JP4313375B2 - Claims liquidation management method, claims liquidation management system, and claims - Google Patents

Description

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

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

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

  Representative liquidation methods include a method of trusting monetary claims, etc. and allowing investors to acquire the beneficial interests (trust method), and monetary claims, etc. There are a method of transferring to the above anonymous association (union method), a method of transferring monetary claims etc. to a corporation such as SPC, and issuing bonds using these as funds (SPC method). Recently, there are an increasing number of methods combining the trust method and the SPC method. This method will be described with reference to FIG.

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

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

  However, a complicated administrative burden is involved in the extraction of receivables, the registration of receivables for the receivables, reporting to financial institutions such as securities companies, SPCs and rating agencies. In particular, in the case of loans, credits, and lease receivables, the balance decreases due to debt repayment. Therefore, it is necessary to maintain a predetermined balance in order to maintain stability as a financial product.

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

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

  However, in the case of loans, credits and leases, debtors and debt content are diverse. It is not limited to a specific person like a group company, and a large number of obligors are involved, so in order to avoid risks, it is necessary to decentralize in consideration of such diversity. . If the debtor is concentrated in one region, there may be many defaults due to local disasters. In addition, depending on the obligor's industry, it may be greatly affected by the economic conditions of the entire industry. Furthermore, in the case of leases, there is a common tendency depending on the leased property, which may affect the overall trend.

  On the other hand, since it is necessary to extract a large number of receivables from the base receivables, it takes a lot of time for the extraction work if the receivables are extracted separately. For this reason, it is desirable to extract receivables transferred for efficient liquidation.

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

In order to solve the above problems, the invention described in claim 1 relates to transfer candidate data storage means for recording information related to a candidate loan subject to transfer in association with a contract number, and to a debtor attribute and a case attribute for each bond. Debt attribute data storage means for recording information, balance of transferred receivables to be securitized, transfer receivable data storage means for recording attribute information of debtors of the transferred receivables, control unit for managing transferred receivables, A method for extracting a loan to be liquidated using a bond liquidation management system having a random number digit table for determining the number of digits of a random number corresponding to a difference between a target balance and a balance of a transferred loan a is, the control unit, and comparing been a receivable balances the target balance recorded in the receivables transferred data storage means, if the receivable balance is less than the target balance, the target balance and previous Calculating the difference between the balance of receivables transferred, using the random number digits table to determine the number of digits of the random number used in the claims extraction process to generate the digits of the random number, including the random number under digits Contract No. Performing a claim extraction process for extracting a claim from the assignment candidate data storage means, a provisional addition process for adding the balance of the extracted claim to a claim balance of the assignment claim, and the debt attribute data storage means Obtain information on recorded obligor attributes and project attributes, and perform a distributed management process to calculate a variance value for each attribute. The gist is to perform the bond extraction processing, provisional addition processing, and distributed management processing until the balance reaches the target balance.

The invention described in claim 2 is the claim liquidation management method according to claim 1 , wherein the control unit further executes a step of outputting an analysis form displaying a variance value for each attribute. And

The invention according to claim 3 is a transfer candidate data storage means for recording information relating to a candidate loan subject to transfer in association with a contract number, and a debt attribute data storage means for recording information relating to a debtor attribute or a case attribute for each claim. A transferable receivable balance of the transferable receivable subject to be securitized, transferable receivable data storage means for recording the attribute information of the obligor of the transferable receivable, and a control unit for managing the transferred receivable, A loan securitization management system that holds a random number digit table for determining the number of digits of a random number corresponding to a difference from a balance, and extracts a loan to be liquidated, wherein the control unit includes the transferred claim data means for comparing been a receivable balances the target balance recorded in the storage means, if the receivable balance is less than the target balance calculates the difference between the balances of the receivables transferred and the target balance, the turbulent Receivables extraction with digits table to determine the number of digits of the random number used in the claims extraction process to generate the digits of the random number, and extracts a claim that includes the random number under digit contract number from the assignment candidate data storage means Means for performing processing, means for performing provisional addition processing for adding the balance of the extracted receivables to the receivable balance of the transferred receivable, and obtaining information relating to the obligor attributes and the case attributes recorded in the debt attribute data storage means Functioning as a means for performing a distributed management process for calculating a variance value for each attribute, and a claim for which the variance value is equal to or greater than a reference value until the claim balance of the assigned claim reaches the target balance, The gist is to perform provisional addition processing and distributed management processing.

