JP4567497B2 - Asset management system, asset management method, and program - Google Patents

Description

  The present invention relates to an asset management system, an asset management method, and a program for managing the operation of a customer's financial assets. For example, an SMA business that divides a customer's financial assets into a plurality of operations and operates them in different operation styles. It can be used when performing.

  Recently, the Investment Advisory Business Law was amended to cover wealthy customers, etc., and brokerage undertakes management and management of assets entrusted by investors in a lump sum, and management fees under conditions agreed in advance with investors The SMA (Separately Managed Account) business is gaining momentum.

  In this SMA business, an investor opens a dedicated account at a securities company and uses the funds deposited there to ensure that the securities company uses stocks, investment trusts, etc. in accordance with the general policy directed by the investor. Operate. At this time, the investor enters into a discretionary investment contract with the securities company, and the management is basically left to the securities company. Therefore, it is possible to save time and labor for selecting individual stocks and to frequently buy and sell commissions paid to the securities company. It can be kept cheaper. In addition, investors can choose from the management styles of the managers that entrust their fund management out of multiple management styles with different management strategies, such as large stocks, small stocks, overseas stocks, and local bonds. Can be selected.

  In order to realize such an SMA business, it is necessary to manage an account exclusively for SMA as a whole and to manage a portfolio for each operation style. In addition, since each operation style is individually operated by an operation manager in charge, it is necessary to manage trading instructions corresponding to each operation style.

  In the field of financial services, a service called a master trust is performed from the viewpoint of delegating asset management and consolidating management results. As a system for performing this master trust, there is a system that centrally manages information on the results of operation of pension assets distributed and entrusted to a plurality of asset management institutions in a specific trust bank (Patent Document 1). reference).

JP 2002-312577 (paragraphs [0002], [0006], [0007], FIG. 1)

  By the way, as described above, when constructing a system for realizing an SMA business, it is necessary not only to manage an SMA-dedicated account as a whole, but also to manage a portfolio for each operation style.

  In addition, orders for sales transactions to manage each customer's assets in the SMA business must be made individually for each customer. However, if there are many customers, the operation manager will respond individually to all customers. However, there is a problem that it takes time and cost.

  Furthermore, securities companies have a system for managing customer accounts individually for each customer even before building a system for realizing an SMA business. Such a system is usually composed of a mainframe (large computer). However, when a system that is currently operating in this way is expanded to be able to realize an SMA business, it is enormous. There is a problem that it takes time and cost.

  Therefore, it is desirable to construct a system that can realize the SMA business while reducing the effort of the operation manager, shortening the development period, and reducing the development cost. The same can be said when portfolio management is required for a plurality of management styles, not limited to the SMA business.

  An object of the present invention is to provide an asset management system capable of operating a customer's financial assets in a plurality of management styles without trouble, and shortening the system development period and reducing development costs. Asset management method and program are provided.

  The present invention is an asset management system for managing the operation of a customer's financial assets, and a trading instruction management system for managing trading instructions for dividing a customer's financial assets into a plurality of operations and operating them in different operation styles, and An account management system for managing customer account balance information for each customer, and a portfolio constructed for each section in the account formed by dividing the customer account in the operation style. An account portfolio management system, and the account management system calculates account balance information for each customer's account using contract information about the trading transactions ordered based on the trading instructions by the trading instruction management system. Processing unit and account unit balance information storage unit for storing balance information of each customer account calculated by the account unit balance information calculation processing unit And the contract information transmitting means for transmitting the contract information to the in-account portfolio management system, wherein the in-account portfolio management system uses the operation style identification information included in the contract information received from the account management system, or Rebalancing the operation style of each division in each customer account using the attribution operation style of the contract information specified according to the nature or type of the transaction related to the contract information and the contents of the sales transaction included in the contract information Portfolio unit balance information calculation processing means for calculating balance information of the constituent assets of the subsequent portfolio, and balance of the constituent assets of the portfolio after rebalancing with respect to the operation style for each partition calculated by the portfolio unit balance information calculation processing means Portfolio unit balance information for storing information Storage means, and portfolio unit balance information transmission means for transmitting the balance information of the constituent assets of the portfolio after rebalancing with respect to the operation style for each section stored in the portfolio unit balance information storage means to the trading instruction management system. The trading instruction management system is configured to include trading instruction information creation processing means for creating trading instruction information for each operation style and after the previous rebalancing of the operation style for each section received from the in-account portfolio management system. Order information creation that creates order information for each customer for each management style based on the trading instruction information for each management style created by the trading instruction information creation processing means using the balance information of the component assets of the portfolio And a processing means. is there.

  Here, in the case of “using the operation style identification information included in the contract information or according to the nature or type of the sales transaction related to the contract information”, the former is the case where the operation style identification information is included in the contract information. Yes, for example, when placing an order to the securities market, a slip No. that functions as operational style identification information is included in the ordering information. (Slip No. is made to correspond to the operation style). Is received from the securities market, the slip No. In the latter case, the operation style identification information is not included in the contract information, but the contract information itself is the operation style identification information. For example, it is possible to specify the management style according to stocks and bonds, etc., domestic stocks, foreign stocks, domestic bonds, foreign bonds, investment trusts, etc. This is a case where the operational style can be specified based on the above.

  In such an asset management system of the present invention, with regard to account management, portfolio management for each section in the account, and management of trading instructions, systems corresponding to these three functions are separately provided for each function. By constructing and linking these three systems, as a whole, one system is constructed that can operate the customer's financial assets by dividing them into a plurality of operation styles.

  As a result, system development can be performed in a distributed manner for each function, so existing systems with similar functions can be diverted, reducing development man-hours, shortening the development period, and reducing development costs. Reduction can be achieved.

  For example, when a mainframe (large computer) that manages customer accounts is already in operation, this mainframe function is expanded and the customer's financial assets are divided into multiple management styles. It takes a lot of time and money to build a system that can do this, but the mainframe customer account management function is diverted and this mainframe data linkage system is smaller than the mainframe. If it is constructed with a computer and the system has a portfolio management function for each section in the account, the development man-hours can be reduced and the development period can be reduced compared to the case where the mainframe functions are changed drastically. It is possible to shorten the time and reduce the development cost. At this time, when building a system with a portfolio management function for each section in the account, if there is an existing system with a similar function, it is possible to further reduce development man-hours by diverting it. It becomes.

  In addition, since the system is separated for each function, the cause can be easily separated when a failure occurs, and a quick response can be performed.

  In addition, the trading instruction management system uses the balance information of the portfolio component assets for the operating style for each section of each customer's account, based on the trading instructions for each operating style, for each customer for each operating style. Ordering information is created, so it is only necessary to issue an order for buying and selling for each customer, rather than for each customer individually. It becomes possible to perform operation management, and the labor of operation management is reduced, thereby achieving the object.

  In the asset management system described above, the account management system includes account unit balance information transmitting means for transmitting the balance information of each customer account stored in the account unit balance information storage means to the in-account portfolio management system. The in-account portfolio management system is configured to remove the partition frame for the balance information of the constituent assets of the portfolio after the rebalancing with respect to the operation style for each partition stored in the portfolio unit balance information storage means, and Comparing and checking processing means for comparing and checking the balance information of each customer's account obtained by counting and the balance information of each customer's account received from the account management system. desirable.

  When the balance information comparison / verification process is configured as described above, it is possible to monitor the occurrence of a malfunction on the system due to a system error or the like. Therefore, account management by the account management system and portfolio management within the account It becomes possible to maintain consistency with the portfolio management for each section in the account by the system, and it becomes possible to further improve the reliability of the system.

  Further, in the asset management system described above, the in-account portfolio management system uses the balance information of the asset components of the portfolio after rebalancing with respect to the management style for each section stored in the portfolio unit balance information storage means. It is desirable to include a reward calculation processing means for calculating the management fee to be paid.

  Thus, when it is set as the structure provided with the function which calculates a management fee, it becomes possible to integrate the result of the management by each management style, and to calculate the amount of the management fee received from a customer.

  Then, in the asset management system described above, a report material to the customer is created using the balance information of the portfolio constituent assets after the rebalancing with respect to the operation style for each section stored in the portfolio unit balance information storage means. It is desirable to include customer report material creation processing means.

  Thus, when it is set as the structure provided with the function which produces report material, it becomes possible to create easily report material to a customer about each operation result by a plurality of operation styles.

  Further, in the asset management system described above, the trading instruction information creation processing means of the trading instruction management system creates trading instruction information according to trading instructions using a model portfolio by an operation manager for at least one operation style. The ordering information creation processing means of the trading instruction management system uses the balance information of the portfolio asset after the previous rebalancing for the management style received from the in-account portfolio management system, and after the rebalancing by the current trading instruction Targeting the expanded or contracted state of the model portfolio, ordering information related to sales transactions for rebalancing the portfolio with respect to the management style can be created.

  In this way, in the case of a configuration in which a trading instruction is made using a model portfolio, the operation manager creates a trading plan using the model portfolio of the management style that he is in charge of, and then the model portfolio after the rebalancing This state can be reflected in the portfolio for the same management style managed in the section in each customer's account, thereby enabling the collective management of the portfolio of a plurality of customers.

