JP4493358B2 - Operation data management system, operation data management program, and operation data management method - Google Patents

Description

  The present invention relates to an operation data management system, an operation data management program, and an operation data management method for managing operation data disclosed to an investment company by an asset management company that manages assets such as pensions.

  In recent years, the “Japanese Master Trust” has been introduced as a service business form to improve the efficiency of asset management and operation of pension funds. Originally, Master Trust is a system introduced in the United States, including transaction settlement of securities and cash balance management, cash management (appropriate allocation and liquidity management of settlement funds), portfolio accounting (book value balance of managed assets and profit / loss management) It also has functions such as disclosure of investment management results to customers. In Japan, the introduction of asset management results is being promoted in the functions of this US master trust. In other words, the introduction of a system to disclose information on each asset management company to pension sponsors and management companies such as pension funds is being promoted, and a system that collects and discloses information from each asset management company is provided. (See Non-Patent Document 1 and Non-Patent Document 2).

http://www.nri.co.jp/opinion/it_solution/2000/pdf/IT20000303.pdf http://www.nri.co.jp/opinion/it_solution/1999/pdf/IT19990206.pdf

  By the way, pension sponsors such as pension funds and asset management companies, when information related to asset management from asset management companies such as trust banks is disclosed via a prescribed information disclosure system, based on the disclosed information Analysis of operational status is conducted. In other words, a return rate or the like is calculated based on the disclosed information, and an analysis of whether or not proper asset management is performed is performed.

  Here, when the disclosed information does not have consistency with a predetermined accounting standard or the like, there is a problem that the pension sponsor or the like cannot accurately analyze the operation status. In addition, a great amount of labor is required to check the validity of the disclosed information, and the labor for correcting the disclosed information is increased. Accordingly, disclosed information, for example, each of transaction data related to various transactions disclosed by a plurality of asset management companies is required to be consistent and appropriate data.

  An object of the present invention is to provide an operation data management system, an operation data management program, and an operation data management method for confirming the consistency of operation data related to asset management including transaction data disclosed by the asset management company to the management company. That is.

The operation data management system according to claim 1 is stored in transaction data storage means for storing transaction data for each transaction related to asset operation disclosed by the asset management company to the management company, and stored in the transaction data storage means. The asset management company according to the matching condition storage means for storing the matching condition of the transaction data, the check in the transaction for checking the consistency in one transaction data regarding one transaction, and the case of passing through the rights Selection means for selecting one of the inter-transaction checks for checking the consistency between a plurality of transaction data relating to one transaction when the transaction data created by is different, and the inter-transaction check is selected in the selection means If, when passing through the rights, among the plurality of alignment conditions stored in the match condition storage unit parent Using matching conditions for confirming the book value decrease and consistency and book value increase of rights, transaction data and rights related to parental carrying value decreased among the plurality of transaction data stored in said transaction data storage means Check the consistency between the items regarding the transfer book value with the transaction data related to the book value increase, and among the plurality of matching conditions stored in the matching condition storage means, the book value reduction of the rights and the parent stock book Using the matching condition for confirming the consistency with the price increase, among the plurality of the transaction data stored in the transaction data storage means, the transaction data relating to the decrease in the book value of rights and the transaction data relating to the increase in the parent book value; Check the transfer book value between items, and if not via rights, the parent stock among a plurality of the matching conditions stored in the matching condition storage means Transaction data relating to a decrease in the parent book value and an increase in the new book value among a plurality of the transaction data stored in the transaction data storage means, using matching conditions for confirming the consistency between the price decrease and the increase in the new share book value Consistency confirmation means for confirming consistency between items of the transfer book value with respect to transaction data related to the transaction data, and inconsistency between the transaction data is confirmed by the consistency confirmation means And a warning means for warning that.

According to the operation data management system described in claim 1, the asset management company confirms the consistency in the transaction data for each transaction related to the asset management disclosed to the management company such as the pension sponsor based on the matching condition. In case of inconsistency, a warning is given. Therefore, it is possible to disclose appropriate transaction data that matches a predetermined matching condition, and to easily identify which transaction data is inconsistent by giving a warning to inconsistent transaction data. Can be identified. Therefore, an investment management company such as an annuity sponsor can accurately analyze the asset management status using the disclosed appropriate transaction data. In addition, consistency between a plurality of transaction data related to one transaction is confirmed. In other words, confirming the consistency between multiple transaction data created for complex transactions that cannot be expressed by a single transaction data, such as transactions with paid-in capital increases or convertible bond-type bonds with stock acquisition rights. Can do. Therefore, it is possible to confirm the consistency of a plurality of transaction data related to one transaction and appropriately disclose the transaction data.

