to be returned from the lender to the lessee. Is a transfer collateral selection device.

  Moreover, as one aspect of the present invention, the transfer collateral selecting device described above, wherein the transfer collateral selecting unit includes the first combination and the second combination according to a market price and a unit of the collateral. At least one is selected.

  Further, as one aspect of the present invention, in the above transfer collateral selecting device, the transfer collateral selecting unit is inserting from the lessee to the lessor from a collateral target price that is being lent from the lessor to the lessee. At least one of the first combination and the second combination is selected so that an excess / deficiency amount that is an amount obtained by subtracting the market value of the collateral is equal to or greater than a predetermined amount.

  Moreover, as one aspect of the present invention, the transfer collateral selection device includes an output unit that outputs information indicating the first combination, and the transfer collateral selection unit includes a plurality of the first combinations. The candidates are selected and displayed in order from the first combination in which the excess / deficiency amount becomes smaller.

  Moreover, as one aspect of the present invention, the transfer collateral selection device described above, information indicating at least one of the first combination and the second combination selected by the transfer collateral selection unit, Information indicating a combination of the brand and the quantity of one or more of the collateral transferred based on information indicating at least one of the first combination and the second combination selected by the transfer collateral selecting unit And a transfer collateral abutting portion for performing the abutting.

  Moreover, as one aspect of the present invention, in the above transfer collateral selection device, the change collateral selection unit may change a price exceeding a predetermined fluctuation range in a predetermined period when selecting the first combination. The first combination including the brand that has been selected is selected with a lower priority in selection than the first combination that does not include the brand whose price has fluctuated exceeding the predetermined fluctuation range in the predetermined period. It is characterized by doing.

  Moreover, as one aspect of the present invention, in the above transfer collateral selecting device, the change collateral selecting unit, when selecting the second combination, price fluctuation exceeding a predetermined fluctuation range in a predetermined period The second combination including the brand that has been selected is selected with a higher priority in selection than the second combination that does not include the brand that has changed the price exceeding the predetermined fluctuation range in the predetermined period. It is characterized by doing.

  Moreover, as one aspect of the present invention, in the above transfer collateral selecting device, the transfer collateral selecting unit may select the first combination including stocks in excess of stocks when selecting the first combination. The selection is made with a lower priority in the selection than the first combination that does not include the stock excess excess brand.

  Moreover, as one aspect of the present invention, in the above transfer collateral selecting device, the transfer collateral selecting unit selects the second combination including stocks in excess of stocks when selecting the second combination. The selection is made with a higher priority in the selection than the second combination that does not include the stocks in excess of stock lending.

  Moreover, as one aspect of the present invention, in the above transfer collateral selection apparatus, the transfer collateral selection unit includes the stock of the stock whose number of days until the transfer stop date is less than a predetermined number of days. It is characterized by not selecting a combination.

  Moreover, as one aspect of the present invention, the transfer collateral selecting apparatus is characterized in that the transfer collateral selecting unit does not select the first combination including the brands scheduled to be delisted.

  Further, as one aspect of the present invention, in the above transfer collateral selecting device, the transfer collateral selecting unit includes the brand of the claim whose number of days until the interest payment date or the redemption date is less than a predetermined number of days. It is characterized by not selecting one combination.

  Moreover, as one aspect of the present invention, the transfer collateral selection device includes an acquisition unit that acquires information indicating an operation input from a user, and the transfer collateral selection unit is designated by the operation input. In addition, the first combination and the second combination including the brand are not selected.

  Moreover, as one aspect of the present invention, there is a transfer collateral selection method using a computer, in which the collateral setting amount information acquisition unit includes collateral setting amount information indicating a collateral setting amount of one or a plurality of collateral to be inserted from a borrower to a lender. The collateral set amount information acquisition step to be acquired, and the transfer collateral selection unit, according to the collateral set amount based on the collateral set amount information, one or more brands and quantities of the collateral to be inserted from the lessee to the lender Transfer collateral that selects at least one of a first combination that indicates a combination of and a second combination that indicates a combination of the brand and quantity of the collateral to be returned from the lender to the lessee A transfer collateral selection method comprising: a selection step.

  Moreover, as one aspect of the present invention, a collateral set amount information acquisition step of acquiring collateral set amount information indicating a collateral set amount of one or a plurality of collateral to be inserted from a borrower to a lender in a computer, and the collateral set amount information A first combination indicating a combination of one or more collateral brands and quantities to be inserted from the lessee to the lessor according to the collateral setting value based on A change collateral selection program for executing a change collateral selection step of selecting at least one of a second combination indicating a combination of the brands of the collateral and the quantity.

  According to the present invention, transfer collateral selection work can be reduced.

It is the schematic which shows the outline | summary of a structure of the transfer collateral selection system which concerns on one Embodiment of this invention. It is a block diagram which shows the function structure of the transfer collateral selection apparatus which concerns on one Embodiment of this invention. It is a figure which shows an example of the security | security list screen which the transfer security | security selection apparatus which concerns on one Embodiment of this invention outputs. It is a figure which shows an example of the security | security list screen which the transfer security | security selection apparatus which concerns on one Embodiment of this invention outputs. It is a figure which shows an example of the candidate list screen of the insertion security which the transfer security selection apparatus which concerns on one Embodiment of this invention outputs. It is a figure which shows an example of the candidate list screen of the insertion security which the transfer security selection apparatus which concerns on one Embodiment of this invention outputs. It is a figure which shows an example of the candidate list screen of the return collateral | security which the transfer collateral selection apparatus concerning one Embodiment of this invention outputs. It is a figure which shows an example of the list screen of the collateral during insertion which the transfer collateral selection apparatus which concerns on one Embodiment of this invention outputs. It is a figure which shows an example of the list screen of the collateral available brands which the transfer collateral selection device concerning one embodiment of the present invention outputs. It is a figure which shows an example of transition confirmation screen of collateral required amount and collateral insertion amount which the transfer collateral selection apparatus which concerns on one Embodiment of this invention outputs. It is a figure which shows an example of transition confirmation screen of collateral required amount and collateral insertion amount which the transfer collateral selection apparatus which concerns on one Embodiment of this invention outputs. It is the schematic which shows the outline | summary of the flow of the matching process of transfer collateral by the transfer collateral selection apparatus which concerns on one Embodiment of this invention. It is a figure which shows an example of the lessor side browsing screen which the transfer collateral selection apparatus concerning one Embodiment of this invention outputs. It is a figure which shows an example of the lessor side browsing screen which the transfer collateral selection apparatus concerning one Embodiment of this invention outputs. It is a figure which shows an example of the lessor side browsing screen which the transfer collateral selection apparatus concerning one Embodiment of this invention outputs. It is a flowchart which shows operation | movement of the transfer collateral selection apparatus which concerns on one Embodiment of this invention. It is a flowchart which shows operation | movement of the transfer collateral selection apparatus which concerns on one Embodiment of this invention. It is a flowchart which shows operation | movement of the transfer collateral selection apparatus which concerns on one Embodiment of this invention. It is a flowchart which shows operation | movement of the transfer collateral selection apparatus which concerns on one Embodiment of this invention.

<Embodiment>
Hereinafter, an embodiment of the present invention will be described.
The transfer collateral selection system 1 to be described below selects a brand and quantity of one securities or a combination of brands and quantities of a plurality of securities (hereinafter, sometimes referred to as “selection of transfer collateral”). An information processing system having a function to perform. The transfer collateral selection device 10 of the transfer collateral selection system 1 is configured so that the unit of stock, the face value of the government bond, the market price and the hedging, etc. are set so as to have the collateral value (collateral setting amount) designated by the customer (lessee). In consideration of this, transfer security is selected.

  Further, the transfer collateral selection device 10 prioritizes the selection of transfer collateral according to whether or not the stock is in excess of lending stock, the price fluctuation range of the stock, and the like. Further, the transfer collateral selection device 10 has a function of excluding listed stocks, stocks whose transfer stop date, interest payment date, or redemption date are excluded from the selection of transfer collateral. Thereby, the transfer collateral selection apparatus 10 can reduce the burden of the office work concerning selection of transfer collateral.

  Moreover, the transfer collateral selection apparatus 10 has a function of matching the transfer declaration with the actual collateral transfer. In addition, if there is a flaw as a result of matching the change declaration with the actual collateral change, the transfer collateral selecting device 10 reflects the result on the above-described function for selecting the transfer collateral. Thereby, the transfer collateral selection apparatus 10 can reduce the burden of the office work concerning the completion confirmation of transfer execution of collateral.

  Hereinafter, the transfer collateral selection system 1 and the transfer collateral selection apparatus 10 according to the present embodiment will be described in detail.