  In the asset management system described above, at least one management style consists of a combination of multiple brands, and simultaneously performing buy and sell transactions of the same amount or approximately the same amount, and then filling in the opposite sale. It is a management style by pair trade that performs the buying and selling transaction, and the division in the account formed by dividing the customer's account is further divided and a plurality of operating funds are set in one division, and trading instruction management The system for creating and selling / buying instruction information includes building instruction information for performing a buy / sell transaction with the amount of money for one frame of operating funds as a limit on the total usage of a pair of trading transactions. The order information creation processing means of the buying and selling instruction management system is configured to create corresponding filling instruction information, and the operation style received from the in-account portfolio management system is used. If the building instruction information is created by the buying and selling instruction information creating processing means using the usage status and the funding balance of the managed funds included in the balance information of the component assets of the portfolio after the previous rebalance, Judge whether there is a vacant frame in the operating funds, create ordering information on the built sales transaction for the section in the customer's account where there was a vacant frame, and fill in the order information by the trading instruction information creation processing means Was created, it was judged whether or not there was a used allowance used in a trading transaction for a building with a building instruction corresponding to the filling instruction in a plurality of operating funds. A configuration may be adopted in which order information relating to a filling sales transaction is created for a section in a customer's account.

  Here, the “amount of money for one frame of operating funds” may be an amount obtained by dividing the trading limit of margin transactions when the funds deposited in one block are used as a security deposit.

  In this way, the division in the account formed by dividing the customer's account is further divided to set a plurality of operating funds within one section, and pair trading is performed in units of the operating funds. In this case, the trading instruction information created by the trading instruction management system can be reflected in the sections in the accounts of a plurality of customers, and the collective management of the portfolios of the plurality of customers can be realized.

  Further, as the asset management method realized by the asset management system of the present invention described above, the following asset management method of the present invention can be mentioned.

  That is, the present invention is an asset management method for managing the operation of a customer's financial assets, and in order to divide a customer's financial assets into a plurality of operations and operate them in different operation styles, Dividing and forming a plurality of sections in the account, the trading instruction information creation processing means of the trading instruction management system creates trading instruction information for each operation style, and the order information creation processing means of the trading instruction management system Buys and sells each management style created by the buying and selling instruction information creation processing means using the balance information of the portfolio constituent assets after the previous rebalancing of the management style for each section received from the in-account portfolio management system. Based on the instruction information, create ordering information for each customer for each operation style, and then use the account management system account The rank balance information calculation processing means calculates the balance information of each customer's account using the contract information about the trading transaction ordered based on the trading instruction by the trading instruction management system, and calculates the calculated balance information of each customer's account. Account unit balance information is stored in the account unit and managed for each customer, and the contract information transmission unit of the account management system transmits the contract information to the in-account portfolio management system, followed by the in-account portfolio management. In order for the portfolio unit balance information calculation processing means of the system to manage the portfolio constructed for each section in the customer's account, the management style identification information included in the contract information received from the account management system is used or executed. Attribution management style of contract information specified according to the nature or type of sales transactions related to information and Using the contents of the sales transaction included in the fixed information, calculate the balance information of the portfolio assets after rebalancing for the management style of each section in each customer's account, and calculate the management style for each section After the balance information of the component assets of the portfolio after rebalancing is stored in the portfolio unit balance information storage means, the portfolio unit balance information transmission means of the in-account portfolio management system rebalances the operation style for each section. The balance information of the constituent assets of the subsequent portfolio is transmitted to the buying and selling instruction management system.

  In such an asset management method of the present invention, the operations and effects obtained by the above-described asset management system of the present invention can be obtained as they are, thereby achieving the object.

  Further, the present invention is a program for causing a computer to function as an asset management system for managing the operation of a customer's financial assets, in order to divide a customer's financial assets into a plurality of operations and operate them in different operation styles. A trading instruction management system that manages the trading instructions of the customer, an account management system that manages the balance information of the customer account for each customer, and an account in the account formed by dividing the customer account by the operation style And an in-account portfolio management system that manages the portfolio constructed for each section, and the account management system uses the contract information about the trading transaction ordered based on the trading instruction by the trading instruction management system. Account unit balance information calculation processing means for calculating the balance information of the account and the account unit balance information calculation processing means Account unit balance information storage means for storing balance information of the customer's account, and contract information transmission means for transmitting the contract information to the in-account portfolio management system, the in-account portfolio management system from the account management system Using the management style identification information included in the received contract information, or using the belonging management style of the contract information specified according to the nature or type of the sales transaction related to the contract information and the content of the sales transaction included in the contract information, Portfolio unit balance information calculation processing means for calculating the balance information of the constituent assets of the portfolio after rebalancing with respect to the operation style of each section in the customer's account, and each partition calculated by the portfolio unit balance information calculation processing means Of the portfolio after rebalancing Portfolio unit balance information storage means for storing balance information of the component assets, and management of buying and selling the balance information of portfolio assets after rebalancing with respect to the operation style for each section stored in the portfolio unit balance information storage means A trading unit balance information transmitting means to be transmitted to the system, and the trading instruction management system is received from the trading instruction information creation processing means for creating trading instruction information for each operation style and the portfolio management system in the account. Based on the buying and selling instruction information for each management style created by the buying and selling instruction information creation processing means using the balance information of the portfolio constituent assets after the previous rebalancing for the management style for each section, Order information creation to create order information for each customer The present invention is for causing a computer to function as an asset management system characterized by comprising processing means.

  The above-mentioned program or a part thereof is, for example, a magneto-optical disk (MO), a read-only memory (CD-ROM) using a compact disk (CD), a CD recordable (CD-R), a CD rewritable (CD -RW), read-only memory (DVD-ROM) using digital versatile disk (DVD), random access memory (DVD-RAM) using DVD, flexible disk (FD), magnetic tape, hard disk, It can be recorded on storage media such as read-only memory (ROM), electrically erasable and rewritable read-only memory (EEPROM), flash memory, and random access memory (RAM) for storage and distribution. And, for example, a local area network (LA ), A metropolitan area network (MAN), a wide area network (WAN), a wired network such as the Internet, an intranet, or an extranet, or a wireless communication network, or a combination thereof. It is also possible to carry it on a carrier wave. Furthermore, the above program may be a part of another program, or may be recorded on a recording medium together with a separate program.

  As described above, according to the present invention, a system is constructed separately for each function of the account management function, the portfolio management function for each section in the account, and the management function of trading instructions. By linking two systems, a single system can be built that can be operated by dividing the customer's financial assets into multiple management styles, so system development can be performed by function, Existing systems with similar functions can be diverted, reducing development man-hours, shortening the development period, and reducing development costs.

  An embodiment of the present invention will be described below with reference to the drawings. FIG. 1 shows the overall configuration of an asset management system 10 according to the present embodiment. FIG. 2 is a flowchart showing the flow of processing by the asset management system 10. FIG. 3 shows an example of handling information associated with processing by the asset management system 10.

  In FIG. 1, an asset management system 10 is a system for managing a financial asset of each customer by a securities company that conducts SMA business, which is a service mainly for wealthy customers. A trading instruction management system 20 that manages trading instructions to be divided and operated in different operation styles, an account management system 30 that manages balance information of customer accounts for each customer, and a customer account And an in-account portfolio management system 50 that manages a portfolio constructed for each section in the account divided and formed in the operation style.

  The ordering management system 20 and the account management system 30 are connected to an ordering system 80 that performs processing related to ordering. Further, the ordering system 80 includes transactions such as a stock exchange system and other systems in a securities company. An execution system 90 is connected.

  Furthermore, a market price information providing system 100 that provides market price information such as securities is connected to the in-account portfolio management system 50. The market price information may be acquired by the account management system 30 and transferred from the account management system 30 to the in-account portfolio management system 50 as indicated by a dotted line in the figure. In this case, for example, the host price processing unit 31 described later acquires market price information from the market price information providing system 100 connected to the account management system 30, and the acquired market price information is provided in the account management system 30. After storing the information in the information storage means (not shown), the information stored in the market price information storage means is transmitted to the in-account portfolio management system 50 and the market price information is received by the update processing means 51 described later. be able to.

  The trading instruction management system 20 is constituted by a computer, and trading instruction information creation processing means 21, order information creation processing means 22, portfolio unit balance information storage means 23, customer information storage means 24, and operation style information storage means. 25 and order information storage means 26.

  The trading instruction information creation processing means 21 performs processing for creating trading instruction information for each operation style based on a trading instruction by an operation manager in charge of each operation style. Here, the operation manager has a portfolio of multiple customers who have chosen to operate in accordance with their own management style (a portfolio of only the assets managed by that management style among the customer's assets). Is a portfolio manager who manages

  The order information creation processing means 22 is created by the buying / selling instruction information creation processing means 21 using the balance information of the portfolio constituent assets after the previous rebalance with respect to the operation style for each section received from the in-account portfolio management system 50. On the basis of the buying / selling instruction information for each operational style, processing for creating order information for each customer for each operational style is performed.