According to a second aspect of the present invention, there is provided a management data management program that uses a computer for confirming the consistency of transaction data related to asset management disclosed by the asset management company to the asset management company. Transaction data storage function for storing transaction data, alignment condition storage function for storing the alignment conditions of the transaction data stored by the transaction data storage function, and in the transaction for checking consistency in one transaction data regarding one transaction If the transaction data created by the asset management company is different depending on whether it is via a rights or not , a check between transactions that checks consistency between a plurality of transaction data related to one transaction selection function of selecting, when the check between the transaction is selected by the selection function, the rights When derived, using the matching conditions for confirming the consistency with the carrying amount increased parent carrying amount decreases and rights among the plurality of alignment conditions stored by the matching condition storage function, the transaction data Check the consistency between items of the transfer book value between the transaction data related to the decrease in the parent book value and the transaction data related to the increase in the book value of rights among the plurality of transaction data stored by the storage function , and Among the plurality of matching conditions stored by the matching condition storage function, a plurality of the conditions stored by the transaction data storage function using the matching conditions for confirming the consistency between the book value decrease of the rights and the parent book value increase. The consistency of the transfer book value between the transaction data related to the decrease in the book value of rights and the transaction data related to the increase in the parent book value is confirmed. In the case of not going through the rights, the matching condition for confirming the consistency between the decrease in the parent book value and the increase in the new book value among the plurality of matching conditions stored by the matching condition storage function, Consistency check for confirming the consistency between items of the transfer book value between the transaction data relating to the decrease in the parent book value and the transaction data relating to the increase in the new book value among the plurality of the transaction data stored by the transaction data storage function When the inconsistency between the transaction data is confirmed by the function and the consistency confirmation function, the function is made to function as a warning function that warns that there is an inconsistency.

According to the operation data management program described in claim 2 , by incorporating the operation data management program in the computer, matching in the transaction data for each transaction related to the operation of the asset disclosed to the asset management company by the asset management company It can be made to function based on matching conditions, and in the event of a mismatch, a warning is issued. Accordingly, it is possible to disclose appropriate transaction data and to disclose inconsistent transaction data in a state that can be easily identified by issuing a warning. Therefore, an annuity sponsor or the like can accurately analyze the asset management status using the disclosed appropriate transaction data. In addition, consistency between multiple transaction data created for complex transactions that cannot be expressed by a single transaction data, such as transactions with paid-in capital increases or convertible bond-type bonds with stock acquisition rights, should be confirmed. You can make your computer function. Accordingly, it is possible to confirm the consistency of a plurality of transaction data related to one transaction and disclose appropriate transaction data.

Further, the operation data management method according to claim 3 is an operation data management method for managing transaction data related to asset management disclosed by the asset management company to the asset management company. The asset management company in the matching condition setting step for setting the matching condition of the transaction data, the check in the transaction for checking the consistency in one transaction data regarding one transaction, and the case of passing through the rights and the case of not passing through the rights A selection step of selecting one of the inter-transaction checks for checking consistency between a plurality of transaction data related to one transaction when the transaction data generated by the transaction data are different, and the inter-transaction check is selected in the selection step If, when passing through the Lights, before a plurality of set in the matching condition setting step Using matching conditions for confirming the consistency with the carrying amount increased parent carrying amount decreases and rights of the matching condition relates to the carrying amount increased transaction data and rights related to the parent strain carrying value decreased among the plurality of transaction data Confirm the consistency between items in the transfer book value with the transaction data, and among the multiple matching conditions set in the matching condition setting step, the decrease in the book value of rights and the increase in the parent book value Consistency between items on transfer book value between the transaction data related to the decrease in the book value of rights and the transaction data related to the increase in the parent book value among a plurality of the above transaction data using the matching conditions for confirming the consistency In the case of not going through rights, the matching of the decrease in the parent book value and the increase in the new book value among the multiple matching conditions set in the matching condition setting step Using matching conditions to confirm and verify the consistency between fields for change book value between the transaction data relating to transaction data and share book value increased about parental carrying amount decreased among the plurality of transaction data The method includes a consistency check step, and a warning step that warns that the transaction data is inconsistent when the inconsistency between the transaction data is confirmed in the consistency check step.

According to the operation data management method described in claim 3 , the consistency in the transaction data for each transaction related to the operation of the asset that the asset management company discloses to the management company is confirmed based on the matching condition. In the case of, a warning is given. Accordingly, since appropriate transaction data can be disclosed, an annuity sponsor or the like can accurately analyze the asset management status using the disclosed appropriate transaction data. In addition, to confirm the consistency between multiple transaction data created for complex transactions that cannot be expressed by a single transaction data, such as transactions with paid-in capital increase or convertible bond-type bonds with stock acquisition rights. Can do. Therefore, it is possible to confirm consistency of a plurality of transaction data related to one transaction and to disclose appropriate transaction data.