[Configuration of transfer collateral selection system]
Hereinafter, the configuration of the transfer collateral selection system 1 will be described with reference to the drawings. Note that the configuration of the transfer collateral selection system 1 described below is merely an example, and is not limited to this configuration.
FIG. 1 is a schematic diagram showing an outline of the configuration of a transfer collateral selection system 1 according to an embodiment of the present invention. As illustrated, the transfer collateral selection system 1 includes a transfer collateral selection device 10, a securities transfer server 20, a borrower-side terminal 30, a lessor-side terminal 40, a communication network 80, and a transmission path 90. Composed.

The transfer collateral selection apparatus 10 is a server apparatus that selects transfer collateral in consideration of a stock unit, a face value of a government bond, and the like so as to be a collateral setting amount designated (for example, by a borrower). The transfer collateral selecting apparatus 10 includes a computer device, for example, a general-purpose computer or a personal computer.
The securities transfer server 20 is a server device that centrally stores securities such as stock certificates, and transfers these securities by transfer between accounts instead of exchange of the ticket surface itself. The securities transfer server 20 is a server device managed by, for example, a securities storage and transfer organization. The securities transfer server 20 includes a computer device, for example, a general-purpose computer.

The lessee-side terminal 30 is a terminal device used by a lessee in a lending transaction. The lessee uses the lessee-side terminal 30 to specify a collateral set amount, a transfer collateral confirmation instruction, and the like. The lessee-side terminal 30 includes a computer device such as a personal computer or a tablet-type portable terminal.
The lessor side terminal 40 is a terminal device used by a lessor in a lending transaction. The lessor side terminal 40 is configured to include a computer device such as a personal computer or a tablet-type portable terminal.

  The communication network 80 is a communication network that connects the transfer collateral selection device 10, the borrower side terminal 30, and the lessor side terminal 40 to each other. The communication network 80 is configured by, for example, the Internet, various closed networks (for example, a dedicated line, a VPN (Virtual Private Network), etc.), or a combination of these communication networks. Note that the communication network 80 may be a wired communication network, or a part or all of it may be a wireless communication network.

The transmission path 90 is a transmission path for transmitting information transmitted between the securities transfer server 20 and the borrower side terminal 30. The transmission path 90 has a device (for example, an integrated Web terminal of the Securities Storage and Transfer Organization Co., Ltd.) that acquires information from the securities transfer server 20 and records the information on a storage medium (for example, media), Other devices or storage media that mediate information transmission from the securities transfer server 20 to the lessee-side terminal 30 such as the above-described storage medium that transmits information recorded by the device to the lessee-side terminal 30 may be included. .
Information output from the securities transfer server 20 is transmitted to the transfer collateral selection apparatus 10 via the borrower side terminal 30.

[Functional structure of transfer collateral selection device]
Hereinafter, the functional configuration of the transfer collateral selection apparatus 10 will be described with reference to the drawings.
FIG. 2 is a block diagram showing a functional configuration of the transfer collateral selection apparatus 10 according to an embodiment of the present invention. As shown in the figure, the transfer collateral selection apparatus 10 includes a storage unit 100, an input / output unit 101, a collateral list generation unit 102, a brand information acquisition unit 103, a collateral set amount information acquisition unit 104, and a transfer collateral selection unit. 105, a transferred information acquisition unit 106, and a transfer collateral matching unit 107.

The storage unit 100 stores programs and data used in various processes performed by the transfer collateral selection apparatus 10. The storage unit 100 is also used as a temporary storage area that is temporarily used in various processes performed by the transfer collateral selection apparatus 10.
The storage unit 100 is a storage medium, for example, an HDD (Hard Disk Drive), flash memory, an EEPROM (Electrically Erasable Programmable Read Only Memory), a RAM (Random Access read / write memory). ), ROM (Read Only Memory), or any combination of these storage media.

As illustrated in FIG. 2, the input / output unit 101 includes an operation input information acquisition unit 1011 and a display screen output unit 1012.
The operation input information acquisition unit 1011 acquires information based on an operation input from the user.
The display screen output unit 1012 outputs information indicating a combination (first combination) of one or more collateral brands and quantities to be inserted from the lessee to the lessor.

The collateral list generation unit 102 includes a collateral required amount calculation unit 1021, a collateral insertion amount calculation unit 1022, and a collateral excess / deficiency calculation unit 1023 as illustrated in FIG.
The collateral required amount calculation unit 1021 calculates the total amount of collateral (collateral required amount) that needs to be inserted from the borrower to the lender in consideration of the market value of the securities.
The collateral insertion amount calculation unit 1022 calculates the amount of collateral to be inserted from the borrower to the lender (collateral insertion amount) in consideration of the market value of the securities and the items.
The collateral excess / deficiency calculation unit 1023 calculates the collateral excess / deficiency amount to be inserted from the borrower to the lender by subtracting the collateral insertion amount from the required collateral amount.

  Information such as market price, unit, and excess stock lending is transferred from an information vendor (not shown), which is a company specializing in providing such information, to the brand information acquisition unit 103 of the transfer collateral selection apparatus 10. , And information that is appropriately transmitted to the transfer collateral selecting unit 105 via the input / output unit 101.

The brand information acquisition unit 103 acquires various types of information (for example, market price, excess stock lending, etc.) regarding the collateral brand from the server of the information vendor.
The collateral set amount information acquisition unit 104 acquires collateral set amount information indicating the collateral set amount designated (for example, by the lessee) from the lessee-side terminal 30 or the like.

  The collateral setting amount may be automatically set according to the required collateral amount, instead of being manually set by the borrower.

The transfer collateral selecting unit 105 selects a combination of a brand and a quantity of one or a plurality of collateral to be inserted from the lessee to the lessor according to the collateral setting amount based on the collateral setting amount information (first combination), and from the lessor to the lessee. A combination (second combination) of one or more collateral brands and quantities to be returned to is selected.
Further, the transfer collateral selection unit 105, depending on the market value and unit of the collateral, a combination (first combination) of one or more collateral brands and quantities to be inserted from the lessee to the lessor, and returns from the lessor to the lessee. A combination (second combination) of one or more collateral brands and quantities is selected.

Further, the transfer collateral selection unit 105 determines whether the excess or deficiency amount, which is an amount obtained by subtracting the market price of the brand that is already collateralized from the borrower to the lessor, from the market price of the collateral that is being lent to the lessee from the lessor is a predetermined amount As described above, the combination of one or more collateral brands and quantities to be inserted from the lessee to the lessor (first combination) and the combination of one or more collateral brands and quantities to be returned from the lessor to the lessee (Second combination) is selected.
Further, the transfer collateral selection unit 105 selects candidates for a plurality of combinations (a plurality of first combinations) of one or a plurality of collateral issues and quantities to be inserted from the borrower to the lender, and the excess and deficiency becomes smaller. Display in order from the combination.

Further, the transfer collateral selecting unit 105 selects a combination (first combination) of one or a plurality of collateral issues and quantities to be inserted from the borrower to the lender (a first combination), and a price exceeding a predetermined fluctuation range in a predetermined period. Includes stocks that have fluctuated in price over a given fluctuation range within a given period, including a stock that has fluctuated, a combination of one or more collateral stocks and quantities (first combination) that are inserted from the lessee to the lessor Selection is made with a lower priority in selection than the combination (first combination) of one or more collateral brands and quantities to be inserted from the borrower to the lessor.
In addition, the transfer collateral selection unit 105 selects a combination (second combination) of one or more collateral issues and quantities to be returned from the lender to the lessee, and a price exceeding a predetermined fluctuation range in a predetermined period. Includes stocks that have been subject to price fluctuations that exceed the prescribed fluctuation range within a given period of a combination of two or more collateral issues and quantities (second combination) returned to the lessee from the lessor, including those that have changed The selection is made with a higher priority than the combination (second combination) of one or more collateral brands and quantities returned from the lessor to the lessee.

In addition, the transfer collateral selection unit 105 selects a combination (first combination) of one or more collateral issues and quantities to be inserted from the lessee to the lessor, from the lessee to the lessor, including the excess stock issue. The combination of one or more collateral issues and quantity (first combination) to be inserted (the first combination) is the combination of one or more collateral issues and quantity to be inserted from the borrower to the lender that does not include stocks in excess of lending (the first combination) Select with a lower priority in selection than the combination of 1).
Further, the transfer collateral selection unit 105 selects a combination (second combination) of one or a plurality of collateral issues to be returned from the lessor to the lessee (second combination) from the lessor to the lessee, including the excess stock issue. The combination of one or more collateral issues and quantity (second combination) to be returned to the lessee from the lessor without including excess stocks (second combination) Select with a higher priority in selection than (combination 2).

