JPWO2017187475A1 - Fund settlement system and fund settlement program - Google Patents

Abstract

  This is a fund settlement system having a function of controlling payment / withdrawal so as not to fall below a predetermined balance in RTGS. According to a typical embodiment, when there is a balance of funds to be used for settlement, the settlement management unit that performs the fund settlement, and a balance management unit that manages the balance of the funds, the balance management unit Holds the information of the actual balance of the account holding the funds and the information of the virtual balance obtained by subtracting a predetermined usage restraint amount set in advance from the actual balance, and handles the virtual balance as the balance.

Description

  The present invention relates to a technology for fund settlement in a financial institution or the like, and more particularly, to a fund settlement system and a fund settlement program for controlling RTGS (Real-Time Gross Settlement) performed with a settlement organization such as a central bank. It is related to effective technology when applied.

  For financial institutions such as securities firms, the Bank of Japan (hereinafter sometimes referred to as the “BoJ”) for the settlement of funds and government bonds with other securities firms, etc. And RTGS (Instant Gross Settlement) via the Bank of Japan Financial Network System (hereinafter sometimes referred to as “BoJ Net”) for online settlement of government bonds. Here, unlike banks that require legal reserves to be placed in the checking account of the BOJ, securities companies, etc. are not required to pay the minimum required balance of the checking account of the BOJ. However, in view of past settlement results, etc., in order to smoothly proceed with settlement, it is usual to receive guidance from the BOJ to place a predetermined balance in the checking account.

  As a technology related to settlement via the Bank of Japan, for example, Japanese Patent Laid-Open No. 2012-133670 (Patent Document 1) discloses that a deposit ledger storage unit responds to an RTGS in / out inquiry request for a predetermined account to be managed by RTGS balance. The stored previous business day balance, the total deposit amount by bank transfer, the total withdrawal amount by bank transfer, and the large entry / exit details information stored in the large entry / exit details storage unit are acquired and “RTGS balance = RTGS support to calculate RTGS balance by the formula of "Balance of previous business day + Deposit amount of each large account entry / exit information-Payment amount of each large account entry / exit information + Total deposit amount by bank transfer-Total withdrawal amount by bank transfer" The system is described. As a result, it is possible to grasp the balance taking into account the settlement status (financial status) on the current account of the BOJ by separating large-capitalized domestic exchange transactions from non-financialized domestic exchange transactions. It is said.

JP 2012-133670 A

  For example, by using a technique such as that described in Patent Document 1, it is possible to more quickly and appropriately grasp the balance on the current account of the BOJ. On the other hand, if a financial institution such as a securities company has a minimum balance that is equal to or greater than the difference between the total amount of withdrawals scheduled for the day and the total amount of deposits as funds that should be stored in the checking account of the BOJ For example, it is theoretically possible to fulfill all settlements by waiting for the necessary deposits to be made and then processing the withdrawals. However, when it is necessary to precede the withdrawal schedule with respect to the deposit schedule, it is necessary to accumulate more funds in anticipation of the withdrawal schedule to be preceded.

  Here, in order to reduce the cost required for funding, while requesting that the funds stored in the checking account be kept as small as possible, it becomes impossible to pay itself because the planned deposit is not made. There is also a strong demand to maintain a balance above a certain level in order to reduce the risk as much as possible. Therefore, the investment manager processes payments / withdrawals from what is possible according to the priority order, while checking the balance status in the checking account at all times and restricting it from falling below the set balance. When it seems to be delayed, the operation of canceling the balance limit and giving priority to payment is performed, and the physical and psychological burden on the manager is extremely high.

  Accordingly, an object of the present invention is to provide a fund settlement system and a fund settlement program having a function of controlling payment / withdrawal so as not to fall below a predetermined balance in RTGS.

  The above and other objects and novel features of the present invention will be apparent from the description of this specification and the accompanying drawings.

  Of the inventions disclosed in this application, the outline of typical ones will be briefly described as follows.