  According to the operation data management system of the present invention, the asset management company checks the consistency of transaction data related to asset management disclosed to the asset management company based on the matching conditions, and warns in the event of inconsistencies. ing. Therefore, it is possible to disclose appropriate transaction data that matches a predetermined matching condition, and to easily identify which transaction data is inconsistent by giving a warning to inconsistent transaction data. Can be identified. For this reason, pension sponsors, for example, make changes or corrections to match the disclosed transaction data to a prescribed format by specifying that the conformance condition conforms to a prescribed format. It is possible to analyze the operational status. In addition, since a warning is given to inconsistent transaction data, the inconsistent transaction data can be easily identified and corrected, and the operation status can be analyzed easily and accurately.

  Further, it is possible to confirm the consistency of the operation data indicating the operation status of the asset based on the transfer amount based on the transaction within the predetermined period and the difference between the balances before and after the predetermined period. That is, after confirming that the transfer amount based on the transaction is appropriately reflected in the balance, it is possible to disclose operational data indicating the operational status of the asset. Therefore, it is possible to accurately analyze whether or not the asset has been appropriately operated in the predetermined period.

  Further, according to the operational data management program according to the present invention, the computer can function as an operational data management system by incorporating the operational data management program into the computer. Therefore, since the management data including appropriate transaction data and balance data can be disclosed, the pension sponsor can analyze the appropriate asset management status using the disclosed appropriate management data. .

  Further, according to the operational data management method according to the present invention, operational data including appropriate transaction data and balance data confirmed to have consistency can be disclosed. Therefore, an annuity sponsor or the like can accurately analyze the asset management status using the disclosed appropriate management data.

  Hereinafter, an operational data management system according to an embodiment of the present invention will be described with reference to the drawings.

  FIG. 1 is a block diagram of the entire system including an operational data management system according to an embodiment of the present invention. As shown in FIG. 1, operational data management systems 2a, 2b, and 2c are asset management company systems 6a, 6b, and 6c installed in asset management companies such as trust banks that manage assets such as pension funds. Each is connected. The operation data management systems 2a, 2b, and 2c are connected to a pension sponsor system 8 installed in a pension sponsor that is an operation company via a network 4. Here, each asset management company discloses operational data indicating the operational status of the asset to the pension sponsor via the operational data management systems 2a, 2b, and 2c.

  FIG. 2 is a block diagram of the operational data management system 2a according to the embodiment of the present invention. As shown in FIG. 2, the operational data management system 2a includes a data control unit 10 that controls processing of data in the operational data management system 2a. A communication control unit 12 that controls communication between the asset management company system 6 a and the pension sponsor system 8 is connected to the data control unit 10. Further, the data control unit 10 stores an operation data storage unit 14 that stores operation data indicating the operation status of assets in the asset management company, and a data storage that stores consistency conditions used when checking the consistency of the operation data. The part 16 is connected.

  The operation data storage unit 14 stores operation data indicating the operation status of assets disclosed by the asset management company. This operation data includes transaction data, that is, data indicating the contents of transactions related to asset management, and balance data, that is, data indicating the balance of assets.

  FIG. 3 is a diagram showing an example of transaction data according to the embodiment of the present invention. In FIG. 3, an outline of transaction data indicating the contents of a transaction in which a US T-note was purchased, executed on October 17, 2001, delivered on the same day, and settled locally is shown. Yes. As shown in Fig. 3, transaction data includes portfolio (asset) code, contract date, delivery date, securities type, transaction content code, transaction currency, issue code, contract amount, clearing amount, accrued interest and transfer book value. It consists of items such as.

  FIG. 4 is a diagram showing an example of balance data according to the embodiment of the present invention. FIG. 4 shows the balance as of November 30, 2001 in the portfolio with the portfolio code “12345678” that owns the Bundes bond. As shown in FIG. 4, the balance data includes items such as portfolio code, balance date, securities type, transaction currency, brand code, and book value balance. The balance data is created every time a balance is changed, every day, or the like when a transaction is performed, and stored in the operational data storage unit 14.

  In addition, the data storage unit 16 stores data indicating matching conditions, that is, conditions used when checking the consistency of operational data. Here, the management data created in each asset management company has differences in expression, for example, investment trust classifications and journal entries, etc., and the format of the created management data may differ. . For this reason, an “expected processing standard” has been created that indicates standards that should be matched at a minimum, such as the items required when measuring the rate of return based on the management data disclosed by pension sponsors and analyzing the management status. Yes. As a condition for confirming whether or not the operational data disclosed by the asset management company matches this assumed processing standard, that is, whether or not the operational data has consistency based on the assumed processing standard. The matching conditions are set and stored in the data storage unit 16. As the matching condition, for example, as a condition relating to transaction data, “change book value + prepayment transfer amount = clearing amount. Accrued interest-withholding tax = prepayment transfer amount.” It is stored in the storage unit 16. Note that the configuration of the operational data management systems 2b and 2c is the same as the configuration of the operational data management system 2a, and a description thereof will be omitted.