  In addition, as an example of a rule for prioritization in the case of selecting a combination (second combination) of one or more collateral issues and quantities to be returned from the lender to the lessee, for example, in order from the highest priority, (1) “Delisted issues”, (2) “Stock issues whose number of days until the transfer stop date is less than the specified number of days, and issues of receivables whose number of days until interest payment or redemption date is less than the specified number of days ”, (3)“ Cash ”, (4)“ Excessive stocks ”, (5)“ Stocks with higher price volatility in a given period ”, (6)“ Not applicable to (1) to (5) ” Rules that prioritize in the order of “brands” are applied.

In addition, the transfer collateral selection unit 105 includes a combination of one or more collateral brands and quantities to be inserted from the lessee to the lender (including the number of stocks whose number of days until the transfer stop date is less than a predetermined number of days. 1) is not selected.
Further, the transfer collateral selection unit 105 does not select a combination (first combination) of one or more collateral brands and quantities to be inserted from the borrower to the lender, including brands scheduled to be delisted.
The transfer collateral selection unit 105 also includes a combination of one or more collateral brands and quantities to be inserted from the borrower to the lender, including the brands of claims whose interest payment or redemption date is less than a predetermined number of days. Do not select (first combination).

  Further, the transfer collateral selecting unit 105 includes a combination of one or more collateral brands and quantities to be inserted from the lessee to the lessor, including brands designated to be excluded from selection by an operation input by the lessee (first order). 1) and a combination of the collateral brand and quantity (second combination) to be returned from the lender to the borrower are not selected.

Moreover, the transfer collateral selection unit 105 includes a collateral candidate list generation unit 1051 and a return collateral candidate list generation unit 1052 as illustrated in FIG. 2.
The collateral candidate list generation unit 1051 generates a list of brands that are candidates for collateral based on the selection of the transfer collateral by the transfer collateral selection unit 105.
The return collateral candidate list generation unit 1052 generates a list of brands that are candidates for the return collateral based on the selection of the transfer collateral by the transfer collateral selection unit 105.

  The transferred information acquisition unit 106 acquires data (transferred data file) indicating transfer processing performed by the securities transfer server 20 from the securities transfer server 20 via the lessee-side terminal 30.

  The transfer collateral matching unit 107 includes a combination (first combination) of one or more collateral brands and quantities to be inserted from the borrower to the lessor based on the transferred data file acquired by the transferred information acquisition unit 106, and the lessor. Information indicating the combination (second combination) of brands and quantities of one or more collateral to be returned to the lessee from the borrower and the collateral selected from the transfer collateral selection unit 105 and stored in the storage unit 100 and inserted from the lessee to the lessor Information indicating a combination of one or more collateral issues and quantities (first combination), and a combination of one or more collateral issues and quantities returned to the borrower (second combination); Make a match. That is, the transfer collateral matching unit 107 has a function of matching the transfer declaration with the actual collateral transfer.

[Screen example of collateral list screen]
Hereinafter, a screen example of a collateral list screen generated by the collateral list generation unit 102 will be described with reference to the drawings.
3 to 4 are diagrams illustrating an example of a collateral list screen output by the transfer collateral selecting apparatus 10 according to an embodiment of the present invention.

  As illustrated in FIG. 3, the collateral list screen (for example, displayed on the lessee-side terminal 30) according to information generated by the collateral list generation unit 102 includes “transaction partner (collateral insertion destination)”, “collateral” A collateral list, which is two-dimensional tabular data composed of columns of five items, “Required Amount”, “Purchase Amount”, “Over / Deficit Amount”, and “Collateral Set Amount” is displayed.

  In the column of the item “transaction partner (collateral insertion destination)”, the name of the business partner (collateral insertion destination), that is, the name of the lessor (for example, a company name) is displayed.

In the column of “collateral requirement”, the collateral requirement for the lender displayed in the column of “transaction partner (collateral insertion destination)”, that is, the collateral required to be provided to the lender The total amount is displayed.
The value of the “collateral deposit amount” item includes the collateral deposit amount for the lender displayed in the column of “transaction partner (collateral deposit destination)”, that is, the value of the “collateral set amount” item. The amount calculated based on the combination of the name and quantity of the substitute securities selected based on the displayed value is displayed.

The value of the “over / shortage amount” item is the amount obtained by subtracting the above “collateral delivery amount” from the above “collateral requirement amount”, ie, the total amount of collateral that needs to be provided to the lender. An amount indicating the excess or deficiency is displayed.
The value of the “collateral setting amount” item is an amount designated by a borrower or the like, and the transfer collateral is selected based on the amount.

  As shown in the figure, for example, the value of each item in the first line of the collateral list record is “Company B”, “¥ 30,000,000”, “¥ 28,000,000”, “− ¥ 2,” “000,000” and “¥ 27,000,000”. This is because the amount of collateral required for the renter (transaction partner) Company B (that is, the total amount of collateral to be provided to Company B) of the lessee referring to the collateral list screen is 30,000,000. In contrast to this, it shows that the total amount of collateral currently provided by the borrower is 28,000,000 yen. As a result, the value of “over / shortage amount” is minus 2,000,000 yen. That is, the value of “over / short amount” indicates that the collateral being inserted is insufficient by 2,000,000 yen with respect to the total amount of collateral to be inserted.

  In the present embodiment, it is assumed that the collateral object lent from the lessor to the lessee is a securities, and therefore the required amount of collateral changes based on the market value of the securities. Similarly, in this embodiment, the collateral to be inserted from the borrower to the lessor is assumed to be substitute securities or cash. Therefore, in the case of substitute securities, the collateral deposit amount is the market value of the substitute securities. Change based on. In addition, the collateral object lent from the lessor to the lessee is not limited to securities, and may be, for example, cash or goods.

In the item of “collateral setting amount”, an amount set by a borrower or the like is displayed, and transfer collateral is selected based on the amount. The borrower changes the value of the “collateral setting amount” as appropriate with reference to the value of “over / shortage amount” (or automatically changes according to the change in the required amount of collateral).
The collateral list screen shown in FIG. 3 shows the collateral list screen before the lessee changes the collateral set amount. The displayed value of the “collateral set amount” The value when the set amount was last set is displayed.

  As shown in FIG. 3, the surplus / shortage amount is negative for Company B and Company E, and the surplus / shortage amount is positive for Company C, Company D and Company F. It has become. For this reason, for example, the lessee adjusts (changes) the collateral setting amount for the B company and the E company so as to increase the collateral setting amount to be equal to or more than the required collateral amount. In addition, the lessee adjusts (changes) the collateral setting amount for Company C, Company D, and Company F, for example, so as to reduce the amount to be closer to the collateral requirement within a range that does not become less than the collateral requirement. . The reason that the lessee reduces the collateral setting amount so that it is closer to the collateral requirement within a range that does not become less than the collateral requirement is to make effective use of limited funds. This is for avoiding setting.

  Next, the collateral list screen shown in FIG. 4 shows the collateral list screen at a point in time after the borrower changes the collateral set amount.

  As shown in FIGS. 3 and 4, the lessee, for example, sets the collateral setting amount for Company B from 27,000,000 yen (see screen area ar01 in FIG. 3), and the same amount as the collateral requirement for Company B. The change is made to increase the amount to some 30,000,000 yen (see screen area ar11 in FIG. 4). Similarly, the lessee, for example, sets the collateral setting amount for company C from 15,000,000 yen (see screen area ar01 in FIG. 3), and is the same amount as the collateral requirement for company C, 12,200,000 yen ( The screen area ar02 in FIG. 4 is changed so as to be reduced.

  When the collateral set amount is changed by the lessee and the update button (see screen area ar12 in FIG. 4) in the collateral list screen is clicked, a brand that satisfies the changed collateral set price (for example, stocks) And a combination of quantities (for example, the number of shares) are selected by the transfer collateral selecting device 10 (change collateral is selected). Then, the value of “collateral insertion amount” on the collateral list screen is updated to an amount calculated by a combination of the selected brand and quantity. In addition, the value of “over / deficient amount” on the collateral list screen is also updated as the value of “collateral insertion amount” is updated.

  As shown in FIG. 4, for example, the borrower changes the collateral setting amount for Company B from 27,000,000 yen (see screen area ar01 in FIG. 3) to 30,000,000 yen (see screen area ar11 in FIG. 4). ) Is selected by the transfer collateral selection device 10 so as to satisfy the changed collateral setting amount. Depending on the selected combination of transfer collateral, the collateral deposit amount is changed from 28,000,000 yen (see screen area ar02 in FIG. 3) to 30,101,000 yen (see screen area ar13 in FIG. 4). Accordingly, the surplus / shortage amount is updated from minus 2,000,000 yen (see screen area ar02 in FIG. 3) to 101,000 yen (see screen area ar13 in FIG. 4).