  The portfolio unit balance information storage unit 23, the customer information storage unit 24, and the operation style information storage unit 25 store portfolio unit balance information, customer information, and operation style information transmitted from the in-account portfolio management system 50, respectively. Is.

  The order information storage unit 26 stores the order information for each customer created by the order information creation processing unit 22.

  The trading instruction information creation processing means 21 and the order information creation processing means 22 of the trading instruction management system 20 are a central processing unit (CPU) provided inside the computer main body constituting the trading instruction management system 20, and This is realized by one or a plurality of programs that define the operation procedure of the CPU. The trading instruction management system 20 may be configured to perform distributed processing by a plurality of computers.

  The storage means 23 to 26 of the trade instruction management system 20 are preferably realized by, for example, a hard disk or the like. However, as long as there is no problem in storage capacity, access speed, etc., EEPROM, flash memory, RAM , MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination thereof may be employed.

  The account management system 30 is composed of a main frame (large computer) and several terminal devices 30A, 30B connected to the main frame, a host batch processing means 31, a transfer data extraction processing means 32, and a data transfer. Means 33, monitoring processing means 34, host contract information storage means 41, host account unit balance information storage means 42, customer information storage means 43, operation style information storage means 44, and connection contract information storage means 45. A connection account unit balance information storage means 46, an operation reward storage means 47, and an error file storage means 48.

  The host batch processing means 31 collectively executes a series of preset processes on the main frame. The host batch processing unit 31 includes a host contract information creation processing unit 31A, an account unit balance information calculation processing unit 31B, and an input reception processing unit 31C.

  As host main batch processing, the host contract information creation processing means 31A uses the contract information received from the ordering system 80 as core information, adds other information to this to create host contract information, and host contract information storage means 41 The process which memorize | stores in is performed. This process is performed at night, for example.

  The account unit balance information calculation processing means 31B uses the contract information received from the ordering system 80 (or host contract information stored in the host contract information storage means 41) as the host main batch process. The balance information is calculated for each account, and the calculated result is stored in the host account unit balance information storage means 42. This process is performed at night, for example.

  The input acceptance processing means 31C accepts the input of customer information and operation style information from the input terminal device 30A, and performs account setting processing including securing an area for the customer in the host account unit balance information storage means 42, etc. The customer information is stored in the customer information storage means 43.

  The transfer data extraction processing means 32 extracts transfer data to be transmitted to the in-account portfolio management system 50 from the information stored in the host contract information storage means 41 and the host account unit balance information storage means 42, The data is converted into the data format of the internal portfolio management system 50 and stored in the connection contract information storage means 45 and the connection account unit balance information storage means 46.

  The data transfer means 33 includes customer information transmission means 33A for transmitting customer information stored in the customer information storage means 43 to the in-account portfolio management system 50, and operation style information stored in the operation style information storage means 44 in the account. Operation style information transmission means 33B for transmitting to the portfolio management system 50, contract information transmission means 33C for transmitting the connection contract information stored in the connection contract information storage means 45 to the in-account portfolio management system 50, and a connection account Account unit balance information transmission means 33D for transmitting the account unit balance information for connection stored in the unit balance information storage means 46 to the in-account portfolio management system 50.

  The monitoring processing unit 34 obtains error occurrence information such as a system error from the error file stored in the error file storage unit 48, and performs processing for displaying and printing out this information on the monitoring terminal device 30B.

  The host agreement information storage means 41 stores the host agreement information created by the host agreement information creation processing means 31A. The host contract information is the contract information received from the ordering system 80, that is, the contract information received by the ordering system 80 from the transaction execution system 90 such as a stock exchange system as core information, and other information added thereto. is there.

  The host account unit balance information storage means 42 stores the balance information of each customer account calculated by the account unit balance information calculation processing means 31B on an account basis. The host account unit balance information storage means 42 individually manages the balance information of each customer account. However, the host account unit balance information storage means 42 manages each section in the account as in the portfolio unit balance information storage means 67 described later. Not something to do. For example, if there are three customers, Ichiro Yamato, Jiro Yamato, and Saburo Yamato, these three accounts are managed individually, but if it is an account of Yamato Ichiro, only that account is managed as a whole. In addition, management is not performed for each section (each section where funds to be managed by each management style are deposited) formed in the account of Ichiro Yamato.

  The customer information storage means 43 stores customer information for each customer individually. The customer information includes management style selection information indicating which one of the management styles A, B, C, D, E... Is selected, and whether the customer is a fixed compensation type or a success compensation type. Reward system selection information indicating whether or not a reward system is selected.

  The operation style information storage means 44 stores operation style information indicating the contents of each operation style. The operation style information is, for example, the operation style A is a style in which operations are performed on a large stock, the operation style B is a style in which operations are performed on a small stock, and the operation style C is off-balance (pair trade, etc.) It is information such as a style for performing the operation. In addition to the above, various management styles such as domestic stocks, foreign stocks, domestic bonds, foreign bonds, investment trusts, small and medium-sized stocks, growth stocks, large growth stocks, and large value stocks should be adopted. Can do.

  The connection agreement information storage means 45 stores the connection agreement information extracted by the transfer data extraction processing means 32.

  The connection account unit balance information storage means 46 stores the connection account unit balance information extracted by the transfer data extraction processing means 32.

  The management fee storage means 47 stores, for each customer, the management fee paid to the securities company by each customer transmitted from the in-account portfolio management system 50.

  The error file storage means 48 stores the error file transmitted from the in-account portfolio management system 50.

  The host batch processing means 31, the transfer data extraction processing means 32, the data transfer means 33, and the monitoring processing means 34 of the account management system 30 are installed inside the host computer (mainframe) main body constituting the account management system 30. This is realized by a central processing unit (CPU) provided and one or a plurality of programs that define the operation procedure of the CPU. The account management system 30 may be configured to perform distributed processing using a plurality of computers (may be mainframes).

  Further, each storage means 41 to 48 of the account management system 30 is preferably realized by, for example, a hard disk or the like. However, as long as there is no problem in storage capacity, access speed, etc., EEPROM, flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination thereof may be employed.

  The in-account portfolio management system 50 includes a portfolio management server 50A and a report material creation server 50B. Among these, the portfolio management server 50A is configured by a computer that is smaller than the mainframe that constitutes the account management system 30, and is a platform server suitable for performing data transmission / reception processing with the mainframe. For example, IBM i series server (trademark). In contrast, the report material creation server 50B has a higher degree of freedom in the form format than the portfolio management server 50A, is easy to create graphs, etc., and is a server suitable for creating report materials for customers. For example, WINDOWS server (trademark) of Microsoft Corporation. Note that the in-account portfolio management system may be configured by a single server instead of being configured by a plurality of servers as described above.

  The portfolio management server 50A includes an update processing unit 51, a comparison / matching processing unit 52, a reward calculation processing unit 53, an error file transmission unit 54, a data transfer unit 55, a customer information storage unit 61, and an operation style information storage. Means 62, connection contract information storage means 63, connection account unit balance information storage means 64, conversion table 65, portfolio unit transaction information storage means 66, portfolio unit balance information storage means 67, and performance information storage Means 68, customer information storage means 69, operation style information storage means 70, operation reward storage means 71, and error file storage means 72 are included.

  The update processing unit 51 includes a portfolio unit transaction information creation processing unit 51A and a portfolio unit balance information calculation processing unit 51B.

  The portfolio unit transaction information creation processing unit 51A uses the conversion table 65 to create portfolio unit transaction information from the connection agreement information stored in the connection agreement information storage unit 63 and stores it in the portfolio unit transaction information storage unit 66. The processing to be performed is performed. Specifically, using the conversion table 65, the slip No. which is the operation style identification information included in the connection contract information. Is converted into information indicating the operation style itself.

  The portfolio unit balance information calculation processing means 51B uses the portfolio unit transaction information created by the portfolio unit transaction information creation processing means 51A to place an order based on the attribution operation style of the contract information (the contract information is based on the trading instruction of any management style). And the content of the sales transaction, calculate the balance information of the portfolio assets after rebalancing the operational style of each division in each customer's account, and calculate The process of storing the portfolio unit balance information in the portfolio unit balance information storage means 67 is performed.

  Further, the update processing means 51 calculates the performance for each operational style of each customer using the market price information acquired from the market price information providing system 100 and the portfolio unit balance information stored in the portfolio unit balance information storage means 67. A process and a process of outputting an error file to the error file storage unit 72 when an error occurs are performed.

  The comparison / matching processing means 52 removes the section frame for the balance information of the constituent assets of the portfolio after the rebalancing for the operation style for each section stored in the portfolio unit balance information storage means 67 for each customer account unit. Comparing and checking the balance information of each customer's account obtained by counting and the balance information of each customer's account received from the account management system 30 and stored in the connection account unit balance information storage means 64 If there is a discrepancy, processing for outputting an error file to the error file storage means 72 is performed.