The gist of the invention described in claim 4 is that, in the claim liquidation management system according to claim 3 , the control unit further functions as a means for outputting an analysis form displaying a variance value for each attribute. To do.

The invention according to claim 5 is a transfer candidate data storage means for recording information relating to a candidate for receivable to be transferred in association with a contract number, and a debt attribute data storage means for recording information relating to a debtor attribute or a case attribute for each claim. A transferable receivable balance of the transferable receivable subject to be securitized, transferable receivable data storage means for recording the attribute information of the obligor of the transferable receivable, and a control unit for managing the transferred receivable, A program for extracting a bond to be liquidated using a bond liquidation management system that holds a random number digit table for determining the number of random numbers corresponding to a difference from a balance , wherein the control unit includes: difference means for comparing the recorded receivable balances and a target balance the receivables transferred data storage means, if the receivable balance is less than the target balance, the balance of the receivables transferred and the target balance Calculates, the random number using the digit table to determine the number of digits of the random number used in the claims extraction process to generate the digits of the random number, the transfer candidate data storing claims including the random number under digits Contract No. Means for performing a claim extraction process extracted from the means, means for performing a provisional addition process for adding the balance of the extracted claim to the claim balance of the transferred claim, debtor attributes recorded in the debt attribute data storage means, Means for obtaining information related to the case attributes, and performing a dispersion management process for calculating a variance value for each attribute, and a claim for which the variance value is equal to or greater than a reference value until the claim balance of the assigned claim reaches the target balance The gist is to make it function as means for performing a bond extraction process, a provisional addition process, and a distributed management process.

(Function)
According to the invention described in claim 1, 3 or 5 , when the balance of the receivable is less than the target balance, a random number is generated, and the receivable including the random number in the lower digits of the contract number is transferred from the transfer candidate data storage means. By extracting, it is possible to decentralize the bonds to be extracted. Furthermore, information on obligor attributes and project attributes recorded in the debt attribute data storage means is acquired, and distributed management processing is performed to calculate a variance value for each attribute. Since it is extracted until the balance of the receivables reaches the target balance, the diversification can be reliably maintained and the risk can be diversified.

According to the present invention, the bond liquidation management system holds the random number digit table for determining the number of digits of the random number corresponding to the difference between the target balance and the balance of the transferred loan. Then, the difference between the target balance and the balance of the transferred receivable is calculated, and the number of random digits used for the receivable extraction process is determined using the random number digit table. Thereby, according to the difference, a more appropriate number of bond candidates can be extracted while ensuring dispersibility.

According to the second or fourth aspect of the invention, the analysis form displaying the variance value for each attribute is output. As a result, materials to be submitted to the arranger or rating agency can be created efficiently.

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

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

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

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

  The control unit of the bond liquidation management system 20 performs various data management processes for managing the liquidated bond. This control unit performs the processing described later (stages such as a comparison process between a credit balance and a target balance, a bond extraction process, a provisional addition process, a distributed management process, an analysis form output process, and the like). By executing the bond liquidation management program for that purpose, the control unit functions as the data converter 21, the parent bond analysis unit 23, the assigned loan extraction unit 24, and the registration file creation unit 26.

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

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

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

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

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

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

In the dynamic analysis, a bad debt, arrears, halfway cancellation entry table, arrears entry table (balance basis), and arrears entry table (billing basis) are output.
In the table of bad debt, delinquency and mid-term cancellation, the following items are provided for each data period.
(A) Balance handled for the current month, (b) Balance of receivables at the end of the month, (c) Balance of receivables for those who moved to the bankruptcy bank in the current month, (d) (F) Receivable at the time of termination related to the cause contract that was canceled in mid-term, (f) Total recoveries related to the cause contract that was canceled mid-month.