  Here, whether or not the operational data matches the assumed processing standard is confirmed based on three check items. That is, an intra-transaction check for checking consistency within one transaction data (one record) regarding one transaction, an inter-transaction check for checking consistency between a plurality of transaction data regarding one transaction, and before and after a predetermined period Is confirmed based on the three check items of the transaction balance related check for checking whether or not the difference between the balances in FIG.

  FIG. 5 is a block configuration diagram of the asset management company system 6a according to the embodiment of the present invention. As shown in FIG. 5, the asset management company system 6a includes a data control unit 20 that controls data processing in the asset management company system 6a. Connected to the data control unit 20 are a communication control unit 22 that controls communication with the operation data management system 2a and a data storage unit 24 that stores operation data indicating the operation status of assets. The data control unit 20 is connected to a display unit 26 that displays operational data stored in the data storage unit 24.

  In the data storage unit 24, operational data indicating the operational status of assets managed by the asset management company in which the asset management company system 6a is installed, that is, transaction data as shown in FIG. 3 and as shown in FIG. Operation data including the balance data is stored. This operational data is created based on an assumed processing standard set in the operational data management system 2 a and stored in the data storage unit 24. The operational data stored in the data storage unit 24 is transmitted to the operational data management system 2a via the communication control unit 22 and the network 4, and after the consistency is confirmed in the operational data management system 2a, the pension It is disclosed in a sponsor or the like. The configuration of the asset management company systems 6b and 6c is the same as the configuration of the asset management company system 6a, and thus the description thereof is omitted.

  Next, operational data management processing by the operational data management system according to the embodiment of the present invention will be described with reference to the flowchart of FIG. In the following, an example will be described in which the operational data management system 2a confirms the consistency of transaction data of the asset management company in which the asset management company system 6a is installed.

  First, a check item for confirming whether or not the operation data disclosed to the pension sponsor matches the assumed processing standard is selected (step S10). That is, it is selected whether to perform an intra-transaction check or an inter-transaction check on the consistency of transaction data included in operational data. The selection of the check item is, for example, management of the disclosure information on the check item selection screen displayed on the display unit 26 of the asset management company system 6a that has logged in to the operation data management system 2a via the network 4, for example. This is done by the administrator or the like specifying a check item using a pointing device such as a mouse and clicking.

  Next, operational data to be checked is designated (step S11). For example, on the check target operation data designation screen displayed on the display unit 26 of the asset management company system 6a, etc., by checking the portfolio code indicating the check target portfolio and the target period via the input unit (not shown) Specify the target operational data.

  Next, based on the check item selected in step S10, the consistency of the transaction data included in the operation data to be checked designated in step S11 is confirmed (step S12). That is, the consistency of transaction data is confirmed by performing confirmation based on one of the check items in the transaction check and the transaction check for the specified transaction data.

  Here, when the intra-transaction check is selected as the check item in step S10, the operation data designated in step S11 is extracted from the operation data stored in the operation data storage unit 14. Then, for each piece of transaction data included in the extracted operation data, it is checked whether or not the matching condition is met. For example, as the matching condition stored in the data storage unit 16, condition 1 “change book value + prepayment transfer amount = clearing amount” and condition 2 “accrued interest-withholding tax = prepayment transfer amount” are set. And In this case, condition 1 is “transfer book value (× 1) + prepayment transfer amount (× 1) + clearing amount (× (−1)) = 0”, and condition 2 is “accrued interest (× 1) + The check is performed by transforming with withholding tax (× (−1)) + prepayment transfer amount (× (−1)) = 0 ”. For example, when the transaction data shown in FIG. 3 is designated as transaction data to be checked, the coefficients in the above conditions 1 and 2 are applied to each item, and whether or not the conditions 1 and 2 are satisfied. Perform the check. That is, the transfer book value “324, 960, 375”, the advance payment transfer value “3, 545, 390” and the settlement amount value “328, 505, 765” are applied to the condition 1, and “324, 960” , 375 + 3, 545, 390-328, 505, 765 = 0 ”. In addition, the accrued interest value “3,545,390”, the withholding tax value “0”, and the prepayment transfer value “3,545,390” are applied to the condition 2 to obtain “3,545,390-0− 3, 545, 390 = 0 ”.