  Based on a calculation instruction from the terminal device 50C, the reward calculation processing unit 53 includes portfolio unit balance information stored in the portfolio unit balance information storage unit 67 (the portfolio unit balance information also includes principal amount information). And the management fee paid by the customer to the securities company for each customer based on the principal and the current balance using the customer compensation system selection information stored in the customer information storage means 69. The calculation process is performed.

  The error file transmission unit 54 performs processing for transmitting the error file stored in the error file storage unit 72 to the account management system 30.

  The data transfer means 55 includes portfolio unit balance information transmission means 55A for transmitting the portfolio unit balance information stored in the portfolio unit balance information storage means 67 to the buying and selling instruction management system 20, and customer information stored in the customer information storage means 69. Customer information transmission means 55B for transmitting the transaction style information to the trade instruction management system 20, and operation style information transmission means 55C for transmitting the operation style information stored in the operation style information storage means 70 to the trade instruction management system 20. ing.

  The customer information storage means 61, operation style information storage means 62, connection contract information storage means 63, and connection account unit balance information storage means 64 are the customer information, operation style information, and connection contract received from the account management system 30. Information and connection account unit balance information are respectively stored.

  The conversion table 65 includes a slip No. And the correspondence relationship with the operation style. For example, slip no. 0901 corresponds to operation style A, and slip No. 0902 stores a relationship such as corresponding to the operation style B.

  The portfolio unit transaction information storage unit 66 stores the portfolio unit transaction information created by the portfolio unit transaction information creation processing unit 51A.

  The portfolio unit balance information storage means 67 stores the balance information of the asset components of the portfolio after rebalancing for each management style calculated by the portfolio unit balance information calculation processing means 51B for each section of each customer account. is there. In this case, the number of partitions is arbitrary, and for example, up to 5 partitions can be formed (that is, the customer can select 5 operation styles). Further, depending on the customer's selection, it may be one section (that is, a state in which there is substantially no section).

  The performance information storage means 68 stores performance information for each operation style of each customer calculated by the update processing means 51.

  The customer information storage unit 69 and the operation style information storage unit 70 store the information stored in the customer information storage unit 61 and the operation style information storage unit 62 by the update processing unit 51, according to the trade instruction management system 20 and the report material creation server 50B. The information converted into the data format for transfer to is stored.

  The management reward storage means 71 stores the management reward paid by each customer calculated by the reward calculation processing means 53. The management fee paid by each customer stored in the management fee storage means 71 is transmitted to the account management system 30.

  The error file storage unit 72 has a case in which the error file transmitted from the update processing unit 51 when the error is generated in the processing by the update processing unit 51 and the comparison verification result in the processing by the comparison verification processing unit 52 are inconsistent. And the error file transmitted from the comparison / collation processing means 52.

  The report material creation server 50B includes a customer report material creation processing unit 56, a portfolio unit transaction information storage unit 73, a portfolio unit balance information storage unit 74, a performance information storage unit 75, a customer information storage unit 76, and an operation style. And information storage means 77.

  The customer report material creation processing means 56 stores information stored in the portfolio unit transaction information storage means 73, portfolio unit balance information storage means 74, performance information storage means 75, customer information storage means 76, and operation style information storage means 77. It is used to create a customer report material 56A. As the customer report material creation processing means 56, for example, a graph or a table is created using Excel (trademark) of Microsoft Corporation, converted into a PDF file (trademark), and then mailed to each customer by PDF. It is possible to employ a configuration for printing the customer report material 56A to be printed.

  Portfolio unit transaction information storage means 73, portfolio unit balance information storage means 74, performance information storage means 75, customer information storage means 76, and operation style information storage means 77 are portfolio unit transaction information transmitted from portfolio management server 50A. Portfolio unit balance information, performance information, customer information, and operation style information are stored.

  Then, update processing means 51, comparison / matching processing means 52, reward calculation processing means 53, error file transmission means 54, data transfer means 55 of the in-account portfolio management system 50 (portfolio management server 50A and report material creation server 50B), and The customer report material creation processing means 56 includes a central processing unit (CPU) provided in the computer main body constituting the in-account portfolio management system 50, and one or a plurality of programs that define the operation procedure of the CPU. Realized. The portfolio management server 50A and the report material creation server 50B of the in-account portfolio management system 50 may be configured to perform distributed processing by a plurality of computers.

  Further, each storage means 61 to 77 of the in-account portfolio management system 50 (portfolio management server 50A and report material creation server 50B) is preferably realized by, for example, a hard disk or the like, but there is a problem in storage capacity or access speed. If not, use EEPROM, flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination of these. Also good.

  The ordering system 80 is constituted by a computer, stores the ordering information transmitted from the trading instruction management system 20 in the ordering information storage unit 81, and the ordering information stored in the ordering information storage unit 81 is a stock exchange system or the like. The transaction execution system 90 transmits the ordering process, receives from the transaction execution system 90 contract information (such as information obtained from the securities market) regarding the ordered sales transaction, and stores the received contract information as contract information. Processing to be stored in the means 82 is performed. The contract information stored in the contract information storage means 82 is transmitted to the account management system 30.

  The transaction execution system 90 is configured by a computer, and in addition to a stock exchange system, for example, another system that performs brokerage to the stock exchange system, another system in a securities company that handles investment trusts, or a system of another company Etc.

  The market price information providing system 100 is a system that provides market price information of securities, etc., and is constituted by a computer, which may be a system within a securities company or an external system. The market price information may be provided based on a request from the system 50 (or the account management system 30), or the market price information necessary for the in-account portfolio management system 50 (or the account management system 30) or all the market price information may be automatically generated. Alternatively, the form may be collectively supplied.

  In this embodiment, the asset management system 10 manages and manages the financial assets of each customer as follows.

  In FIG. 2, first, the securities company constructs and operates the asset management system 10 in order to conduct the SMA business (step S1).

  Next, when the SMA contract with the customer is established, the person in charge of input (for example, the person in charge of customer management in the branch of the securities company or the investment advisory department) uses the input terminal device 30A of the account management system 30. The customer information about the established new contract is input to the main frame (step S2). Specifically, the operation style selected by the customer (for example, information that Ichiro Yamato has selected operation styles A and B), and the funds deposited by the customer for each selected operation style (for example, operation style A from Ichiro Yamato) For 30 million yen for information, and 30 million yen for management style B), the compensation system selected by the customer (whether it is a fixed compensation type or a success compensation type), etc. The input customer information is received on the main frame by the input reception processing means 31C and stored in the customer information storage means 43.

  Further, the person in charge of input operates the input terminal device 30A and inputs the contents information of each operation style (step S2). For example, information is input such that the operation style A is a large stock, the operation style B is a small stock, and the operation style C is operated by off-balance (pair trade). The input operation style information is received by the input reception processing unit 31C on the main frame and stored in the operation style information storage unit 44.

  Subsequently, in the account management system 30, at night, the host batch processing unit 31 performs account setting processing associated with the opening of an account dedicated to the customer's SMA based on the customer information input in the daytime as described above. (Step S3). As a result, the account area of the customer is secured in the host account unit balance information storage means 42, and the funds (cash) deposited there are stored as balance information. Here, for example, as shown in FIG. 3, it is assumed that Ichiro Yamato has deposited a total of 60 million yen, Jiro Yamato has deposited a total of 150 million yen, and Saburo Yamato has deposited a total of 50 million yen. In the host account unit balance information storage means 42, Ichiro Yamato's account has a cash of 60 million yen, Yamato Jiro's account has a cash of 150 million yen, Yamato Saburo's account has a cash of 5, Ten million yen is stored as balance information for each account.

  Further, in the account management system 30, the transfer data extraction processing means 32 extracts the transfer data to the in-account portfolio management system 50 from the host account unit balance information storage means 42 during the night, and the connection account After being stored in the unit balance information storage unit 46, the account unit balance information transmission unit 33D transmits the account unit balance information stored in the connection account unit balance information storage unit 46 to the in-account portfolio management system 50. Then, the customer information transmitting means 33A transmits the customer information stored in the customer information storage means 43 to the in-account portfolio management system 50.

  In parallel with the above account setting process (step S3) for a customer who has newly signed a contract, an account management process (see steps S10 to S12 described later) for a customer who has already started operation is performed. Is called.

  Then, the in-account portfolio management system 50 stores the customer information and account unit balance information received from the account management system 30 in the customer information storage means 61 and the connection account unit balance information storage means 64 during the night. After that, the update processing means 51 performs setting processing of the in-account portfolio using these customer information and account unit balance information (step S4). Specifically, the customer's account is divided into a plurality of sections based on the management style selected by the customer and the amount allocated to the management style (provided that one section is selected when only one management style is selected). It will be only.) As a result, in the portfolio unit balance information storage means 67, sections corresponding to each operation style selected by the customer are formed in the account of the customer, and the operation funds of each operation style deposited in each section ( Cash) is stored as balance information. Here, for example, as shown in FIG. 3, in the account of Ichiro Yamato in the portfolio unit balance information storage means 67, the section corresponding to the operation style A has cash of 30 million yen and the section corresponding to the operation style B. 30 million yen in cash, Jiro Yamato's account corresponds to 60 million yen in cash corresponding to operation style A, 60 million yen in cash corresponding to operation style B, and operation style C Cash is 30 million yen in the parcel, and in the account of Saburo Yamato, 50 million yen in cash is stored as balance information for each portfolio in the parcel corresponding to the operation style C (there is only one parcel). .