In the delinquency entry table (balance basis), the number of months in arrears is January, February, ...
"Receivable balance of monthly receivables" and "Total data period" are provided.
The arrears entry table (billing base) has the following items for each billing month.
(A) Billing amount due at the end of the month, (b) Arrears less than 6 months at the end of the month (Jan past due to May arrears), (c) Total arrears less than 6 months at the end of the month, (d) The amount of delinquency for those who were transferred to long-term delinquency during the month

  In the diversification analysis, composition table by remaining months, composition table by capital, composition table by industry, composition table by property, composition table by prefecture, composition table by remaining payments, composition by number of remaining payments A ratio entry table, a composition ratio entry table by debtor balance, and a composition ratio entry table by lease fee are output.

The composition table for the remaining months is provided with the following items for each remaining months. The remaining months are classified using the remaining months such as “less than 1 month”, “1 to 6 months”, “7 to 12 months”, “13 to 18 months”, and so on.
(A) Extracted base loan balance, (b) Contract receivable balance causing transfer receivable, (c) Contract receivable balance among contract receivable balance causing transfer receivable.

The capital composition table has the following items for each capital category. This capital classification is made using capital amounts such as “100 million yen or less”, “100 million yen to 500 million yen or less”, “500 million yen to 1 billion yen or less”.
(A) Extracted base loan balance, (b) Contract receivable balance causing transfer receivable, (c) Contract receivable balance among contract receivable balance causing transfer receivable.

The industry-specific composition ratio entry table includes the following items for each industry category. This industry classification is classified by industry, such as “agricultural machinery / equipment wholesale”, “construction / mining machinery wholesale”, “department store”.
(A) Extracted base loan balance, (b) Contract receivable balance causing transfer receivable, (c) Contract receivable balance among contract receivable balance causing transfer receivable.

The property composition ratio entry table includes the following items for each property category. This property classification is classified by property classification such as “workstation”, “POS equipment”, “vending machine”, and so on.
(A) Extracted base loan balance, (b) Contract receivable balance causing transfer receivable, (c) Contract receivable balance among contract receivable balance causing transfer receivable.

The prefecture-specific composition ratio entry table includes the following items for each prefecture. The prefectures are classified using the prefecture names such as “Hokkaido”, “Aomori Prefecture”,... “Okinawa Prefecture”.
(A) Extracted base loan balance, (b) Contract receivable balance causing transfer receivable, (c) Contract receivable balance among contract receivable balance causing transfer receivable.

The composition ratio entry table according to the number of remaining payments includes the following items for each receivable balance.
(A) Amount composition of extracted base, (b) Ratio of number of extracted base, (c) Balance of receivables transferred, (d) Amount composition of transferred receivables, (e) Number of transferred receivables, (f) Ratio of number of receivables transferred.

The debtor balance composition ratio entry table includes the following items for each receivable balance.
(A) Amount composition of the extracted base, (b) Composition ratio of the number of obligors of the extracted base, (c) Balance of transferred receivables, (d) Amount composition of transferred receivables, (e) Number of transferred receivables, ( f) Percentage of obligors in assigned receivables.

The lease fee composition ratio entry table includes the following items for each receivable balance.
(A) Amount composition of extracted base, (b) Ratio of number of extracted base, (c) Balance of receivables transferred, (d) Amount composition of transferred receivables, (e) Number of transferred receivables, (f) Ratio of number of receivables transferred.

  In the static analysis, an arrears rate matrix, mid-term churn rate matrix, and bad debt rate matrix are output. Each matrix includes items of an arrears rate, a mid-term cancellation rate, an average of a credit loss rate, a standard deviation, and a start month for each repayment.