  A fund settlement system according to a typical embodiment of the present invention is a fund settlement system that performs gross settlement with a settlement organization, and performs the fund settlement when there is a balance of funds for settlement. A settlement management unit, and a balance management unit that manages the balance of the funds, and the balance management unit includes information on an actual balance of the account that holds the funds, and a predetermined preset from the actual balance. The virtual balance information obtained by subtracting the necessary balance is held, and the virtual balance is handled as the balance.

  The present invention can also be applied to a fund settlement program that causes a computer to execute processing so as to function as the above-described fund settlement system.

  Among the inventions disclosed in the present application, effects obtained by typical ones will be briefly described as follows.

  That is, according to the representative embodiment of the present invention, it becomes possible to control the payment / withdrawal so as not to fall below a predetermined balance in RTGS.

It is the figure which showed the outline | summary about the structural example of the fund settlement system which is one embodiment of this invention. It is the figure which showed the outline | summary about the example of the screen which sets the virtual balance in one embodiment of this invention. It is the graph which showed the general example of transition of the checking account balance of a certain day in one embodiment of this invention. It is the graph which showed the general example of transition of the checking account balance of a certain day in a prior art.

  Hereinafter, embodiments of the present invention will be described in detail with reference to the drawings. Note that components having the same function are denoted by the same reference symbols throughout the drawings for describing the embodiment, and the repetitive description thereof will be omitted. On the other hand, parts described with reference numerals in some drawings may be referred to with the same reference numerals although not illustrated again in the description of other drawings. In the following, in order to make the features of the present invention easier to understand, the description will be made in comparison with the prior art.

<Overview>
As mentioned above, financial institutions such as securities firms that make payments with other financial institutions via the BOJ-Net have certain required balances in the current account at the BOJ (in the case of banks, legal reserves, securities firms, etc. In some cases, the amount of money received from the Bank of Japan) is being accumulated. FIG. 4 is a graph showing a general example of the transition of the current account balance on a certain day in the prior art. In the graph, the vertical axis shows the balance of current account (million yen), and the horizontal axis shows the time from the start of trading on the 1st. The example of FIG. 4 shows an example in the case where the required balance is 65 billion yen, and it shows that the balance is 65 billion yen corresponding to the required balance at the time of settlement at 9:00 in the morning. ing.

  Assuming that the total amount of money planned for sunrise is 80 billion yen and the total amount of money planned to be deposited is 70 billion yen, the required deposit will be required if the balance of the difference of 10 billion yen is theoretically at least in the checking account. All payments can be fulfilled by processing the withdrawal after waiting for the payment. However, if there is a tendency for withdrawal to precede deposit, it is necessary to accumulate more funds in anticipation of the preceding withdrawal schedule.

  For example, in the case of a securities company, because of business characteristics, so-called “DVP (Delivery Versus Payment) purchase” precedes, so as shown in the figure, immediately after the start of settlement at 9:00 am, withdrawal by “DVP purchase” Tends to lead (decrease in checking account balance). Specifically, the current account balance temporarily decreased to about 10 billion yen immediately after the start of settlement (around 10:20), and then received 45 billion yen (from 10:40 to 11:10) The balance will recover to 55 billion yen.

  In this case, the risk borne by the securities company in terms of liquidity coverage is 55 billion yen (ie, the final amount), although the maximum risk amount is less than 80 billion yen (ie, the total amount scheduled to be withdrawn). It is clear that the risk of (balance) has been borne, and nowadays the guidance and demands for reducing this risk are becoming stricter year by year. So, for example, the manager in charge constantly monitors the balance of the checking account, and if the balance is likely to fall below a certain amount of usage restraint (for example, 40 billion yen), the withdrawal by DVP purchase etc. is temporarily stopped. Conventionally, an operation has been performed in which the balance is manually canceled when the balance becomes available due to payment or the like.