  In addition, in the in-account portfolio management system 50, the portfolio unit balance information transmission unit 55A transmits the portfolio unit balance information stored in the portfolio unit balance information storage unit 67 to the trading instruction management system 20 during the night. Then, the customer information transmitting means 55B transmits the customer information stored in the customer information storage means 69 to the buying and selling instruction management system 20.

  In parallel with the above-described in-account portfolio setting process (step S4) for a customer who has newly signed a contract, the in-account portfolio update process for a customer who has already started operation (step S13, which will be described later). S14) is performed.

  Therefore, in the buying and selling instruction management system 20, the information received from the in-account portfolio management system 50 for the newly contracted customer and the customer who has already started operation at night is the portfolio unit balance information storage means. 23, the customer information storage means 24, and the operation style information storage means 25. In other words, in the portfolio unit balance information storage means 23, in each section of the account of a newly contracted customer, a cash balance as an operation fund allocated to each operation style has already been started. In each section of the account, the brand and quantity of the securities held indicating the portfolio after rebalancing and a small amount of cash balance are stored as portfolio unit balance information.

  In this state, in the buying and selling instruction management system 20, an operation manager (portfolio manager) in charge of each operation style operates the terminal device 20A to input a buying and selling instruction. Then, the buying / selling instruction information creation processing unit 21 creates buying / selling instruction information for each operation style based on the buying / selling instruction by each operation manager (step S5).

  At this time, for example, for the management style A that operates with large stocks and the management style B that operates with small stocks, the manager creates a trading plan using the model portfolio, and instructs trading according to this. Information is created. Here, the model portfolio is prepared individually for each operation style, such as a model portfolio for the operation style A, a model portfolio for the operation style B, and the operation style (operation style of each customer). Regardless of the amount of management contract amount for A and management style B), for example, a certain amount of money, such as 30 million yen, is maintained, and securities trading proposals are created so that the market price composition ratio changes. It is a virtual portfolio to do. In addition, the operation manager should consider the current state of the portfolio for each customer's management style without considering the size of the management commission amount for each customer's management style. In addition, it is possible to create a trading proposal for the model portfolio (that is, to issue a trading instruction).

  Further, for example, the operation style C for performing the operation in off-balance (pair trade) is as follows. Pair trade aims to increase profits by combining multiple stocks and conducting buy and sell transactions of the same or nearly the same amount at the same time, and then performing a buying and selling transaction that is the opposite of these transactions. It is. In performing this pair trade operation, first, a section in the customer's account (a section corresponding to the management style C) is further divided to set a plurality of operating funds within one section. When conducting a pair trade by margin trading, the cash balance deposited in the section corresponding to the operation style C is used as a consignment deposit, and the maximum amount that can be traded based on this consignment deposit is divided into a plurality of operations. It can be set as a credit line. The set number of operating funds (in the case of margin transactions, the total number of credits) may be automatically determined according to the size of the operating funds deposited in the section corresponding to operation style C. . For example, as shown in FIG. 3, when 30 million yen is deposited in a section corresponding to the operation style C in Yamato Jiro's account, Amount of operating capital limit (in the case of margin transactions, the amount of credit limit) = 30 million yen ÷ margin rate (eg 50%) x total limit rate (eg 80%) ÷ The total number of credit lines (for example, 8) = 48 million yen (the limit of sales transactions as a whole block) / 8 = 6 million yen, the purchase price for one of the pair issues and the sale price for the other are: It will be 3 million yen each. Similarly, when 50 million yen is deposited in the section corresponding to the management style C in the Yamato Saburo account, the amount of the operating capital limit (credit amount) = 5,000 Ten thousand yen ÷ Margin rate (for example, 50%) × Total frame regulation rate (for example, 80%) ÷ Total number of credit frames (for example, 12) = 80 million yen ÷ 12 = 66.60 million yen, which is 3.33 million yen.

  Then, for the section corresponding to the operation style C in each customer's account, the operation manager sets the amount of money for one frame (in the above example, Yamato Jiro for 6 million yen and Yamato Saburo for 66,600,000 yen) as a limit on the total usage of a pair of sales transactions, the building instructions to carry out buying and selling transactions, or the corresponding filling Give instructions. Then, the buying and selling instruction information creation processing means 21 creates building instruction information or filling instruction information corresponding thereto. In addition, the operation manager does not consider the amount of money for each customer's investment funds, and does not consider whether there is a vacancy in each customer's investment funds. Can give instructions.

  Subsequently, in the buying and selling instruction management system 20, the order information creation processing unit 22 stores the balance information of the constituent assets of the portfolio after the previous rebalancing for each operation style of each customer stored in the portfolio unit balance information storage unit 23. The order information for each customer for each operation style is created based on the order information for each operation style created by the trade instruction information creation processing means 21 using the order information storage means 26. (Step S6).

  At this time, the order information creation process for each customer is performed for each operation style as follows. For example, in the example of FIG. 3, based on the buying and selling instruction information created for the operation style A, a section (30 million yen) corresponding to the operation style A in the account of Yamato Ichiro, the operation style in the account of Jiro Yamato Order information on sales transactions for rebalancing each portfolio in the section corresponding to A (60 million yen) is created, while Yamato Saburo has not selected operational style A, so Yamato Saburo's account No, ordering information for operation style A is not created. The same applies to the operation styles B and C, and order information is created for the customer who has selected the operation style.

  Further, the order information creation process differs for each operation style. For example, the order information creation process for the operation styles A and B in the example of FIG. 3 uses the model portfolio after rebalancing as follows. Done. First, by expanding or contracting the model portfolio after being rebalanced by the current trading instruction while maintaining the market value composition ratio of each component asset, the market capitalization of this expanded or contracted model portfolio, The current market capitalization of the portfolio after the previous rebalancing for the management style of each customer stored in the portfolio unit balance information storage means 23 is made equal. Next, the model portfolio in an expanded or contracted state is targeted, and this time trading is performed using the balance information of the portfolio constituent assets after the previous rebalance for the management style stored in the portfolio unit balance information storage means 23. Calculate financial assets (brands) and their quantities to create ordering information. That is, order information for performing a sales transaction that fills the difference from the target is created. Therefore, for the newly contracted customer portfolio (contained only in cash), there is a difference from the target even if the investment manager does not change the model portfolio from the previous state. Order information is created so that a portfolio similar to the portfolio of customers who have started operations (that is, a portfolio similar to the model portfolio) is constructed.

  For example, with regard to management style A that operates with large stocks, as shown in FIG. 3, 1,000 shares of company X will be purchased in the management style A section (30 million yen) of Yamato Ichiro's account. Assuming that the ordering information is created, the operating style A section (60 million yen) of Yamato Jiro's account has twice the operating funds, so the operating style A section (6, 6) of Yamato Jiro's account Order information is created to purchase 2,000 shares of company X for (million yen). In addition, it is assumed that the same company X shares are also included in the management style B in which management is performed with small caps. At this time, if ordering information was created to purchase 2,000 shares of company X in Yamato Ichiro's account operation style B section (30 million yen), the operation style B section of Yamato Jiro's account (60 million yen) has twice as much operating funds, so ordering information to buy 4,000 shares of company X in the operating style B section (60 million yen) of Yamato Jiro's account Is created.

  The order information includes a slip No. that functions as operation style identification information. Is included so that it is possible to specify which operation style is the ordering information. For example, the order information for operation style A includes slip No. 0901 is included, and the order information for the operation style B includes the slip No. 0902 is included, and the order information for the operation style C includes the slip No. 0903 is included. This slip No. Is used in the construction of the asset management system 10 of the present invention that has been included in the ordering information but has not been used. Accordingly, the format of the order information is the same as the conventional one.

  In addition, the order information creation process for the operation style C in the example of FIG. 3 is performed by grasping the usage status of the operation fund as follows. That is, the balance information of the portfolio constituent assets after the previous rebalancing for the management style C of each customer stored in the portfolio unit balance information storage means 23 includes the usage status of the operating funds and the funds balance (in the case of margin transactions). Is included in the security deposit.), Order information is created by referring to these pieces of information. Here, the usage status of the operating funds limit may be the total number of credit slots and the number of empty slots, the total number of credit slots and the number of used slots, the number of empty slots and the number of used slots, the total number of credit slots and the number of unused slots. The number and the number of used slots may be used. Furthermore, as for the used slot, information such as the brand name of the pair is included as information for grasping which of the building instructions is used for pair trading. .