  The assigned receivable extraction unit 24 extracts a subject to be liquidated (assigned receivable) from the receivables recorded in the base receivable data storage unit 22. As shown in FIG. 2, the assigned receivables extraction unit 24 functions as balance acquisition means 241, receivable selection means 242, random number generation means 243, dispersion management means 244, summation means 245, and the like. Here, the balance acquisition means 241 calculates the balance of the assigned receivable. The bond selection means 242 selects a transfer target candidate from the bonds recorded in the parent bond data storage unit 22. The random number generation means 243 generates a random number for selecting a transfer target. The dispersion management means 244 confirms the dispersibility of the assigned receivable. The summing unit 245 calculates the total amount of assigned receivables. The bond selecting means 242 further includes a basic data storage unit 242a, a random number digit table storage unit 242b, and a temporary candidate data storage unit 242c, as shown in FIG.

  As shown in FIG. 3A, the basic data storage unit 242a records data relating to the target balance and the dispersibility reference value. The target balance and the dispersibility reference value are set based on the wishes of the originator and arranger.

  In the random number digit table storage unit 242b, as shown in FIG. 3B, data related to the random number digit table in which the difference is associated with the number of digits is recorded. In the present embodiment, the number of digits is set to be smaller as the difference is larger.

  In the temporary candidate data storage unit 242c, as shown in FIG. 3C, data related to the contract number, the case information, and the debtor information is recorded. In the temporary candidate data storage unit 242c, data related to the transferable candidate bond is extracted and recorded using random numbers.

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

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

  Also, at the operation and maintenance stage, collection status report, arrears details table (balance basis), arrears details table (billing basis), unmatch list (debtor), unmatch list (case), unmatch list (collection) , Output a complementary input log. These base bond analysis materials, transfer claims, and registration files are returned to the core system 10. Based on this data, the originator manages the receivables such as the transferred receivables.

With reference to FIGS. 4 and 5, the balance management process for the assigned receivable will be described using the system configured as described above.
(Balance management process)
As shown in FIG. 4, the bond liquidation management system 20 executes balance management processing according to a predetermined schedule.

  First, the transferred receivable extraction unit 24 of the receivable liquidation management system 20 acquires the balance of the transferred receivable (step S1-1). Specifically, the balance acquisition means 241 of the transferred receivable extraction unit 24 identifies a case in which the lease contract remains based on the data stored in the transferred receivable data storage unit 25. Then, the total balance of the transferred receivables is calculated by summing the receivable balances related to the projects scheduled to be collected. Next, the balance acquisition unit 241 supplies this total amount to the bond selection unit 242.

  The receivable selection unit 242 of the transferred receivable extraction unit 24 compares the total balance with the target balance recorded in the basic data storage unit 242a (step S1-2). If there is no balance shortage with respect to the target balance (in the case of “NO” in step S1-2), the assigned receivables extraction unit 24 ends the balance management process.

  On the other hand, when there is a balance shortage with respect to the target balance (in the case of “YES” in step S1-2), the assigned receivables extracting unit 24 executes a receivable extracting process described later (step S1-3). This receivable extraction process is executed to newly extract the assigned receivable in order to make up for the shortage balance.

  Then, after the completion of the claim extraction process, the base bond analysis unit 23 executes the analysis process (step S1-4). The parent bond analysis unit 23 performs various analyzes and outputs the analysis results. This analysis result is provided to the arranger 30 and the rating agency 40, and is operated as a financial product composed of assigned receivables.

(Debt extraction processing)
Next, the above-described bond extraction process (step S1-3) will be described with reference to FIG.
First, in this receivable extraction process, the transferred receivable extractor 24 generates a random number for selecting a transferable candidate receivable (step S2-1). Specifically, first, the random number generation unit 243 generates a random number having a predetermined number of digits. In the present embodiment, a random number having more digits than the maximum number recorded in the random digit table storage unit 242b is generated.