  Further, as shown in FIG. 4, for example, the borrower starts from 15,000,000 yen for the collateral set amount for Company C (see screen area ar01 in FIG. 3), 12,000,000 yen (screen area in FIG. 4). The change collateral selection apparatus 10 selects a combination of brands and quantities satisfying the changed collateral setting amount. Depending on the selected combination of transfer collateral, the collateral deposit amount is changed from 15,800,000 yen (see screen area ar02 in FIG. 3) to 12,318,460 yen (see screen area ar13 in FIG. 4). Accordingly, the surplus / shortage amount is updated from 3,600,000 yen (see screen area ar02 in FIG. 3) to 118,460 yen (see screen area ar13 in FIG. 4).

Note that the collateral deposit amount may not be the same as the collateral setting amount set by the lessee because the securities have the smallest unit that can be transferred (for example, a unit in stock). This is because there is not necessarily a combination of brands and quantities that will provide the same amount of collateral as the set amount.
By setting (changing) the collateral setting amount by the lessee, for example, the combination of the brand and the quantity is selected so that the excess amount becomes as small as possible within a range where the excess and deficiency amount does not become a negative value.

[Sample collateral candidate list screen]
Hereinafter, an example of a candidate list screen for collateral for insertion will be described with reference to the drawings.
FIG. 5 to FIG. 6 are diagrams showing an example of a collateral candidate list screen output by the transfer collateral selection apparatus 10 according to an embodiment of the present invention.
As shown in FIG. 5, the collateral candidate list screen generated by the transfer collateral selecting unit 105 includes “transfer flow”, “brand code”, “brand name”, “number of shares / face value / amount”, A list of collateral candidates, which is a two-dimensional tabular data composed of columns of seven items of “collateral value”, “exclusion”, and “amount of excess / deficiency after insertion”, is displayed.

  In the column of the “transfer flow” item, information (information including the name of the lessor) indicating to which lessor the collateral is inserted from the lessee is displayed.

In the column of “brand code”, a brand code that is an identifier for identifying the brand of collateral that the lessee provides to the lender is displayed.
In the column of the “brand name” item, the name of the brand of collateral that the lessee provides to the lender is displayed.
In the column of “Number of shares / face value / amount”, information indicating the quantity of collateral that the lessee provides to the lessor, that is, the number of shares when the collateral to be provided is stock, and the face value when it is a claim In the case of cash and cash, the amount is displayed.

In the column of “collateral value”, an amount indicating the current value corresponding to the quantity indicated by “number of shares / face value / amount” of the issue identified by the “issue code” is displayed. That is, the value displayed in the column of the “collateral value” item is a value calculated based on the market price and the multiplication when the collateral to be inserted is a stock or a bond.
A check box (see display area ar21 in FIG. 5) is displayed in the column of the “exclusion” item. By checking this check box, the lessee can specify that a brand that is not desired to be put as collateral is excluded from selection in the selection of transfer collateral.

  In the column of the item “Surplus and deficiency after insertion”, an amount indicating the surplus or deficiency of the amount of collateral to be inserted with respect to the total amount of collateral that needs to be provided to the lender is displayed for each lender. That is, the same amount as the value of the item “over / shortage amount” in the collateral list shown in FIG. 4 (see the display area ar13 in FIG. 4) is displayed.

  As shown in FIG. 5, for example, the values of the items on the first line of the record of the candidate list of collateral are “own company = B company”, “72720”, “PP company”, “300”, “ “¥ 1,019,500”, “□” (check box), and “¥ 101,000”. This is because the quantity (number of shares) of the collateral pledged from the lessee (own company) to the lessor B company, with the brand code “72720” and the name “PP company” is “300” The collateral value corresponding to this is 1,019,500 yen. In addition, since the check box is not checked, it is indicated that no designation has been made at this point in time for the issue to be excluded from selection in the selection of transfer collateral. In addition, if all the issues from the first line to the third line of the collateral candidate list record are inserted into the collateral, the excess or deficiency of the collateral deposit amount (that is, the collateral deposit amount for Company B) The excess / deficiency amount is 101,000 yen.

  If the borrower does not want to insert a specific issue as collateral for some reason, the corresponding check box in the column of “exclusion” in the list of collateral collateral candidates (see display area ar21 in FIG. 5) Is checked and the “reselect” button (see display area ar22 in FIG. 5) is clicked. As a result, the checked brands are excluded from the collateral candidates, and the transfer collateral selection unit 105 again selects the transfer collateral and generates (updates) a list of collateral collateral candidates.

  In addition, the lessee can manually add a specific brand to the list of candidates for the insertion security by clicking a “declaration of entry” button (see display area ar23 in FIG. 5) and specifying a specific brand. You can also.

  In addition, the insertion of collateral collateral can be added to the list of collateral collateral candidates by, for example, clicking a “declaration of insertion” button. As illustrated in FIG. 6, when the lessee specifies that the lessor F company is to insert 53,000,000 yen with cash, the “Cash Name” item column includes “Cash”. Is displayed, and “¥ 53,000,000” is displayed in the column of the item “number of shares / face value / amount” (see display area ar31 in FIG. 6).

[Example of a list of collateral candidates]
In the following, an example of a list of return collateral candidate lists is described with reference to the drawings.
FIG. 7 is a diagram illustrating an example of a return collateral candidate list screen output by the transfer collateral selection apparatus 10 according to an embodiment of the present invention.
As shown in the figure, the list of return collateral candidates generated by the transfer collateral selecting unit 105 includes “acceptance flow”, “brand code”, “brand name”, “number of shares / face value / amount”, “collateral value”. ”,“ Special notes ”,“ exclusion ”, and“ post-return excess / deficiency amount ”, a list of candidates for insured collateral, which is a two-dimensional tabular data, is displayed.

In the column of “acceptance flow”, information (information including the name of the lessor) indicating from which lessor the collateral is returned to the lessee is displayed.
In the column of “brand code”, a brand code that is an identifier for identifying the brand of collateral returned from the lender to the borrower is displayed.
In the column of “brand name”, the name of the brand of collateral returned from the lender to the borrower is displayed.

In the column of “Number of shares / face value / amount”, information indicating the quantity of collateral returned from the lender to the borrower, that is, if the collateral to be returned is a stock, the number of shares, if it is a bond Is the face value, and if it is cash (cash), the amount is displayed.
If there is any special reason to be returned in the “special notes” column (for example, if the stock is a delisted stock or if there is an interest payment or redemption date on the receivable) Information indicating the reason is displayed.

In the column of “collateral value”, an amount indicating the current value corresponding to the quantity indicated by “number of shares / face value / amount” of the issue identified by the “issue code” is displayed. That is, when the collateral returned is a stock or a bond, the value displayed in the column of the “collateral value” item is calculated based on the market value and the multiplication of the stock or the bond.
A check box is displayed in the column of the “exclusion” item. By checking this check box, the lessee can specify that stocks that are not desired to be returned are excluded.

  In the column of the item “surplus / shortage after return”, for each lender, an amount indicating the surplus / shortage of the amount to be inserted is displayed with respect to the total amount of collateral that needs to be provided to the lender. That is, the same amount as the value of the item “over / shortage amount” in the collateral list shown in FIG. 4 (see the display area ar13 in FIG. 4) is displayed.

  As shown in FIG. 7, for example, the value of each item in the first row of the record of the candidate list for return collateral is “Company C⇒Company”, “65650”, “UU Company”, “1,000”. , “¥ 795,300”, no value, “□” (check box), and “¥ 118,460”. This is because the quantity (number of shares) of the collateral returned by the lessor C to the borrower (own company) with the brand code “65650” and the name “UU company” is “1,000. ", Indicating that the collateral value corresponding to this is 795,300 yen. Further, since the check box is not checked, it is indicated that the designation to exclude the brand is not made at this time. In addition, the excess or deficiency of the collateral deposit amount when the collateral is returned based on the issues from the first line to the third line of the collateral candidate list record (that is, the collateral deposit amount for Company C) ) Is 118,460 yen.

  If for some reason the lessee does not wish to send back a specific issue, he or she will check the appropriate check box in the “Exclusion” column in the list of collateral candidates and click the “Reselect” button ( Click the display area ar41 in FIG. As a result, the checked stock is excluded from the candidates for the return collateral, and the transfer collateral selecting unit 105 selects the combination of the stock and quantity again after excluding the checked stock, Generate (update) the candidate list.

  Further, the lessee can click on a “return application” button (see the display area ar41 in FIG. 7) to specify a specific brand and add the brand to the list of return collateral candidates.