  First, when the building instruction information is created by the buying / selling instruction information creation processing unit 21, it is determined whether or not there is a vacant frame among the plurality of operating funds for each section of the operating style C of each customer. Then, order information relating to a built sales transaction (buy and sell transaction) is created for the section of the operation style C in the account of the customer having a vacant frame. At this time, the trading amount of each customer as a total of one pair is determined by the fund balance and the total number of credit lines as described above. On the other hand, when the filling instruction information is created by the buying / selling instruction information creation processing unit 21, the section of each customer's operation style C is built according to the building instruction corresponding to the filling instruction in a plurality of operating funds. It is determined whether there is a used frame used for the sales transaction. Then, ordering information relating to the buying / selling transaction for filling is created for the section of the operation style C in the account of the customer having the used frame.

  Then, the trade instruction management system 20 transmits the order information stored in the order information storage means 26 to the order system 80. In the ordering system 80, after the ordering information received from the trading instruction management system 20 is stored in the ordering information storage unit 81, the ordering information stored in the ordering information storage unit 81 is used as a transaction execution system such as a stock exchange system. 90 to perform ordering processing (step S7).

  Then, a sales transaction is performed in the transaction execution system 90 such as a stock exchange system (step S8). When the transaction is established, execution information (result information from the securities market, etc.) is transmitted from the transaction execution system 90 to the ordering system 80. Therefore, the ordering system 80 receives this contract information (step S9), stores it in the contract information storage means 82, and then transmits the contract information stored in the contract information storage means 82 to the account management system 30. . This transmission process is performed at night, for example.

  In the account management system 30, when the contract information (information obtained from the securities market, etc.) is received from the ordering system 80, it is received from the ordering system 80 as host main batch processing by the host contract information creation processing means 31 A during the night. The executed contract information is set as core information, and other information is added thereto to create host contract information and store it in the host contract information storage means 41 (step S10). For example, as shown in the example of FIG. 3, an order to purchase 1,000 shares of company X is generated in the portfolio of Iwao Yamato's investment style A, and 2,000 shares of company X in the portfolio of Iwao Yamato's investment style B. Assume that an order for stock purchase occurs. At this time, the ordering information created by the buying and selling instruction management system 20 includes, for example, “account: Ichiro Yamato, brand: company X stock, quantity: 1,000 shares, purchase, slip No .: 0901”, “account: Yamato “Ichiro, Brand: Company X, Quantity: 2,000, Buy, Voucher No .: 0902”, etc. Further, the contract information received by the ordering system 80 from the stock exchange system is set with the unit price, etc., which is the result of the operation. For example, “Account: Ichiro Yamato, Brand: Stock of Company X, Quantity: 1, 000 shares, buy, unit price: 720 yen, slip No .: 0901 "," account: Ichiro Yamato, brand: X company stock, quantity: 2,000 shares, buy, unit price: 725 yen, slip number: 0902 ", etc. It becomes. Further, the host contract information created by the host contract information creation processing unit 31A is added with other information not included in the work information, but the core information is the same as the work information. Ichiro, Brand: Company X shares, Quantity: 1,000 shares, Buy, Unit price: 720 yen, Voucher No .: 0901, “Account: Ichiro Yamato, Brand: Company X shares, Quantity: 2,000 shares, Buy, Unit price: 725 yen, slip No .: 0902 ", etc.

  Subsequently, in the account management system 30, the contract information received from the ordering system 80 (host stored in the host contract information storage means 41) as a host main batch process by the account unit balance information calculation processing means 31 B during the night. The balance information of each customer's account is calculated in units of accounts using the contract information, and the calculated result is stored in the host account unit balance information storage means 42 (step S10). For example, in the example of FIG. 3, in the host account unit balance information storage means 42, a total of 3,000 shares of company X purchased in the management style A and B portfolios are stored in the account of Yamato Ichiro along with the cash balance. , Stored as account unit balance information. The same applies to Yamato Jiro's account. Therefore, the balance information of each customer's account is managed in a state where the operation styles A and B are not distinguished.

  Then, in the account management system 30, the in-account portfolio management system 50 is obtained from the information stored in the host contract information storage means 41 and the host account unit balance information storage means 42 by the transfer data extraction processing means 32 during the night. The transfer data for transmission to the client is extracted, converted into the data format of the in-account portfolio management system 50, and stored in the connection contract information storage means 45 and the connection account unit balance information storage means 46 (step) S11).

  Thereafter, in the account management system 30, the customer information storage means 33A, the operation style information transmission means 33B, the contract information transmission means 33C, and the account unit balance information transmission means 33D of the data transfer means 33 are stored in the customer information storage means 33D at night. Customer information stored in the means 43, operation style information stored in the operation style information storage means 44, connection contract information stored in the connection contract information storage means 45, and connection account unit balance information storage means 46 The stored account unit balance information for connection is transmitted to the in-account portfolio management system 50 (step S12).

  In the in-account portfolio management system 50, the customer information, operation style information, connection contract information, and connection account unit balance information received from the account management system 30 are stored in the customer information storage means 61, the operation style information storage means 62, and the connection. Are stored in the transaction information storage means 63 and the connection account unit balance information storage means 64, respectively. Then, by using the conversion table 65 by the portfolio unit transaction information creation processing means 51A during the night, the slip No. which is the operation style identification information included in the connection contract information stored in the connection contract information storage means 63. . Is converted into information A, B, C,... Indicating the operation style itself, thereby creating portfolio unit transaction information from the connection execution information, and storing it in the portfolio unit transaction information storage means 66 ( Step S13). For example, a slip No. included in the connection contract information. : 0901 is converted into symbol information A indicating the operation style A, and the slip No. : 0902 is converted into symbol information B indicating the operation style B, and the slip No. : 0903 is converted into symbol information C indicating the operation style C. Therefore, in the example of FIG. 3, the portfolio unit transaction information is “account: Ichiro Yamato, brand: X company stock, quantity: 1,000 shares, unit price: 720 yen, A”, “account: Ichiro Yamato, brand : X company stock, quantity: 2,000 shares, buy, unit price: 725 yen, B "etc.

  Subsequently, the in-account portfolio management system 50 uses the portfolio unit transaction information created by the portfolio unit transaction information creation processing unit 51A by the portfolio unit balance information calculation processing unit 51B during the night to assign the contract information. Understand the management style (whether the contract information is related to the trading transaction ordered based on the trading instructions) and the contents of the trading transaction, and the operational style for each section in each customer account The balance information of the constituent assets of the portfolio after the rebalancing is calculated, and this is stored in the portfolio unit balance information storage means 67 (step S13). In the example of FIG. 3, in the portfolio unit balance information storage unit 67, 1,000 shares of company X purchased in the management style A in the section of the management style A in the account of Ichiro Yamato, together with the cash balance, It is stored as balance information in portfolio units, and in the management style B section in the account of Yamato Ichiro, the 2,000 shares of company X purchased in management style B, together with the cash balance, are stored as portfolio unit balance information. It is remembered. Similarly, the management styles A and B are sectioned for Jiro Yamato's account, and the management style C is also sectioned. Therefore, the balance information of each section in each customer's account is managed in a state where the operation styles A, B, and C are distinguished.

  Further, in the in-account portfolio management system 50, the balance information of the portfolio constituent assets stored in the market price balance information storage means 67 and the market price information acquired from the market price information providing system 100 by the update processing means 51 during the night. Is used to calculate the performance, and the performance information storage means 68 stores the calculated performance.

  Further, in the in-account portfolio management system 50, the information stored in the customer information storage unit 61 and the operation style information storage unit 62 by the update processing unit 51 during the night is used as the trading instruction management system 20 and the report material creation server. The data format for transfer to 50B is converted and stored in the customer information storage means 69 and the operation style information storage means 70.

  Then, the in-account portfolio management system 50 outputs an error file to the error file storage unit 72 when an error occurs in the processing by the update processing unit 51.

  Further, in the in-account portfolio management system 50, the comparison / matching processing means 52 performs the rebalancing of the portfolio constituent assets after the rebalancing with respect to the operation style for each section stored in the portfolio unit balance information storage means 67 during the night. The balance information is removed from the section of each customer account, and the balance information of each customer's account obtained by aggregation is received from the account management system 30 and connected account unit balance information storage means 64. Is compared with the balance information of each customer's account, and if there is a mismatch, a process of outputting an error file to the error file storage means 72 is performed. In the example of FIG. 3, 1,000 shares of company X shares in the operation style A section of the account of Yamato Ichiro stored as portfolio unit balance information in the portfolio unit balance information storage means 67, The total holding amount of 2,000 shares of the X company shares in the section of the account operation style B is totaled to calculate the total holding amount of 3,000 shares of the X company shares, while the account unit balance information storage means 64 for connection Obtain 3,000 shares of company X shares in Yamato Ichiro's account stored as balance information for each account, and compare them.

  Then, the error file stored in the error file storage unit 72 is transmitted to the account management system 30 by the error file transmission unit 54 and stored in the error file storage unit 48 of the account management system 30, and is monitored by the account management system 30. The screen is displayed on the monitoring terminal device 30B by the means 34 and printed as appropriate. Thereby, the system is monitored.