  The bond selection unit 242 acquires the random number generated by the random number generation unit 243. Further, the difference between the credit balance provided from the balance acquisition unit 241 and the target balance recorded in the basic data storage unit 242a is calculated. Then, the bond selection unit 242 specifies the number of random numbers using the random number table stored in the random number table storage unit 242b for the calculated difference. In this random number table, a small number of digits are assigned when the amount is large, and a large number of digits is assigned when the amount is small. Then, the bond selection unit 242 specifies a digit string having the specified number of digits using the random number digit table among the random numbers acquired from the random number generation unit 243. Thereby, when the number of digits of the random number is 1, the probability of the contract number to be selected is 1/10, and when the number of digits of the random number is 3, the probability of the contract number to be selected is 1 / 1000. Therefore, the contract number to be selected is narrowed as the number of digits increases.

  Next, the assigned receivables extraction unit 24 specifies candidates for assignment (step S2-2). Specifically, the bond selection means 242 extracts from the parent bond data storage unit 22 all cases to which a contract number including the number string specified in step S2-1 is included in the lower digits. Then, the temporary candidate data storage unit 242c temporarily stores the candidate for transferable receivable. Then, the receivable selection unit 242 sequentially identifies cases from the transfer receivable candidates recorded in the temporary candidate data storage unit 242c, and executes a process for determining whether transfer is possible.

  Specifically, the assigned receivables extraction unit 24 performs provisional addition of the identified case (step S2-3). In this case, the bond selection unit 242 arbitrarily specifies a case among the cases recorded in the temporary candidate data storage unit 242c. Then, regarding the case, the case information and debtor information recorded in the base bond data storage unit 22 are added to the transfer receivable recorded in the transfer target claim data storage unit 25. A provisional addition flag indicating provisional addition is assigned to this case. The receivable to which the provisional addition flag is assigned in this way virtually constitutes a part of the assigned receivable. Furthermore, the information regarding this case is deleted from the temporary candidate data storage unit 242c.

  Next, the assigned receivable extraction unit 24 calculates a variance value of the assigned receivable (step S2-4). Specifically, the variance management unit 244 calculates the variance value of the entire assigned receivable including the provisionally added item information and debtor information. In this embodiment, a standard deviation is used as the variance value in order to confirm statistical dispersibility. Here, standard deviations are calculated for items such as specific obligors, company size and industry concentration, geographical concentration, product-by-product configuration, balance-by-balance configuration, and supplier concentration.

  Next, the assigned receivable extraction unit 24 determines whether or not the dispersibility of the assigned receivable exceeds the standard (step S2-5). Specifically, the bond selection unit 242 acquires the variance value calculated by the variance management unit 244 and compares it with the dispersibility reference value recorded in the basic data storage unit 242a for each item.

  If the dispersibility cannot be ensured because the dispersibility value is lower than the dispersibility reference value (in the case of “NO” in step S2-5), the assigned receivables extraction unit 24 cancels the provisional addition (step S2-6). Specifically, the receivable selection unit 242 deletes the data related to the case to which the provisional addition flag is assigned from the transfer object receivable data storage unit 25 and excludes it from the object of the transfer receivable.

  On the other hand, when the variance value exceeds the variance standard value and the variance can be secured (in the case of “YES” in step S2-5), the assigned receivables extraction unit 24 confirms the provisional addition (step S2- 7). Specifically, the receivable selection unit 242 records a new transfer flag indicating that this case has been newly added instead of the provisional addition flag assigned to the case, so that it is stored in the transfer target receivable data storage unit 25 as a transfer receivable. Add.

  Next, the assigned receivables extraction unit 24 determines whether the target balance has been cleared (step S2-8). Specifically, the summing unit 245 adds up the total balance of the transferred receivables recorded in the transferable receivable data storage unit 25. The bond selection unit 242 compares the target balance recorded in the basic data storage unit 242a with the total balance calculated by the summing unit 245 to determine whether the target balance has been exceeded. If the balance to which the transferred receivable candidates are added exceeds the target balance (in the case of “YES” in step S2-8), the transferred receivable extracting unit 24 ends the receivable extracting process.