  On the other hand, if inter-transaction check is selected as a check item in step S10, whether or not there is consistency among a plurality of transaction data related to one transaction included in the operation data specified in step S11. Is checked. In other words, in the case of corporate actions such as stock splits and capital increases, and derivative transactions, multiple transaction data are created for each transaction, so it is necessary to confirm that there is consistency among the multiple transaction data. The check is performed between transactions.

  FIG. 7 is a diagram illustrating an example of matching conditions for inter-transaction checks stored in the data storage unit 16. In FIG. 7, the consistency condition in the case of checking the consistency between the transaction data regarding a paid-in capital increase transaction is shown. The matching condition for the inter-transaction check is set so that the check is performed in units of groups as shown in FIG. 7 because there are a plurality of transaction data for one transaction. That is, for the group 8, the matching condition is set such that the value of the transfer book value of the transaction content “CID” is equal to the value of the transfer book value of the transaction content “CII”. This group 8 consistency condition is a condition for confirming that the decrease in the book value of the parent stock and the increase in the number of new shares are balanced when the paid-in capital increases. For the group 9, the matching condition is set such that the value of the transfer book value of the transaction content “ISD” is equal to the value of the transfer book value of the transaction content “ISI”. The matching conditions for Group 9 are conditions for confirming that there is a balance between the disappearance of rights when adding paid-in capital and the increase in new shares.

  Here, the two matching conditions for Group 8 and Group 9 are set even when transactions related to the same paid-in capital increase are performed, transaction data created by the asset management company may differ Because. For example, in a paid-in capital increase transaction, the transaction data created differs depending on whether it is via rights (meaning the right to purchase new shares resulting from a stock split) or not via rights. . Therefore, in any case, the matching conditions of the group 8 and the group 9 are set so that the consistency between transaction data can be confirmed.

  FIG. 8 is a diagram illustrating an example of transaction data related to a paid-in capital increase transaction. A group of transaction data related to transactions when going through rights is group A, and a group of transaction data related to transactions not going through rights is called group B. In the A group, five transaction data of 001 to 005 have been created for transactions in the case of going through rights with capital increase, and the transaction content of 001 is “CID”, the transaction content of 002 is “CII”, 003 The transaction content of “004” is “CIP”, the transaction content of “004” is “ISD”, and the transaction content of “005” is “ISI”. Therefore, 001 and 002 are confirmed as group 8 and consistency is confirmed, and 004 and 005 are confirmed as group 9 and consistency is confirmed. That is, based on the matching condition of group 8 (see FIG. 7), {change book value of transaction content “CID” × (+1)} − {change book value of transaction content “CII” × (−1)} value If the calculated value is “0”, it is confirmed that there is consistency. Therefore, the value of the change book value “2,562,070” of 002 is subtracted from the value of the change book value “2,562,070” of 001, and the change amount of the book value is equal between the transaction data of 001 and 002. Make sure that

  Next, based on the matching conditions of Group 9 (see FIG. 7), {transaction book value of transaction content “ISD” × (+1)} − {change book value of transaction content “ISI” × (−1)} A value is calculated. If the calculated value is “0”, it is confirmed that there is consistency. Accordingly, the value of the change book value “2,613,615” of 005 is subtracted from the value of the change book value “2,613,615” of 004, and the change amount of the book value is equal between the transaction data of 004 and 005. Make sure that

  In Group B, three transaction data 001 to 003 have been created for transactions that do not go through rights with paid-in capital increase. The transaction content of 001 is “CID”, the transaction content of 002 is “CII”, and The transaction content of 003 is “CIP”. Therefore, the consistency is confirmed with 001 and 002 as group 8. That is, based on the matching condition of group 8 (see FIG. 7), the value of the change book value “2,562,070” of 002 is subtracted from the value of the change book value “2,562,070” of 001, and 001 It is confirmed that the transfer amount of the book value is equal between the transaction data of 002 and 002.

  Next, when the confirmation result based on the check item of either the intra-transaction check or the inter-transaction check performed in step S12 indicates inconsistency (step S13), the inconsistency is confirmed. A warning message indicating this is created (step S14), and the confirmation result is stored in the data storage unit 16 together with the created warning message (step S15). For example, if the inconsistency is confirmed because the total value of the transfer book value and the advance payment change amount does not match the clearing amount as a result of the in-transaction check, "" Change book value + advance payment transfer amount = total The value condition is not met. A warning message such as “ Then, the confirmation result is stored in the data storage unit 16 together with the generated warning message.

  On the other hand, when it is confirmed that there is consistency (step S13), the confirmation result is stored in the data storage unit 16 (step S15). For example, when the consistency in one transaction data related to one transaction is confirmed by the intra-transaction check, a confirmation result indicating that the transaction data has consistency is stored in the data storage unit 16.