  Thereafter, in the in-account portfolio management system 50, the portfolio unit balance information storage unit 67 is operated by the portfolio unit balance information transmission unit 55A, the customer information transmission unit 55B, and the operation style information transmission unit 55C of the data transfer unit 55 during the night. The portfolio unit balance information stored in the customer information, the customer information stored in the customer information storage means 69, and the operation style information stored in the operation style information storage means 70 are respectively transmitted to the buying and selling instruction management system 20 (step S14). .

  When the system process for the SMA service is continued (step S15), the process returns to the process for creating the trade instruction information in step S5, and thereafter, until the necessity of the system stop arises due to the system maintenance or the like. , Steps S5 to S15 are repeated. On the other hand, when the system is stopped (step S15), the processing by the asset management system 10 is ended (step S16).

  In addition, when the service is continued at a predetermined time or when the service is stopped, the reward calculation processing unit 53, based on the calculation instruction from the terminal device 50C, the portfolio unit balance information stored in the portfolio unit balance information storage unit 67, the customer information Using the customer reward system selection information stored in the storage means 69, the management fee paid by the customer to the securities company is calculated for each customer.

  Further, at a predetermined time during service continuation or when the service is stopped, the customer report material creation processing means 56 performs portfolio unit transaction information storage means 73, portfolio unit balance information storage means 74, performance information storage means 75, customer information storage means 76. , And using the information stored in the operation style information storage unit 77, a process for creating the customer report material 56A is performed. Then, the created customer report material 56A is mailed to each customer.

  According to this embodiment, there are the following effects. That is, the asset management system 10 includes a trading instruction management system 20 having a management function of trading instructions, an account management system 30 having an account management function, and an account management function having a portfolio management function for each section in the account. Since the portfolio management system 50 is constructed separately and these three systems are linked to each other, system development can be performed in a distributed manner for each function. For this reason, an existing system having a similar function can be diverted, the development man-hours can be reduced, the development period can be shortened, and the development cost can be reduced.

  For example, when a mainframe (large computer) that manages customer accounts is already in operation, the account management system 30 can be constructed by diverting the functions of this mainframe. Therefore, it is enormous time and cost to expand the mainframe function and to construct a system having the entire function of the asset management system 10 by the mainframe. However, the mainframe customer account management function is provided. If the account management system 30 is constructed by diverting and the in-account portfolio management system 50 that links data with the mainframe is constructed with a smaller computer than the mainframe, the function of the mainframe is significantly changed. In comparison, the development man-hours can be reduced, the development period can be shortened and the development cost can be reduced.

  More specifically, when the account management system 30 is constructed by diverting the function of a mainframe that has been operating conventionally, for example, the host execution information creation processing means 31A of the host batch processing means 31 and the account unit balance For the information calculation processing means 31B, the host contract information storage means 41, and the host account unit balance information storage means 42, the conventional configuration and functions are used as they are, and the transfer data extraction processing means 32 and the connection contract information storage means 45 are used. And the connection account unit balance information storage means 46 may be newly developed. By performing such development, the host contract information and host account unit balance information stored in the host contract information storage unit 41 and the host account unit balance information storage unit 42 without changing the conventional host main batch process. The account management system 30 that links data with the in-account portfolio management system 50 can be realized without changing the format.

  Further, when the in-account portfolio management system 50 is constructed, if there is an existing system having a similar function, the development man-hour can be further reduced by diverting it.

  Further, by constructing the asset management system 10 by linking the three systems 20, 30, and 50, the system can be separated for each function, so that the cause can be easily separated when a failure occurs, and a quick response is performed. be able to.

  Since the asset management system 10 includes the trading instruction management system 20, if the manager in charge of each management style does not perform the trading instruction individually for each customer, but performs it for each management style. Therefore, it is possible to collectively manage and manage the assets of a plurality of customers who have selected the same operation style (as much as they are allocated to the operation style), thereby reducing the labor of operation management.

  Further, since the trading instruction management system 20 is configured to issue trading instructions using the model portfolio as in the case of the operation styles A and B in the example of FIG. By creating a trading proposal using a style model portfolio, the state of the model portfolio after the rebalancing is reflected in the portfolio for the same management style managed in each customer account block. It is possible to realize a collective management of a portfolio of a plurality of customers.

  Furthermore, the trading instruction management system 20 further divides a section (a section corresponding to the operation style C) in the account formed by dividing the customer's account as in the case of the operation style C in the example of FIG. In this way, multiple operational funds are set in one block, and ordering information for pair trading is created in units of the operational funds. This can be reflected in a section in the customer's account (section corresponding to the operation style C), and collective management of a portfolio of a plurality of customers can be realized.

  Further, since the asset management system 10 includes the comparison / collation processing means 52, it is possible to monitor the occurrence of a problem on the system due to a system error or the like. For this reason, the consistency between the account management by the account management system 30 and the portfolio management for each section in the account by the in-account portfolio management system 50 can be maintained, and the reliability of the system can be further improved. .

  Furthermore, since the asset management system 10 includes the reward calculation processing means 53, it is possible to integrate the results of the operations according to each operation style and calculate the amount of the operation reward received from the customer.

  Since the asset operation management system 10 includes the customer report material creation processing means 56, it is possible to easily create report materials to the customer for each operation result in a plurality of operation styles. That is, the customer report material creation processing unit 56 creates the customer report material 56A using information stored in the portfolio unit transaction information storage unit 73, the portfolio unit balance information storage unit 74, and the performance information storage unit 75. It is possible to report operational results for each operational style to each customer.

  In addition, the asset management system 10 has a slip No. Is operated as operational style identification information, information on which operational style is the trading transaction is transmitted from the trading instruction management system 20 to the in-account portfolio management system 50 via the stock exchange system. This slip No. Has been used in the past, so it is not necessary to change the format of the order information and contract information sent to and received from the stock exchange system from the conventional format. In this respect, the development period can be shortened and the development cost can be reduced.

  Note that the present invention is not limited to the above-described embodiment, and modifications and the like within a scope where the object of the present invention can be achieved are included in the present invention.

  That is, in the embodiment, the slip No. that functions as the operation style identification information. Is included in the ordering information. Information from the stock exchange system to the in-account portfolio management system 50 via the stock exchange system by receiving the contract information including In accordance with the nature or type of the trading transaction related to the contract information, for example, domestic stock is investment style D, foreign stock is management style E, etc. It is good also as a structure which specifies whether it is the contract information of the transaction transaction about which management style.

  In the above embodiment, the conversion table 65 is provided in the in-account portfolio management system 50, and the slip No. Is converted to A, B, C,... Indicating the operation style by the in-account portfolio management system 50. In this conversion process, an account management system 30 is provided by providing a conversion table in the account management system 30. It is good also as a structure performed by.

  Furthermore, in the above-described embodiment, the case where the operation style C in which the pair trade operation is performed is included as one of the plurality of operation styles has been described. You may comprise without including the operation style by a pair trade in a style. Further, in the above-described embodiment, the case where the operation by the pair trade is performed only for one section (the section corresponding to the operation style C) has been described. May be pair trades of different operations.)

  And in the said embodiment, the account setting process (step S3 of FIG. 2) accompanying the opening of the account only for SMA in the account management system 30 about the customer for whom the contract was newly concluded, and the portfolio management system in an account accompanying this 50, the setting process of the in-account portfolio (step S4) is automatically performed. However, the asset management system of the present invention is not limited to such a configuration. In the account management system 50, the registration data (initial fund information) is not automatically reflected in the in-account portfolio management system 50, and the initial fund information is manually set in the in-account portfolio management system 50. It is good also as a structure which performs registration.

  As described above, the asset management system, the asset management method, and the program according to the present invention are used, for example, when performing an SMA business in which a customer's financial assets are divided into a plurality of pieces and operated in different operation styles. Suitable for

1 is an overall configuration diagram of an asset management system according to an embodiment of the present invention. The figure of the flowchart which shows the flow of a process by the asset management system of the said embodiment. The figure which shows the example of handling of the information accompanying the process by the asset management system of the said embodiment.