  On the other hand, if the balance to which the transferred receivable candidates are added does not exceed the target balance (in the case of “NO” in step S2-8), the receivable selecting unit 242 selects a candidate to be added next. Here, when the transferred receivable candidates identified in step S2-2 remain in the temporary candidate data storage unit 242c (in the case of “YES” in step S2-9), the next candidate from the temporary candidate data storage unit 242c. Are selected (step S2-2). On the other hand, when all cases extracted using random numbers are used up and no temporary candidates remain in the temporary candidate data storage unit 242c (in the case of “NO” in step S2-9), random numbers are generated again. (Step S2-1). Here, the claim selection means 242 determines the number of digits of the random number to be generated based on the difference between the total balance including the claim balance added in step S2-7 and the target balance. Also in this case, the random number table stored in the random number table storage unit 242b is used. The above processing is continued until the target balance is cleared.

As described above, according to the present embodiment, the following effects can be obtained.
In the above embodiment, the assigned receivable extraction unit 24 generates a random number for selecting the assigned receivable (Step S2-1). And this transfer receivables extraction part 24 specifies a transfer object candidate (step S2-2). Specifically, the bond selection unit 242 extracts all cases to which the contract number including the number string constituting the random number in the lower digits is assigned from the parent bond data storage unit 22. Thereby, the dispersibility of the assigned receivable can be achieved. Therefore, it is possible to diversify the risk by limiting the default to a certain level. In particular, in the case of small-lot claims such as leases and credit claims, transferable claims are extracted from a large number of candidates. Since the extraction process is executed by the transferred receivables extraction unit 24 of the receivables liquidation management system 20, the paperwork can be reduced.

  In the above embodiment, the assigned receivable extraction unit 24 determines whether or not the dispersibility of the assigned receivable exceeds a standard (step S2-5). If the variance value is lower than the variance standard value, the assigned receivables extraction unit 24 cancels the provisional addition (step S2-6). For this reason, it is possible to suppress the mixing of cases that hinder the dispersibility of assigned receivables and to diversify risks.

  -In the said embodiment, the transfer receivable extraction part 24 selects the receivable candidate loan (step S2-1). In this case, the random number generation unit 243 generates a random number with a predetermined number of digits. The bond selection unit 242 acquires the random number generated by the random number generation unit 243. Further, the difference between the credit balance provided from the balance acquisition unit 241 and the target balance recorded in the basic data storage unit 242a is calculated. Then, the bond selection unit 242 specifies the number of random numbers using the random number table stored in the random number table storage unit 242b for the calculated difference. Thereby, the candidate for transfer can be selected according to the difference between the credit balance and the target balance. That is, many candidates can be extracted when the difference is large, and few candidates can be extracted when the difference is small. In this case as well, dispersibility can be maintained because random numbers are used.

  In the above embodiment, if the target balance cannot be cleared even if all cases extracted using random numbers are used and no temporary candidates remain in the temporary candidate data storage unit 242c, random numbers are generated again. (Step S2-1). Also in this case, the number of digits of the random number to be generated is determined based on the difference between the total balance including the added credit balance and the target balance. Also in this case, the random number table stored in the random number table storage unit 242b is used. As a result, when the difference becomes small, the transferred receivable can be extracted while maintaining the dispersibility by increasing the number of digits of the random number.

In addition, you may change the said embodiment into the following aspects.
In the above embodiment, the present invention is not limited to lease receivables, but can be applied to credit receivables, loan receivables and trade receivables.

  In the above-described embodiment, the bond selection unit 242 specifies a digit string having the specified number of digits using the random number digit table among the random numbers acquired from the random number generation unit 243. Instead of this, the number of digits of the random number generated by the random number generation means 243 can be changed. In this case, the random number generation unit 243 holds the random number digit table. The number of random digits generated by acquiring the difference between the credit balance provided from the random number generation unit 243 and the balance acquisition unit 241 and the target balance recorded in the basic data storage unit 242a and using the random number table. To change.