[Sample collateral list screen]
Hereinafter, an example of a list screen of collateral during insertion will be described with reference to the drawings.
FIG. 8 is a diagram illustrating an example of a collateral list screen output by the transfer collateral selecting apparatus 10 according to an embodiment of the present invention.
As shown in the figure, the collateral insertion list generated by the transfer collateral selecting unit 105 includes “collateral destination”, “brand code”, “brand name”, “number of shares / face value / amount”, “ Two-dimensional tabular data consisting of 10 columns of “collateral value”, “special notes”, “return request”, “collateral deposit”, “collateral requirement”, and “over / shortage” Is displayed.

In the column of the item “collateral delivery destination”, the name of the counterparty (collateral delivery destination), that is, the name of the lessor (company name, etc.) is displayed.
In the column of “brand code”, a brand code, which is an identifier for identifying the brand of collateral that the borrower is providing to the lender, is displayed.

In the column of the “brand name” item, the name of the brand of collateral that the borrower is providing to the lender is displayed.
In the column of “Number of shares / face value / amount”, the information indicating the amount of collateral that the lessee is providing to the lessor, that is, if the collateral being provided is a stock, the number of shares, if it is a bond Is the face value, and if it is cash (cash), the amount is displayed.

In the column of “collateral value”, an amount indicating the current value corresponding to the quantity indicated by “number of shares / face value / amount” of the issue identified by the “issue code” is displayed. That is, the value displayed in the column of the “collateral value” item is calculated based on the market price and the multiplier when the collateral being put in is a stock or a bond.
If there is any special reason in the “special item” column (for example, if the stock is a delisted stock or if there is an interest payment or redemption date on the receivable) Information indicating the reason is displayed.
A check box (see the display area ar51 in FIG. 8) is displayed in the column of the “return request” item. The borrower can specify the brand to be returned by checking this check box.

In the column of “collateral deposit amount”, the collateral deposit amount for the lender displayed in the column of “collateral deposit” item, that is, the sum of the value of the “collateral value” item for each lender The calculated amount is displayed.
In the column of “Required Collateral”, the required amount of collateral for the lender displayed in the column of “collateral” is shown, that is, the total amount of collateral that the lessee needs to provide to the lessor. Is displayed.
In the column of the “over / shortage amount” item, for each lessor, an amount indicating an excess or shortage of the amount being put in relation to the total amount of collateral that the lessee needs to put into the lender is displayed.

  On the collateral list screen as shown in FIG. 8, the lessee individually designates a brand to be returned from among the collateral brands displayed in the collateral list, Clicking the “Confirm” button (see the display area ar52 in FIG. 8) is reflected in the return collateral candidate list screen as shown in FIG. 7 (that is, as specified above in the return collateral candidate list). Stocks are added).

[List of collateral available issues list screen]
Hereinafter, an example of a collateral available brand list screen will be described with reference to the drawings.
FIG. 9 is a diagram illustrating an example of a collateral usable issue list screen output by the transfer collateral selecting apparatus 10 according to an embodiment of the present invention.

  As shown in the figure, the collateral usable issue list screen generated by the transfer collateral selecting unit 105 includes “issue code”, “issue name”, “number of shares / face value”, “market price”, “collateral value”, “ A list of collateral available brands, which is a two-dimensional tabular data consisting of a column of seven items of “selection addition” and “special notes”, is displayed.

In the column of the “brand code” item, a brand code that is an identifier for identifying a brand that is held by the lessee and that the borrower can insert as a collateral to the lessor is displayed.
In the column of “brand name”, names of brands that can be provided as collateral by the lessee to the lender are displayed.
In the column of the item “number of shares / face value”, information indicating the quantity of brands held by the lessee (that is, the lessee can insert as collateral to the lessor) is displayed. For example, in the column of “number of shares / face value”, the number of shares is displayed when the collateral held by the borrower is a stock, and the face value is displayed when the collateral is a bond.

In the column of the “market price” item, the market price of the brand identified by the “brand code” (for example, stock price in the case of stocks, face value in the case of bonds) is displayed.
In the column of “collateral value”, an amount indicating the current value corresponding to the quantity indicated in the “number of shares / face value” of the issue identified by the “issue code” is displayed. That is, the value displayed in the column of “collateral value” is the quantity (number of shares) shown in “number of shares / face value” with respect to the market price (stock price) of the stock when the collateral that can be inserted is stock. ) And the multiplication amount.

  A check box is displayed in the column of “addition of selection”. By checking this check box, the borrower can specify the brand that the borrower wants to use for collateral.

  In the column of “special notes”, there are some special reasons that should not be inserted (for example, in the case of stocks that are scheduled to be delisted, the deadline for transfer is approaching, If the interest payment date or redemption date is approaching), the information indicating the reason is displayed.

  The lessee can individually specify the brands that are held as collateral by referring to the brands that are owned by the borrower and that can be used as collateral on the list screen of the collateral available brands as shown in FIG. it can.

Further, the lessee can narrow down the brands displayed in the list of brands that can be used as collateral by specifying the period in the input column for “target period” (see display area ar61 in FIG. 9). By specifying the period in the input column for “Target period”, from the issuer that the period when the lessee registered in the list of issues that can be used as collateral as the issue that can be used as collateral is within the period specified above, and from the lender Only issues that are re-registered in the collateral available issue list as issues that can be used as collateral by being returned within the period specified above are displayed on the collateral available issue list screen. .
Delisted issues cannot be used as collateral and are not displayed on the list screen of issues that can be used as collateral.

[Example of confirmation screen for changes in collateral requirements and collateral deposits]
Hereinafter, a transition confirmation screen example of the collateral requirement amount and the collateral insertion amount will be described with reference to the drawings.
10 to 11 are diagrams illustrating an example of a transition confirmation screen for the required collateral amount and the collateral insertion amount output by the transfer collateral selecting apparatus 10 according to an embodiment of the present invention.
The lessee can check the transition of the collateral required amount and the collateral insertion amount for each lessor on the transition confirmation screen for the collateral required amount and the collateral insertion amount generated by the collateral list generation unit 102. By referring to the changes in the collateral requirements and collateral deposits for each lessor, the lessee can see that the collateral deposit is insufficient or the collateral deposit is likely to be insufficient, Since it is possible to recognize that the collateral deposit amount is more than necessary, it is possible to set a more appropriate collateral deposit amount.

  For example, in the transition confirmation screen for the collateral requirement amount and the collateral insertion amount shown in FIG. 10, the lessee collateral requirement amount for the lessor B company and the lessee collateral insertion amount for the lessor B company Includes data in line graph format plotted in time series. As shown in the figure, the vertical axis represents the amount of money (the unit is one million yen), and the horizontal axis represents the date.

  In the example illustrated in FIG. 10, first, the fact that the lender has lent out 25 million yen of securities to the lessee is displayed on the transition confirmation screen of the collateral required amount and the collateral insertion amount (see FIG. 10). (See 10 (1)). On the other hand, the fact that 35 million collateral has been inserted from the borrower to the lessor is displayed on the transition confirmation screen for the collateral required amount and the collateral insertion amount (see (2) in FIG. 10). And, for example, the amount of collateral is surplus with respect to the collateral requirement due to a decrease in the collateral requirement due to a decline in the market value of the securities lent from the lessee from the lessor (see figure) 10 (see (3)) is displayed on the transition confirmation screen for the collateral required amount and the collateral insertion amount. The lessee can recognize such a transition.

  In the example shown in FIG. 11, 20 million yen of securities is collateralized from the lessee to the lessor C as a collateral in advance. First, 15 million yen of securities is loaned from the lessor to the lessee. What has been done is displayed on the transition confirmation screen of the collateral required amount and the collateral insertion amount (see (1) in FIG. 11). Subsequently, the amount of securities lent to the lessor from the lessee increased due to, for example, a sudden increase in transactions (the collateral value soared), and as a result, an additional 35 million from the lessee to the lessor. The fact that yen securities have been inserted as collateral is displayed on the transition confirmation screen for the collateral requirement and collateral deposit (see (2) in FIG. 11). After that, for example, the amount of securities lent to the lessor from the lessee decreased (the collateral value declined) due to, for example, a decline in transaction volume. (See (3) in FIG. 11).

[Transfer collateral matching process]
Hereinafter, the flow of the transfer collateral matching process will be described with reference to the drawings.
FIG. 12 is a schematic diagram showing an outline of a flow of transfer collateral matching process by the transfer collateral selecting apparatus 10 according to an embodiment of the present invention.