Explanation of symbols

DESCRIPTION OF SYMBOLS 10 Asset management system 20 Trading instruction management system 21 Trading instruction information creation processing means 22 Order information creation processing means 30 Account management system 31B Account unit balance information calculation processing means 33C Contract information transmission means 33D Account unit balance information transmission means 42 Account unit Host account unit balance information storage means that is balance information storage means 46 Account unit balance information storage means for connection that is account unit balance information storage means 50 Portfolio management system in account 51B Portfolio unit balance information calculation processing means 52 Comparison verification processing means 53 Remuneration calculation processing means 55A Portfolio unit balance information transmission means 56 Customer report material creation processing means 67 Portfolio unit balance information storage means

Claims (6)

An asset management system that manages the operation of customers' financial assets,
A buying and selling instruction management system for managing buying and selling instructions for dividing the customer's financial assets into a plurality of different operating styles;
An account management system for managing balance information of the customer's account in units of accounts for each customer;
An in-account portfolio management system for managing a portfolio constructed for each section in an account formed by dividing the customer account in the operation style;
The account management system includes:
Account unit balance information calculation processing means for calculating balance information of each customer's account using the contract information about the trading transaction ordered based on the trading instruction by the trading instruction management system;
Account unit balance information storage means for storing balance information of the account of each customer calculated by the account unit balance information calculation processing means;
A contract information transmitting means for transmitting the contract information to the in-account portfolio management system,
The in-account portfolio management system includes:
Attribution investment style of the contract information identified Luke or identified using operational style identification information included in the contract information received in accordance with the nature or type of transactions according to the contract information from the account management system, and Included in the contract information belonging to the same operational style for each customer account , using the customer account, brand, quantity, trading category, unit price constituting the contents of the sales transaction included in the contract information For each brand, the quantity is subtracted when selling according to the trading category, and is added and updated when buying, and the cash balance is calculated from the trading price obtained by multiplying the quantity and the unit price. the process of, by performing for each investment style, the constituent assets of the portfolio after the rebalancing of the investment styles of each compartment within each customer's account And portfolio unit balance information calculation processing means for calculating the balance information,
Portfolio unit balance information storage means for storing the balance information of the constituent assets of the portfolio after rebalancing with respect to the operation style for each section calculated by the portfolio unit balance information calculation processing means;
Portfolio unit balance information transmission means for transmitting balance information of the constituent assets of the portfolio after rebalancing with respect to the operation style for each section stored in the portfolio unit balance information storage means to the trading instruction management system. Configured,
The trading instruction management system is :
And buying and selling instruction information creation processing unit is configured to include a Purchase Order information creation processing unit,
The buying and selling instruction information creation processing means
As buying and selling instruction information about each of the operation styles,
The customer's account is divided for the operation style of pair trade that performs the buying and selling transactions of the same amount or approximately the same amount by combining multiple issues at the same time, and then performing the buying and selling transactions that are the opposite buying and selling. The account block formed in this way is further divided to set a plurality of operating funds within one block, and the amount of money for one frame of the operating funds is used as the total usage limit for one trading transaction pair. A process of creating a building instruction information and a corresponding filling instruction information for performing a transaction of buying and selling as an amount;
A virtual portfolio for creating a trading plan for securities so that the market price composition ratio changes within a certain amount while keeping the market capitalization at a certain amount for at least one management style other than the paired trading style Process to create buying and selling instruction information by operation manager using
Is configured to perform at least one of the processes,
The order information creation processing means includes:
As ordering information for each customer for each operation style,
About the management style by the pair trade, the buying / selling instruction information using the usage status and the fund balance of the investment fund included in the balance information of the constituent assets of the portfolio after the previous rebalance received from the in-account portfolio management system. When the building instruction information is created by the creation processing means, it is determined whether or not there is a vacant frame in the plurality of operating funds, and the erection is made for the section in the customer account that has the vacant frame. In the case where the ordering information related to the buying and selling transaction is created and the filling instruction information is created by the buying and selling instruction information creating processing means, the building instruction according to the building instruction corresponding to the filling instruction in the plurality of operating funds is created. Judgment is made on whether or not there is a used limit used for the sales transaction, and the section in the customer's account where the used limit was used is related to the sales transaction for filling And the process of creating a purchase order information,
For at least one management style other than the pair-traded management style, a rebalance is made so that the market price composition ratio changes within the fixed amount while keeping the market capitalization at a fixed amount according to the current trading instruction from the management manager. The model portfolio after balance is received from the in-account portfolio management system and the market capitalization of the model portfolio in the expanded or reduced state by expanding or contracting while maintaining the market value composition ratio of each component asset A model in which the market capitalization of the portfolio after the previous rebalance is made equal, and using the balance information of the constituent assets of the portfolio after the previous rebalance received from the in-account portfolio management system, the model in the expanded or reduced state Portfolio As an example, it is related to a trading transaction for rebalancing a portfolio for at least one management style other than the pair trading management style by creating ordering information for performing a trading transaction to fill the difference with the target. Create order information and
An asset management system characterized by being configured to perform at least one of the processes . The account management system includes:
Comprising account unit balance information transmitting means for transmitting balance information of the account of each customer stored in the account unit balance information storage means to the in-account portfolio management system;
The in-account portfolio management system includes:
The balance information of the component assets of the portfolio after rebalancing for the operation style for each section stored in the portfolio unit balance information storage means is totaled for each customer account unit by removing the section frame. The comparison check processing means for comparing and checking the obtained balance information of each customer's account and the balance information of each customer's account received from the account management system is provided. 1. The asset management system according to 1. The in-account portfolio management system includes:
Remuneration calculation processing means for calculating the operational remuneration paid by the customer using the balance information of the constituent assets of the portfolio after rebalancing with respect to the operational style for each section stored in the portfolio unit balance information storage means. The asset management system according to claim 1 or 2, wherein the asset management system is configured. The in-account portfolio management system includes:
Customer report material creation processing means for creating report material to the customer using balance information of the constituent assets of the portfolio after rebalancing with respect to the operation style for each section stored in the portfolio unit balance information storage means; The asset management system according to any one of claims 1 to 3, wherein the asset management system is included. An asset management method for managing the management of customers' financial assets,
In order to divide the customer's financial assets into multiple and operate in different operational styles, the customer's account is divided in the operational style to form a plurality of sections in the account,
Trading instruction information creation processing means of the trading instruction management system, as trading instruction information for each operation style ,
The customer's account is divided for the operation style of pair trade that performs the buying and selling transactions of the same amount or approximately the same amount by combining multiple issues at the same time, and then performing the buying and selling transactions that are the opposite buying and selling. The account block formed in this way is further divided to set a plurality of operating funds within one block, and the amount of money for one frame of the operating funds is used as the total usage limit for one trading transaction pair. A process of creating a building instruction information and a corresponding filling instruction information for performing a transaction of buying and selling as an amount;
A virtual portfolio for creating a trading plan for securities so that the market price composition ratio changes within a certain amount while keeping the market capitalization at a certain amount for at least one management style other than the paired trading style Process to create buying and selling instruction information by operation manager using
Process at least one of the
Ordering information creation processing means of the trade order management system, as a pre-Symbol the ordering information for each customer for each investment style,
For the management style based on the pair trade, the trading instruction information creation using the usage status and the fund balance of the management fund frame included in the balance information of the component assets of the portfolio after the previous rebalance received from the in-account portfolio management system When the building instruction information is created by the processing means, it is determined whether or not there is a vacant frame among the plurality of operating funds frames, and the section in the customer's account that has the vacant frames is built. In the case where order information relating to a sales transaction is created and the filling instruction information is created by the buying / selling instruction information creation processing unit, the buying and selling of a building based on a building instruction corresponding to the filling instruction in the plurality of operating funds. Judgment is made on whether or not there is a used limit used for the transaction, and the transaction in the transaction of filling in the section in the customer's account where the used limit was found. And the process of creating the information,
For at least one management style other than the pair-traded management style, a rebalance is made so that the market price composition ratio changes within the fixed amount while keeping the market capitalization at a fixed amount according to the current trading instruction from the management manager. The model portfolio after balance is received from the in-account portfolio management system and the market capitalization of the model portfolio in the expanded or reduced state by expanding or contracting while maintaining the market value composition ratio of each component asset A model in which the market capitalization of the portfolio after the previous rebalance is made equal, and using the balance information of the constituent assets of the portfolio after the previous rebalance received from the in-account portfolio management system, the model in the expanded or reduced state Portfolio As an example, it is related to a trading transaction for rebalancing a portfolio for at least one management style other than the pair trading management style by creating ordering information for performing a trading transaction to fill the difference with the target. Create order information and
Process at least one of the
Thereafter, the account unit balance information calculation processing means of the account management system calculates the balance information of each customer's account using the contract information about the trading transaction ordered based on the trading instruction by the trading instruction management system, and calculates The account balance information of each customer is stored in the account unit balance information storage means and managed for each customer for each account,
The contract information transmitting means of the account management system transmits the contract information to the in-account portfolio management system,
Subsequently, the portfolio unit balance information calculation processing means of the in-account portfolio management system uses the contract information received from the account management system to manage a portfolio constructed for each section in the customer's account. the trading contents of the transaction or identified using the operational style identification information Luca contained attributable operational style, and the contract information of the contract information identified according to the nature or type of transactions relating to the contract information included make up the customer's account, brand, quantity, real estate division, with a unit price, said to each customer's account, according to the buying and selling dividing the quantity contained in the contract information belonging to the same investment style for each brand Subtract in case of selling, add and update in case of buying, and buy and sell amount obtained by multiplying the quantity and unit price The process of calculating the Luo cash balance, by performing for each investment style, calculates the balance information of the configuration assets of the portfolio after the rebalancing of the investment styles of each compartment within each customer's account, was calculated After storing the balance information of the component assets of the portfolio after the rebalancing for the operation style for each section in the portfolio unit balance information storage means,
The asset unit characterized in that the portfolio unit balance information transmitting means of the in-account portfolio management system transmits the balance information of the constituent assets of the portfolio after rebalancing with respect to the operation style for each section to the trading instruction management system. Operation management method. The program for functioning a computer as an asset operation management system in any one of Claims 1-4 .

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