In the above embodiment, the assigned receivables extraction unit 24 sequentially identifies the transfer target candidates recorded in the temporary candidate data storage unit 242c (step S2-2). Then, the assigned receivable extraction unit 24 provisionally adds the identified cases (step S2-3), and calculates a distributed value of the assigned receivable (step S2-4). Then, the assigned receivable extraction unit 24 determines whether or not the dispersibility of the assigned receivable exceeds the standard (step S2-5). Instead of this, the transfer receivable extraction unit 24 may temporarily add the transfer target candidates recorded in the temporary candidate data storage unit 242c in a batch. In this case, the variance value of the entire transferred receivable is calculated including the provisionally added cases. If the dispersibility cannot be ensured because the dispersive value is lower than the dispersibility reference value, each case is individually added as in steps S2-2 to S2-7. As a result, when the provisional addition can be performed collectively, the transferred receivable can be efficiently extracted. Also in this case, an appropriate number of cases can be extracted by using the random number digit table recorded in the random number digit table storage unit 242b.

  In the above embodiment, when the variance value is lower than the dispersibility reference value (in the case of “NO” in step S2-5), the assigned loan extractor 24 cancels the provisional addition (step S2-6). In addition to this, provisional addition may be performed when the variance before provisional addition is improved. Specifically, the bond selection means 242 holds the initial variance value, and if the variance value is improved by provisional addition even when the variance value exceeds the variance reference value, the provisional addition is confirmed. To do. Thereby, even when the dispersibility is poor from the beginning, it can be improved by addition.

  In the above embodiment, the random number table storage unit 242b holds the random number table in which the relationship between the difference amount and the number of digits is fixed. Instead, the relationship between the difference and the number of digits may be changed using a statistical representative value (average value, median value, mode value, etc.) of the base bond. In this case, in order to calculate the representative value, the assigned receivables extracting unit 24 holds a predetermined statistical function (representative value calculating function) for substituting each balance of the base receivable. Further, a plurality of random number digit tables are held in correspondence with the representative value range. In the bond extraction process, the bond selection unit 242 calculates the representative value of the parent bond using the representative value calculation function for the bond recorded in the parent bond data storage unit 22. Then, the bond selection unit 242 specifies a random digit table that includes the calculated representative value in the representative value range. Then, the bond selection unit 242 specifies the number of random numbers used for bond extraction using the specified random number digit table (step S2-1). Thereby, the number of loan candidates extracted according to the balance status of the bond recorded in the parent bond data storage unit 22 can be changed.

1 is a schematic diagram of a system according to an embodiment of the present invention. Explanatory drawing of the functional block of one Embodiment of this invention. It is description of the data which transfer receivable extraction means hold | maintain, Comprising: (a) is a basic data memory | storage part, (b) is a random number digit table memory | storage part, (c) is explanatory drawing of the data recorded on the temporary candidate data memory | storage part . Explanatory drawing of the process sequence of one Embodiment of this invention. Explanatory drawing of the process sequence of one Embodiment of this invention. Conceptual diagram of liquidation of bonds.

Explanation of symbols

  DESCRIPTION OF SYMBOLS 10 ... Core system, 20 ... Bond liquidation management system, 21 ... Data converter, 22 ... Mother bond data storage part, 23 ... Mother bond analysis part, 24 ... Assignment loan extraction part, 25 ... Transfer object loan data storage part, 26 ... Registration file creation unit, 241 ... Balance acquisition means, 242 ... Credit selection means, 243 ... Random number generation means, 244 ... Distribution management means, 245 ... Addition means, 242a ... Basic data storage section, 242b ... Random number digit table storage section, 242c: Temporary candidate data storage unit.