  The transfer collateral selection apparatus 10 according to the present embodiment includes a transfer collateral matching unit 107 having a function of matching a transfer declaration with an actual collateral transfer. As a result, the borrower can confirm whether or not the correct collateral brand and quantity are actually changed in accordance with the declaration of insertion and the declaration of return. If there is a discrepancy between the transfer declaration and the actual collateral transfer as a result of the transfer by the transfer collateral matching unit 107, the above list of transfer collateral candidates and return collateral candidates after confirmation by the operator It is reflected in the list.

  As shown in FIG. 12, first, the brokerage firm A, which is a lessee, transfers (inserts and returns) substitute securities based on the above-mentioned list of candidate collateral for collateral and list of candidate collateral for return. . For example, the securities company A communicates with the securities transfer server 20 of the company using the integrated web terminal of the securities custody transfer corporation, and transmits the transfer instruction data to the securities transfer server 20 (see S1 in FIG. 12). ).

  It should be noted that a rule that a message “T” is given by a lessee or a lessor, for example, is provided for transfer instruction data relating to the insertion or return of substitute securities. As a result, it becomes possible for the borrower and the lender to identify that the transfer instruction data is transfer instruction data related to the transfer of the substitute securities.

  A different message is given to each lessor (for example, a message “B” is given if the lessor is company B, and a message “C” is given if the lessor is company C). May be provided in advance.

When the securities transfer server 20 completes the transfer process, the transferred data indicating that the transfer has been completed is transferred to the server held by the lessor B company, the server owned by the lessee securities company A, and the integrated Web terminal. (See S2 and S3 in FIG. 12).
Next, the server and the integrated Web terminal of the securities company A obtain a transferred data file including information on all transferred data from the securities transfer server 20 (see S4 in FIG. 12). The securities company A temporarily stores the acquired transferred data file in a medium or the like using an integrated Web terminal by an operation by an operator, for example.

Next, the securities company A communicates with the transfer collateral selection apparatus 10 through a Web terminal (for example, the lessee-side terminal 30), and inserts the Information on the collateral that has been returned is transmitted to the transfer collateral selecting apparatus 10 (see S5 in FIG. 12).
Further, the securities company A communicates with the transfer collateral selecting apparatus 10 through a Web terminal, and transmits the transferred data file stored in the medium or the like to the transfer collateral selecting apparatus 10 (see S6 in FIG. 12). .

The transfer collateral selection apparatus 10 acquires information on the collateral that has been inserted and returned (that is, information based on the transfer declaration) and a transferred data file (information based on the actual collateral transfer). The transfer collateral matching unit 107 of the transfer collateral selecting apparatus 10 extracts the transferred data to which the message “T” is assigned from all the transferred data included in the acquired transferred data file.
Then, the transfer collateral matching unit 107 executes a matching process between the transfer declaration and the actual collateral transfer using the extracted transfer-completed data and the information regarding the collateral that has been inserted and returned as described above.
As a result, the borrower can confirm whether the transfer collateral selecting device 10 has changed the collateral brand and quantity in accordance with the insertion declaration and the return declaration.

[Lender-side viewing screen example]
Hereinafter, an example of a lessor side browsing screen will be described with reference to the drawings.
13 to 15 are diagrams illustrating an example of a lessor side browsing screen output by the transfer collateral selecting apparatus 10 according to an embodiment of the present invention.

  The lessor side browsing screen illustrated in FIG. 13 is an example of a screen including a collateral transfer schedule that is browsed by company B, which is a lessor. The lessor side browsing screen is displayed on the lessor side terminal 40, for example. The lessor side browsing screen illustrated in FIG. 13 includes a transfer schedule table showing a schedule for accepting a brand to be inserted as collateral from a securities company A as a borrower to a company B as a lender.

  As shown in the figure, “brand code”, “brand name”, “number of shares / face value / amount”, “collateral value”, and “collateral” displayed in the “acceptance schedule” column of the transfer schedule. The value of the item “Surplus after transfer” (for example, “72720”, “PP company”, “300”, and “¥ 1,019,500”) is shown in the list of candidate collaterals shown in FIG. , “Brand code”, “Brand name”, “Number of shares / face value / Amount”, “Purchase value”, and “Past value after insertion” of the record whose value of “Transfer flow” is “Company B” It matches the value of the item “Insufficient amount”. As described above, the information on the brand selected by the lessee is displayed on the lessor-side browsing screen, so that the lessor can confirm the information on the brand scheduled to be inserted as collateral from the lessee.

  The lessor side browsing screen illustrated in FIG. 14 is also an example of a screen including a collateral transfer schedule that is viewed by the lessor B company as in FIG. The lessor side browsing screen is displayed on the lessor side terminal 40, for example. The lessor-side viewing screen illustrated in FIG. 14 includes a transfer schedule table showing a payout schedule of collateral issues returned from the lessor C company to the lessee securities company A.

  As shown in the figure, the “brand code”, “brand name”, “number of shares / face value / amount”, “collateral value”, and “collateral” displayed in the “scheduled withdrawal” column of the transfer schedule. The value of the item “Surplus after transfer” (for example, “65650”, “UU company”, “1,000”, and “¥ 795,300”) is shown in the list of candidates for return collateral shown in FIG. , “Brand code”, “Brand name”, “Number of shares / face value / Amount”, “Purchase value”, and “Loss after repayment” of the record in which the value of the “acceptance flow” item is “C company ⇒ own company” It matches the value of the item “Insufficient amount”. In this way, the information on the brand selected by the lessee is displayed on the lessor-side browsing screen, so that the lessor can confirm the information on the brand of collateral scheduled to be returned to the lessee.

  The lessor side browsing screen illustrated in FIG. 15 is also an example of a screen including a collateral transfer schedule that is viewed by the company B, which is the lessor, as in FIGS. 13 and 14. The lessor side browsing screen is displayed on the lessor side terminal 40, for example. The lessor-side browsing screen illustrated in FIG. 15 shows a plan for accepting a brand to be provided as collateral from a lessor securities company A to a lessor company F, and a lessor F company returns to a lessee securities company A. Includes a transfer schedule that shows the expected collateral issues.

  As shown in the figure, “brand name”, “number of shares / face value / amount”, “collateral value”, and “surplus after collateral change” displayed in the “acceptance schedule” column of the transfer schedule. The values of the items (that is, “Cash”, “¥ 53,000,000”, “¥ 53,000,000”, and “¥ 3,000,000”) are assured as shown in FIG. In the candidate list of, “Brand name”, “Number of shares / face value / amount”, “collateral value”, and “over and shortage after insertion” of the record where the value of the “transfer flow” item is “Company F” It matches the value of the item “Amount”. As described above, the information on the brand selected by the lessee is displayed on the lessor-side browsing screen, so that the lessor can confirm the information on the brand scheduled to be inserted as collateral from the lessee.

  Further, as shown in FIG. 15, “brand code”, “brand name”, “number of shares / face value / amount”, “collateral value” displayed in the “scheduled withdrawal” column in the transfer schedule. ”And“ Surplus after change of collateral ”(for example,“ 123456789 ”,“ Floating rate JGB (15 years) ”,“ 1,000,000 ”,“ ¥ 90,000,000 ”,“ ¥ 3,000,000 ”) in the list of return collateral candidates shown in FIG. 7, the“ brand code ”,“ It matches the values of the items of “brand name”, “number of shares / face value / amount”, “collateral value”, and “surplus / shortage after return”. In this way, the information on the brand selected by the lessee is displayed on the lessor-side browsing screen, so that the lessor can confirm the information on the brand of collateral scheduled to be returned to the lessee.

[Operations when the collateral list is generated by the transfer collateral selection device]
Hereinafter, the operation of the transfer collateral selection apparatus 10 when generating a collateral list will be described with reference to the drawings.
FIG. 16 is a flowchart showing the operation of the transfer collateral selection apparatus 10 according to an embodiment of the present invention. This flowchart is started when a collateral list generation instruction is transmitted to the transfer collateral selection apparatus 10 (for example, from the lessee-side terminal 30).

(Step S001) When the collateral list generation unit 102 of the transfer collateral selection apparatus 10 acquires a collateral list generation instruction from the input / output unit 101, the process proceeds to step S002. Otherwise, stay in step S001.

(Step S002) The collateral list generation unit 102 of the transfer collateral selection apparatus 10 is connected to an information vendor server (not shown) via the brand information acquisition unit 103, and from the information vendor server to the lessee. Stock information on stocks lent to securities (for example, information on market value and excess stock), and stock information on stocks being collateralized by the borrower from the lessor (for example, market value and excess stock) Information). Thereafter, the process proceeds to step S003.