  Next, operation data management processing by the operation data management system according to the embodiment of the present invention will be described with reference to the flowchart of FIG. In the following, a case where the operation data management system 2a confirms the consistency of the operation data based on the balance and the transfer amount of cash will be described as an example.

  First, the transaction balance related check is selected as a check item when confirming whether or not the operation data disclosed to the pension sponsor matches the assumed processing standard (step S20), and the operation data to be checked is designated. (Step S21). Note that the processes in steps S20 and S21 described above are the same processes as steps S10 and S11 in the flowchart of FIG.

  Next, based on the operation data for the predetermined period specified in step S21, the amount of change due to the transaction within the predetermined period is totaled (step S22). That is, the transaction data in the period specified in step S21 is extracted from the transaction data included in the operation data stored in the operation data storage unit 14, and each transaction is performed based on each extracted transaction data. The transfer amount is calculated, and the calculated transfer amount is totaled.

  FIG. 10 is a diagram illustrating an example of coefficients used when calculating the amount of change stored in the data storage unit 16. Here, as shown in FIG. 10, there are cases where the funds are recorded on the basis of the contract date and there are cases where the funds are recorded on the basis of the delivery date, so whether the fund is based on the contract date or the delivery date. The coefficient used when calculating the transfer amount based on the transaction is different. For example, in the case of a fund for which a contract base is designated, calculation is performed for items whose coefficients shown in FIG. 10 are “1”, “−1”, “3” and “−3”, and the transfer amount is Calculated. In addition, in the case of a fund for which a delivery base is designated, calculation is performed for items whose coefficients shown in FIG. 10 are “1”, “−1”, “2” and “−2”, and the transfer amount is Calculated.

  FIG. 11 is a diagram for explaining processing for calculating a transfer amount based on a transaction within a predetermined period. FIG. 11 shows the amount of change when a transaction is made on a contract basis, that is, the amount of change in cash generated by purchasing a security with the issue code US9128276J61. Here, a coefficient (see FIG. 10) for calculating the transfer amount of cash is set as shown in FIG. That is, in FIG. 11, since a buy transaction is performed on a contract basis, a factor of “3” is added to the accrued interest item (item added to the contract date and subtracted from the delivery date), the withholding tax item (the contract date) The coefficient “−3” is shown in the item subtracted and added to the delivery date), and the coefficient “−1” is shown in the item of the settlement amount (item subtracted on the contract date). Therefore, the transfer amount is calculated as “3,545,390 (accrued interest) −0 (withholding tax) −328,505,765 (clearing amount) = − 324,960,375”. Note that the amount of cash transfer based on other transactions during the designated period is calculated in the same manner, and the calculated amount of cash transfer for each transaction is aggregated. Further, the total transfer amount is stored in the data storage unit 16.

  Next, based on the operational data for the predetermined period specified in step S21, the balance difference between the predetermined period and the next period is calculated (step S23). That is, based on the balance data included in the operation data stored in the operation data storage unit 14, the balance at the end of the predetermined period is subtracted from the balance at the beginning of the predetermined period to calculate the balance difference. For example, based on the balance data included in the operational data, the difference between the balance before purchasing the securities with the brand code US9128276J61 and the balance after purchasing the securities is calculated.

  Next, the consistency between the balance difference and the transfer amount based on the transaction within a predetermined period is confirmed (step S24). For example, the calculated balance difference is compared with the transfer amount based on the transaction in which the securities with the brand code US9128276J61 are purchased, and it is confirmed that the operational data is consistent.

  If the operational data does not have consistency, that is, if an inconsistency between the balance and the transfer amount is confirmed (step S25), a warning message is generated to warn that there is an inconsistency (step S25). S26) The confirmation result is stored in the data storage unit 16 together with the generated warning message (step S27). On the other hand, when the consistency of the operational data is confirmed (step S25), the confirmation result is stored in the data storage unit 16 (step S27). Note that the processing from step S25 to step S27 is the same as the processing from step S13 to step S15 shown in the flowchart of FIG. Further, when the asset management company in which the asset management company system 6b is installed and the asset management company in which the asset management company system 6c is installed disclose operation data to the pension sponsor, the operation data management systems 2b and 2c. In each of the above, the same processing as described above is performed.

  Here, the management data disclosed by the asset management company to the pension sponsor, for example, the consistency of the transaction data and balance data related to transactions for one month is confirmed, and the confirmed management data is sent to the pension sponsor. Disclosed. For example, a monthly report that checks the consistency of the balance based on the difference between the transfer amount based on transactions during the month and the balance at the beginning of the month and the balance at the end of the month, and reports the operational status of the asset for the operation data for January. The prepared monthly report is disclosed to the pension sponsor, and the operational data confirmed to be consistent is disclosed to the pension sponsor. For example, the data of the created monthly report is uploaded to the homepage of the asset management company, and the uploaded data is connected to the operational data management system 2a by the pension sponsor system 8 via the network 4, and the monthly report Operation data is disclosed by downloading the data.