Claims (5)

Transfer candidate data storage means for recording information relating to a candidate for receivable to be transferred in association with a contract number;
Debt attribute data storage means that records information on debtor attributes and project attributes for each bond,
A receivable balance of transferable receivables to be securitized, and transferable receivable data storage means for recording attribute information of the obligor of the transfer receivable;
A control unit for managing transferred receivables, and using a bond liquidation management system that holds a random number digit table for determining the number of random numbers corresponding to the difference between the target balance and the balance of transferred receivables A method for extracting a loan to be liquidated,
The control unit is
Comparing the balance of receivables and the target balance recorded in the transferred receivables data storage means;
If the receivable balance is less than the target balance, calculate the difference between the target balance and the balance of the transferred receivable, determine the number of random numbers used for receivable extraction processing using the random number digit table, Generating a random number of the number of digits, and performing a claim extraction process for extracting a claim including this random number in the lower digits of the contract number from the transfer candidate data storage means;
Performing a provisional addition process of adding the balance of the extracted receivable to the receivable balance of the transfer receivable;
Obtaining information on debtor attributes and project attributes recorded in the debt attribute data storage means, and performing a dispersion management process for calculating a variance value for each attribute;
A claim liquidation management method characterized in that the claim extraction processing, provisional addition processing, and dispersion management processing are performed on a claim whose variance value is equal to or greater than a reference value until the claim balance of the assigned claim reaches the target balance.   The claim liquidation management method according to claim 1, wherein the control unit further executes a step of outputting an analysis form displaying a variance value for each attribute.   Transfer candidate data storage means for recording information relating to a candidate for receivable to be transferred in association with a contract number;
  Debt attribute data storage means that records information on debtor attributes and project attributes for each bond,
  Transfers that record the balance of transferable receivables to be securitized and the attribute information of debtors of the transferred receivables
Bond data storage means;
  It has a control unit that manages transferred receivables, holds a random number digit table for determining the number of digits of random numbers corresponding to the difference between the target balance and the balance of transferred receivables, and extracts receivables A debt liquidation management system,
  The control unit is
  Means for comparing the balance of claims and the target balance recorded in the assigned claims data storage means;
  If the receivable balance is less than the target balance, calculate the difference between the target balance and the balance of the transferred receivable, determine the number of random numbers used for receivable extraction processing using the random number digit table, Means for generating a random number of the number of digits and performing a claim extraction process for extracting a claim including the random number in the lower digits of the contract number from the transfer candidate data storage means;
  Means for performing provisional addition processing for adding the balance of the extracted receivable to the receivable balance of the transfer receivable;
  Acquires information on obligor attributes and project attributes recorded in the debt attribute data storage means, and functions as a means for performing distributed management processing for calculating a variance value for each attribute,
  A claim liquidation management system that performs the claim extraction processing, provisional addition processing, and distributed management processing on a claim whose variance value is equal to or greater than a reference value until the claim balance of the assigned claim reaches the target balance.   4. The bond liquidation management system according to claim 3, wherein the control unit further functions as means for outputting an analysis form displaying a variance value for each attribute.   Transfer candidate data storage means for recording information relating to a candidate for receivable to be transferred in association with a contract number;
  Debt attribute data storage means that records information on debtor attributes and project attributes for each bond,
  A receivable balance of transferable receivables to be securitized, and transferable receivable data storage means for recording attribute information of the obligor of the transfer receivable;
  A control unit that manages transferred receivables, and uses a receivable liquidation management system that holds a random number digit table to determine the number of random numbers corresponding to the difference between the target balance and the balance of transferred receivables. A program for extracting receivables
  The control unit
  Means for comparing the balance of claims and the target balance recorded in the assigned claims data storage means;
  If the receivable balance is less than the target balance, calculate the difference between the target balance and the balance of the transferred receivable, determine the number of random numbers used for receivable extraction processing using the random number digit table, Means for generating a random number of the number of digits and performing a claim extraction process for extracting a claim including the random number in the lower digits of the contract number from the transfer candidate data storage means;
  Means for performing provisional addition processing for adding the balance of the extracted receivable to the receivable balance of the transfer receivable;
  Means for obtaining information on obligor attributes and project attributes recorded in the debt attribute data storage means, and performing distributed management processing for calculating a variance value for each attribute;
  A claim that causes the claim whose variance value is equal to or greater than a reference value to function as means for performing the claim extraction process, provisional addition process, and distributed management process until the balance of the assigned claim reaches the target balance Liquidation management program.

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