(Step S003) The required collateral amount calculation unit 1021 of the collateral list generation unit 102 of the transfer collateral selection apparatus 10 calculates the value of the securities lent from the lessor to the lessee based on the brand information acquired in step S002. Thus, the collateral required amount of collateral that needs to be inserted from the borrower to the lessor is calculated. Thereafter, the process proceeds to step S004.

(Step S004) The collateral insertion amount calculation unit 1022 of the collateral list generation unit 102 of the transfer collateral selection apparatus 10 calculates the collateral value of the collateral being inserted from the borrower to the lessor based on the brand information acquired in step S002. Thus, the collateral deposit amount of the collateral being put into the lessor from the lessee is calculated. Thereafter, the process proceeds to step S005.

(Step S005) The collateral excess / deficiency amount calculation unit 1023 of the collateral list generation unit 102 of the transfer collateral selection apparatus 10 subtracts the collateral insertion amount calculated in step S004 from the collateral required amount calculated in step S003, Calculate the excess or deficiency of collateral. Thereafter, the process proceeds to step S006.
(Step S006) The collateral list generation unit 102 of the transfer collateral selection apparatus 10 is based on the collateral required amount calculated in step S003, the collateral insertion amount calculated in step S004, and the collateral excess / deficiency calculated in step S005. Generate information indicating the collateral list. Thereafter, the process proceeds to step S007.

(Step S007) The collateral list generation unit 102 of the transfer collateral selection apparatus 10 causes the storage unit 100 to store information indicating the collateral list generated in step S006.
Above, the process of this flowchart is complete | finished.

[Operation of transfer collateral selection device when generating list of collateral candidates]
Hereinafter, the operation of the transfer collateral selection apparatus 10 when generating the insertion collateral candidate list will be described with reference to the drawings.
FIG. 17 is a flowchart showing the operation of the transfer collateral selection apparatus 10 according to an embodiment of the present invention. This flowchart is started when collateral set amount information indicating the collateral set amount is transmitted to the transfer collateral selecting device 10 (for example, from the lessee-side terminal 30).

(Step S101) When the collateral set amount information acquiring unit 104 of the transfer collateral selecting apparatus 10 acquires the collateral set amount information from the input / output unit 101, the process proceeds to step S102. Otherwise, stay in step S101.
(Step S102) The collateral set amount information acquisition unit 104 of the transfer collateral selection apparatus 10 outputs the collateral set amount information acquired in step S101 to the transfer collateral selection unit 105. Then, when the collateral collateral selecting unit 105 acquires the collateral set amount information from the collateral set amount information acquiring unit 104, the transfer collateral selecting unit 105 selects a brand candidate to be provided as collateral from the borrower to the lessor based on the acquired collateral set amount information. Thereafter, the process proceeds to step S103.

(Step S103) The inserted collateral candidate list generation unit 1051 of the transfer collateral selecting unit 105 of the transfer collateral selecting apparatus 10 is based on information indicating candidates of brands to be inserted as collateral from the borrower to the lender selected in Step S102. Information indicating a list of collateral candidates is generated. Thereafter, the process proceeds to step S104.
(Step S <b> 104) An instruction to change the content of information indicating a candidate for a brand to be inserted as collateral from the lender selected in Step S <b> 102 through the input / output unit 101 by the change collateral selecting unit 105 of the transfer collateral selecting apparatus 10. When the change instruction is acquired, the process returns to step S102. Otherwise, the process proceeds to step S105.

(Step S105) The change collateral selecting unit 105 of the transfer collateral selecting apparatus 10 issues a confirmation instruction, which is an instruction for confirming a candidate for a brand to be provided as collateral from the lender selected in step S102 to the borrower via the input / output unit 101. If acquired, the process proceeds to step S106. Otherwise, the process returns to step S104.
(Step S106) The transfer collateral selecting unit 105 of the transfer collateral selecting apparatus 10 stores information indicating candidates of brands to be inserted as collateral from the lender to the borrower, which are selected in step S102 and acquired in step S105. Remember me.
Above, the process of this flowchart is complete | finished.

[Operation of transfer collateral selection device when sending back collateral candidate list]
Hereinafter, the operation of the transfer collateral selection apparatus 10 when the return collateral candidate list is generated will be described with reference to the drawings.
FIG. 18 is a flowchart showing the operation of the transfer collateral selection apparatus 10 according to an embodiment of the present invention. This flowchart is started when collateral set amount information indicating the collateral set amount is transmitted to the transfer collateral selecting device 10 (for example, from the lessee-side terminal 30).

(Step S111) When the collateral set amount information acquiring unit 104 of the transfer collateral selecting apparatus 10 acquires the collateral set amount information from the input / output unit 101, the process proceeds to step S112. Otherwise, stay in step S111.
(Step S112) The collateral set amount information acquisition unit 104 of the transfer collateral selection apparatus 10 outputs the collateral set amount information acquired in step S111 to the transfer collateral selection unit 105. When the collateral collateral selecting unit 105 acquires the collateral set amount information from the collateral set amount information acquiring unit 104, the transfer collateral selecting unit 105 selects collateral brand candidates to be returned from the lender to the borrower based on the acquired collateral set amount information. Thereafter, the process proceeds to step S113.

(Step S113) The return collateral candidate list generation unit 1052 of the transfer collateral selection unit 105 of the transfer collateral selection apparatus 10 is based on information indicating the collateral brand candidates to be returned from the lender to the borrower, which is selected in Step S112. Information indicating a list of return collateral candidates is generated. Thereafter, the process proceeds to step S114.
(Step S114) An instruction to change the content of the information indicating the collateral brand candidate to be returned from the lender selected in step S112 to the borrower via the input / output unit 101 by the transfer collateral selecting unit 105 of the transfer collateral selecting device 10 If the change instruction is acquired, the process returns to step S112. Otherwise, the process proceeds to step S115.

(Step S115) The change collateral selecting unit 105 of the transfer collateral selecting device 10 issues a confirmation instruction that is an instruction to confirm the collateral brand candidate to be returned from the lender selected in step S112 to the borrower via the input / output unit 101. If acquired, the process proceeds to step S116. Otherwise, the process returns to step S114.
(Step S116) The transfer collateral selecting unit 105 of the transfer collateral selecting apparatus 10 stores information indicating candidates for collateral brands to be returned from the lender to the borrower, which are selected in step S112 and acquired in step S115. Remember me.
Above, the process of this flowchart is complete | finished.

[Operation of transfer collateral selection device at the time of transfer collateral matching]
Hereinafter, the operation | movement at the time of transfer collateral matching of the transfer collateral selection apparatus 10 is demonstrated, referring drawings.
FIG. 19 is a flowchart showing the operation of the transfer collateral selection apparatus 10 according to an embodiment of the present invention. This flowchart is started when data (transferred data file) indicating transfer processing performed by the securities transfer server 20 is transmitted to the transfer collateral selection apparatus 10 (for example, from the lessee-side terminal 30).

(Step S201) When the transferred information acquisition unit 106 of the transfer collateral selection apparatus 10 acquires the transferred data file from the input / output unit 101, the process proceeds to Step S202. Otherwise, stay in step S201.

(Step S202) The transferred information acquisition unit 106 of the transfer collateral selecting apparatus 10 outputs the transferred data file acquired in Step S201 to the transfer collateral matching unit 107. When the transfer collateral matching unit 107 acquires the transferred data file from the transfer completed information acquisition unit 106, the transfer collateral matching unit 107 is information regarding the collateral for which insertion and return declarations have been made from the storage unit 100 (that is, information based on the transfer declaration). Get collateral selection information. Then, it progresses to step S203.

(Step S203) The transfer collateral matching unit 107 of the transfer collateral selection apparatus 10 executes a matching process for matching the transferred data file acquired in step S202 with the transfer collateral selection information. Thereafter, the process proceeds to step S204.
(Step S204) The change collateral matching unit 107 of the change collateral selecting apparatus 10 generates the matching result information indicating the result of the matching process performed in step S203. Thereafter, the process proceeds to step S205.

(Step S205) The change collateral matching unit 107 of the change collateral selection apparatus 10 outputs the match result information generated in step S204 to an external device (for example, the lessee-side terminal 30) via the input / output unit 101.
Above, the process of this flowchart is complete | finished.

  As described above, the transfer collateral selection system 1 according to the embodiment of the present invention calculates a collateral requirement amount and a collateral insertion amount (collateral value) for each lender. And the transfer collateral selection system 1 uses the collateral difference with respect to the collateral requirement for the collateral requirement, the number of stocks and shares that can be returned from the recipient (lender) whose surplus collateral is surplus, This is an information processing system having a function of automatically selecting a brand, the number of shares, and a combination thereof that can be additionally inserted into a recipient (lessor) whose amount is insufficient.