  According to the operational data management system according to the embodiment of the present invention, the consistency of transaction data disclosed to an annuity sponsor or the like is confirmed by an asset management company. That is, the transaction data is disclosed after a check is made as to whether the disclosed transaction data conforms to the assumed processing standard. Therefore, when processing the disclosed transaction data, such as calculating the rate of return in an annuity sponsor, etc., it is possible to easily analyze the operational status easily without reconfirming the consistency of the disclosed transaction data. Can be used for processing.

  In addition, according to the operational data management system according to the embodiment of the present invention, transaction data is disclosed together with a confirmation result of transaction data consistency or a warning message for warning that the confirmation result is inconsistent. Therefore, it is possible to easily confirm which transaction data is inconsistent among the disclosed transaction data, and search for and extract inconsistent transaction data from the disclosed transaction data. Therefore, it is possible to effectively reduce the labor for correcting transaction data.

  In addition, according to the operational data management system according to the embodiment of the present invention, when a plurality of transaction data is created for one transaction, the consistency between the transaction data is confirmed. Therefore, it is possible to accurately confirm the consistency of transaction data relating to special transactions such as paid capital increase. In addition, for example, in the case of paid capital increase, even if the transaction data created by the asset management company is different, such as when going through rights and not going through rights, the consistency between the transaction data is confirmed appropriately it can.

  Further, according to the operational data management system according to the embodiment of the present invention, the consistency of operational data indicating the operational status of assets is determined by the transfer amount based on transactions within a predetermined period, the initial balance for a predetermined period, and the predetermined period. This is confirmed by checking against the balance difference at the end. Therefore, since appropriate management data having consistency is disclosed, the pension sponsor or the like can easily and accurately analyze the asset management status using the disclosed management data.

  Further, according to the operation data management system according to the above-described embodiment, an assumed processing standard is created, and consistency is confirmed based on whether or not the disclosed operational data matches the assumed processing standard. Therefore, for example, even if items used when calculating the rate of return, etc. due to changes in accounting standards or amendments to the law, it is possible to easily respond by changing the assumed processing standards. it can.

  In addition, in the operational data management system according to the above-described embodiment, a case has been described as an example in which the consistency between a plurality of transaction data created for a paid-in capital increase transaction is confirmed. You may make it confirm the consistency between several transaction data. For example, if a convertible bond-type bond with stock acquisition rights is traded, transaction data related to stock acquisition (transaction content “CBB”) and conversion data for conversion due to conversion of convertible bond-type bonds with stock acquisition rights (transactions) Transaction data of content “CBC”) is created. Therefore, it may be confirmed whether or not there is consistency between the transaction data “CBB” transaction data and the transaction data “CBC”.

  In the operation data management system according to the above-described embodiment, the check item is selected, and the operation data designated based on the selected check item is checked. Operation data may be set. That is, a check item, operation data to be checked, a check time, and the like are set in advance. Then, at the set time, the consistency may be confirmed based on the check item selected for the automatically designated operation data.

1 is a block configuration diagram of an entire system including an operation data management system according to an embodiment of the present invention. 1 is a block configuration diagram of an operational data management system according to an embodiment of the present invention. FIG. It is a figure which shows an example of the transaction data which concern on embodiment of this invention. It is a figure which shows an example of the balance data which concern on embodiment of this invention. It is a block block diagram of the asset management company system which concerns on embodiment of this invention. It is a flowchart for demonstrating the process which confirms the consistency of transaction data which concerns on embodiment of this invention. It is a figure which shows an example of the matching conditions between the some transaction data which concern on embodiment of this invention. It is a figure which shows an example of the some transaction data regarding the transaction which concerns on embodiment of this invention. It is a flowchart for demonstrating the process which confirms the consistency of the balance which concerns on embodiment of this invention. It is a figure which shows an example of the coefficient used when calculating the transfer amount which concerns on embodiment of this invention. It is a figure for demonstrating the process which calculates the transfer amount which concerns on embodiment of this invention.

Explanation of symbols

  2a, 2b, 2c ... operation data management system, 4 ... network, 6a, 6b, 6c ... asset management company system, 8 ... pension sponsor system.

Claims (3)

Transaction data storage means for storing transaction data for each transaction related to the management of assets disclosed by the asset management company to the management company;
Matching condition storage means for storing matching conditions of the transaction data stored in the transaction data storage means;
A plurality of transactions related to one transaction when the transaction data created by the asset management company is different between a transaction check for checking consistency within one transaction data regarding one transaction and a case where it does not pass through rights. A selection means for selecting one of the inter-transaction checks for checking the consistency between the transaction data of
If the transaction between checks is selected in the selecting means, when passing through the Lights, the parent strain carrying amount decreases and Rights directories value increase among the plurality of alignment conditions stored in the match condition storage unit Using the matching condition for confirming the consistency of the transaction data, between the transaction data relating to the decrease in the parent book value and the transaction data relating to the increase in the book value of rights among the plurality of transaction data stored in the transaction data storage means In order to confirm the consistency between items in the transfer book value and to confirm the consistency between the decrease in the book value of the rights and the increase in the parent book value among the plurality of matching conditions stored in the matching condition storage means Between the transaction data relating to the decrease in the book value of rights and the transaction data relating to the increase in the parent book value among the plurality of transaction data stored in the transaction data storage means. In the case where the consistency between items in the transfer book value is confirmed, and when not via rights, the parent book value decrease and the new share book value increase among the plurality of matching conditions stored in the matching condition storage means Between the transaction data related to the decrease in the parent stock book value and the transaction data related to the increase in the new stock book value among the plurality of transaction data stored in the transaction data storage means Consistency confirmation means for confirming consistency between items for transfer book value ,
An operational data management system, comprising: warning means for warning that there is an inconsistency when the inconsistency between the transaction data is confirmed by the consistency confirmation means. To check the integrity of transaction data related to asset management that the asset management company discloses to the asset management company,
Transaction data storage function for storing transaction data for each transaction related to the operation of the asset;
A matching condition storage function for storing matching conditions of the transaction data stored by the transaction data storage function;
A plurality of transactions related to one transaction when the transaction data created by the asset management company is different between a transaction check for checking consistency within one transaction data regarding one transaction and a case where it does not pass through rights. Selection function to select one of the inter-transaction checks to check the consistency between the transaction data of
If the check between the transaction by the selection function is selected, when passing through the Lights, the parent strain carrying amount decreases and Rights directories value increase among the plurality of alignment conditions stored by the matching condition storage function Among the plurality of the transaction data stored by the transaction data storage function using the matching condition for confirming the consistency between the transaction data regarding the decrease in the parent stock book value and the transaction data regarding the increase in the book value of the rights In order to confirm the consistency between items regarding the transfer book value and to confirm the consistency between the decrease in the book value of the rights and the increase in the parent book value among the plurality of matching conditions stored by the matching condition storage function The transaction data relating to the decrease in the book value of rights and the transaction relating to the increase in the parent book value among the plurality of transaction data stored by the transaction data storage function using the matching condition of The consistency of the transfer book value with the data is confirmed, and if not via rights, the parent book value of the plurality of match conditions stored by the match condition storage function is reduced. Transaction data related to decrease in parent book value and transaction related to increase in new book value among a plurality of the transaction data stored by the transaction data storage function, using the matching condition for confirming the consistency between the transaction value and the increase in new book value Consistency check function to check the consistency between items for transfer book value with data ,
An operational data management program that functions as a warning function to warn of inconsistency when inconsistency between the transaction data is confirmed by the consistency confirmation function. An operation data management method for managing transaction data related to asset management disclosed to an asset management company by an asset management company,
A matching condition setting step for setting a matching condition of the transaction data for each transaction related to the operation of the asset;
A plurality of transactions related to one transaction when the transaction data created by the asset management company is different between a transaction check for checking consistency within one transaction data regarding one transaction and a case where it does not pass through rights. A selection step to select one of the inter-transaction checks to check the consistency between the transaction data of
If the transaction between checks is selected in the selecting step, when passing through the Lights, the parent strain carrying amount decreases and rights book value increase among the plurality of alignment conditions set in the matching condition setting step Using the matching conditions for confirming the consistency of items, the transfer book value between the transaction data related to the decrease in the parent book value and the transaction data related to the increase in the book value of the rights among the plurality of transaction data A plurality of matching conditions set in the matching condition setting step, and a plurality of matching conditions are used to check consistency between a rights book value decrease and a parent book value increase. Confirm the consistency between items in the transfer book value between the transaction data related to the decrease in the book value of rights and the transaction data related to the increase in the parent book value. In addition, in the case of not going through the rights, among the plurality of matching conditions set in the matching condition setting step, the matching condition for confirming the consistency between the decrease in the parent book value and the increase in the new book value is used. A consistency check step for checking consistency between items of the transfer book value between the transaction data related to the decrease in the parent book value and the transaction data related to the increase in the new book value among the plurality of the transaction data ;
An operational data management method comprising: a warning step of warning that there is an inconsistency when inconsistency between the transaction data is confirmed in the consistency confirmation step.

Images