  Further, as described above, the transfer collateral selection device 10 included in the transfer collateral selection system 1 has the market value and quantity of a plurality of substitute securities so that the collateral value (collateral setting amount) designated by the borrower or the like is obtained. , And a combination of items and combinations thereof are selected in consideration of the stock unit and the face value of government bonds. Further, the transfer collateral selection device 10 prioritizes selection based on stocks in excess of stock lending and the price fluctuation range of the stocks. Further, the transfer collateral selection device 10 has a function of excluding listed stocks, stocks that are due for transfer suspension, interest payment date, and redemption date from the selection subject. Thereby, the transfer collateral selection apparatus 10 which concerns on embodiment of this invention can reduce the selection work of transfer collateral.

  Further, the transfer collateral selection device 10 has a function of matching the transfer declaration with the actual collateral transfer (that is, the transferred data file output from the securities transfer server 20). In addition, if there is a discrepancy as a result of reconciling the transfer declaration and the actual collateral transfer, the transfer collateral selection device 10 uses the above-mentioned substitute securities for the brand, quantity, and combination thereof. Reflect the selected function. Thereby, the transfer collateral selection apparatus 10 according to the embodiment of the present invention can reduce the burden of office work related to confirmation of completion of the transfer of collateral.

  Also, in recent years, CCP (Central Clearing Organization) obligations and OTC (Over The Counter) collateral placement obligations have increased, and effective use of substitute securities has become an issue for financial transaction participants. However, according to the transfer collateral selecting apparatus 10 according to the present embodiment, it is possible to effectively use limited substitute securities and to prevent a processing omission in the collateral return processing.

  The embodiment of the present invention has been described in detail above, but the specific configuration is not limited to the above-described one, and various design changes and the like can be made without departing from the scope of the present invention. is there.

In addition, you may make it implement | achieve part or all of the transfer collateral selection apparatus 10 in embodiment mentioned above with a computer. In that case, the program for realizing the control function may be recorded on a computer-readable recording medium, and the program recorded on the recording medium may be read by the computer system and executed.
Here, the “computer system” is a computer system built in the transfer collateral selection apparatus 10 and includes an OS and hardware such as peripheral devices. The “computer-readable recording medium” refers to a storage device such as a flexible medium, a magneto-optical disk, a portable medium such as a ROM and a CD-ROM, and a hard disk incorporated in a computer system.

  Further, the “computer-readable recording medium” is a medium that dynamically holds a program for a short time, such as a communication line when transmitting a program via a network such as the Internet or a communication line such as a telephone line, In this case, a volatile memory inside a computer system that serves as a server or a client may be included that holds a program for a certain period of time. The program may be a program for realizing a part of the functions described above, and may be a program capable of realizing the functions described above in combination with a program already recorded in a computer system.

  Further, the transfer collateral selection apparatus 10 in the above-described embodiment may be realized as an integrated circuit such as an LSI (Large Scale Integration). Each functional block of the transfer collateral selecting apparatus 10 may be individually made into a processor, or a part or all of them may be integrated into a processor. Further, the method of circuit integration is not limited to LSI, and may be realized by a dedicated circuit or a general-purpose processor. In addition, when an integrated circuit technology that replaces LSI appears due to the advancement of semiconductor technology, an integrated circuit based on the technology may be used.

DESCRIPTION OF SYMBOLS 1 ... Transfer collateral selection system, 10 ... Change collateral selection apparatus, 20 ... Securities transfer server, 30 ... Borrower side terminal, 40 ... Lender side terminal, 80 ... Communication network, 90 ... Transmission path, 100 ... Storage unit, 101 ... Input / output unit, 102 ... Collateral list generation unit, 103 ... Brand information acquisition unit, 104 ... Collateral set amount information acquisition unit, 105 ... Change collateral selection unit, 106 ... Transferred information acquisition unit, 107 ... Change collateral matching unit, 1011 ... Operation input information acquisition unit, 1012 ... Display screen output unit, 1021 ... -Collateral required amount calculation unit, 1022 ... Collateral insertion amount calculation unit, 1023 ... Collateral excess / deficiency amount calculation unit, 1051 ... Insertion collateral candidate list generation unit, 1052 ... Return collateral candidate list Generator

Claims (15)

A collateral setting amount information acquisition unit for acquiring collateral setting amount information indicating the collateral setting amount of one or more collateral to be inserted from the borrower to the lessor;
A first combination indicating a combination of one or more collateral brands and quantities to be inserted from the lessee to the lessor according to the collateral set amount based on the collateral set amount information, and from the lessor to the lessee A transfer collateral selecting unit that selects at least one of the second combination indicating the combination of the brand and the quantity of the collateral to be returned to
A transfer collateral selection device comprising: The transfer collateral selection device according to claim 1, wherein the transfer collateral selection unit selects at least one of the first combination and the second combination according to a market price and a unit of the collateral. . The transfer collateral selection unit has an amount of excess or deficiency that is an amount obtained by subtracting a market value of the collateral that is being inserted from the lessee to the lender from a market value of the collateral subject that is being lent from the lessor to the lessee. The transfer collateral selection device according to claim 1 or 2, wherein at least one of the first combination and the second combination is selected so as to become. An output unit that outputs information indicating the first combination;
The transfer collateral selecting unit selects a plurality of the first combination candidates, and sequentially displays the first combination from which the excess / deficiency amount becomes smaller. Selection device. Information indicating at least one of the first combination and the second combination selected by the transfer collateral selecting unit, and the first combination and the second combination selected by the transfer collateral selecting unit A transfer collateral matching unit that performs a match with the information indicating a combination of the brand and the quantity of one or more of the collateral transferred based on information indicating at least one of them,
The transfer collateral selection device according to any one of claims 1 to 4, further comprising: In the case of selecting the first combination, the transfer collateral selecting unit selects the first combination including the brand having a price fluctuation exceeding a predetermined fluctuation range in a predetermined period in the predetermined period. 6. The method according to any one of claims 1 to 5, wherein the selection is made with a lower priority in selection than the first combination that does not include the brand with the price fluctuation exceeding the fluctuation range. The transfer collateral selection device described. In the case of selecting the second combination, the transfer collateral selecting unit selects the second combination including the brand having a price fluctuation exceeding a predetermined fluctuation range in a predetermined period in the predetermined period. 7. The method according to any one of claims 1 to 6, wherein the selection is made with a higher priority in selection than the second combination that does not include the brand whose price has fluctuated beyond a fluctuation range. The transfer collateral selection device described. In the case of selecting the first combination, the transfer collateral selection unit selects the first combination including stocks in excess of stocks over the first combination that does not include stocks in excess of stocks. The transfer collateral selection device according to claim 1, wherein the transfer collateral selection device is selected by lowering the selection. In the case of selecting the second combination, the transfer collateral selection unit selects the second combination that includes the excess stocks in stock over the second combination that does not include the stock in excess stocks. The transfer collateral selection device according to claim 1, wherein the transfer collateral selection device is selected by increasing the selection. The transfer collateral selection unit does not select the first combination including the stocks of stocks whose number of days until the transfer stop date is less than a predetermined number of days. The transfer collateral selection device according to one item. The transfer collateral selection device according to any one of claims 1 to 10, wherein the transfer collateral selection unit does not select the first combination including the brand that is scheduled to be delisted. The transfer collateral selection unit does not select the first combination including the brand of the claim whose number of days until the interest payment date or the redemption date is less than a predetermined number of days. The transfer collateral selection device according to any one of the above. An acquisition unit for acquiring information indicating an operation input from the user;
With
The transfer collateral selection unit does not select the first combination and the second combination including the brand specified by the operation input. 13. Transfer collateral selection device as described in. A computer-based transfer collateral selection method,
The collateral set amount information acquisition unit acquires collateral set amount information acquisition step for acquiring collateral set amount information indicating the collateral set amount of one or a plurality of collateral to be inserted from the borrower to the lender,
A first combination indicating a combination of one or more collateral brands and quantities to be inserted from the borrower to the lender in accordance with the collateral setting amount based on the collateral setting amount information; and A transfer collateral selection step of selecting at least one of a second combination indicating a combination of the brand and the quantity of the collateral to be returned from the lessor to the lessee,
A transfer collateral selection method characterized by comprising: On the computer,
A collateral set amount information acquisition step of acquiring collateral set amount information indicating a collateral set amount of one or a plurality of collateral to be inserted from a borrower to a lender;
A first combination indicating a combination of one or more collateral brands and quantities to be inserted from the lessee to the lessor according to the collateral set amount based on the collateral set amount information, and from the lessor to the lessee A transfer collateral selection step of selecting at least one of the second combination indicating the combination of the brand and the quantity of the collateral to be returned to
Transfer collateral selection program to execute.

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