  When automating such withdrawal control, for example, it is conceivable to treat the amount obtained by subtracting the usage suppression amount from the balance of the checking account as an “available” balance. In the example of FIG. 4, 25.0 billion yen, which is obtained by subtracting the usage restriction amount of 40 billion yen from the balance of 65 billion yen at the start of settlement, becomes the “available” balance at the start of settlement.

  In this case, as an implementation method in the information processing system for managing settlement, a method of forcibly reducing the balance of the current account of the BOJ and the collateral balance to the “available” balance can be considered. However, this method makes it impossible to directly grasp the actual balance in the current account at the BOJ, and it is necessary to input an increase to the BOJ-Net in order to restore the reduced amount. It will be high.

  Therefore, in the fund settlement system according to an embodiment of the present invention, information on a virtual balance that is an “available” balance is held separately from the information on the actual balance of the current account of the BOJ. In the general control of making withdrawals within the range of the balance of the checking account, the balance to be referenced is the virtual balance instead of the actual balance of the checking account. As a result, when the virtual balance is insufficient, the withdrawal is not automatically performed, and it is easy to control the withdrawal temporarily without adding special new control or judgment logic. can do.

  FIG. 3 is a graph showing a general example of the transition of the current account balance on a certain day in the present embodiment. Here, in the same case as in the example of FIG. 4, the amount obtained by subtracting the usage restraint amount (40 billion yen) from the actual balance is treated as a virtual balance (usable amount), and the deposit / withdrawal is settled within the range. This shows that it is possible to control the actual balance of the checking account so that it does not fall below the usage restraint amount.

<System configuration>
FIG. 1 is a diagram showing an outline of a configuration example of a fund settlement system according to an embodiment of the present invention. The fund settlement system 1 according to the present embodiment is an information processing system that provides a financial institution, which is a customer, with a service for settlement of funds and government bonds with another financial institution via the BOJ Net 2. Yes, for example, a server system implemented by a server or a virtual server constructed on a cloud computing service. A fund settlement service may be individually provided to a plurality of customers as an ASP (Application Service Provider).

  The fund settlement system 1 includes, for example, each component such as a settlement management unit 11 and a balance management unit 12 implemented as software that runs on middleware such as an OS (Operating System), a DBMS (DataBase Management System), and a Web server program (not shown). Have Each data store includes a payment information database (DB) 13, a real balance management DB 14, and a virtual balance management DB 15 implemented by a database or the like. In addition, a customer terminal 3 including an information processing terminal such as a PC (Personal Computer) used by a person in charge of a customer financial institution via a network 4 such as the Internet is accessible.

  The settlement management unit 11 has a function of performing settlement of funds and government bonds between each customer financial institution and other financial institutions based on an instruction automatically via the BOJ Net 2 or manually via the customer terminal 3. Have. At the time of settlement, it is possible to refer to the scheduled deposit / withdrawal date of the day registered in advance in the settlement information DB 13. Obtain information on the balance of the checking account of the Bank of Japan (the entity is a virtual balance as will be described later in this embodiment) via the balance management unit 12 described later (or directly refer to the virtual balance management DB 15), The withdrawal schedule registered in the settlement information DB 13 within the range of the balance may be automatically executed. Control is performed so that automatic and manual withdrawals are not possible when the balance is insufficient. When the settlement is performed, the settlement processing result may be reflected in the balance information via the balance management unit 12 described later, and the history information may be recorded in the settlement information DB 13.

  The balance management unit 12 has a function of managing the balance information of the current account of the BOJ for each customer financial institution. In the present embodiment, as described above, information on the actual balance of the checking account is held and managed in the actual balance management DB 14, and information on the virtual balance (usable amount) obtained by subtracting the usage restraint amount from the actual balance. Are stored in the virtual balance management DB 15 for management. In response to a balance inquiry from the settlement management unit 11, information on the virtual balance held in the virtual balance management DB 15 is acquired and responded. As a result, the payment management unit 11 can handle the virtual balance as if it were a real balance. When the settlement result information is acquired from the settlement management unit 11, this is reflected in the contents of both the actual balance management DB 14 and the virtual balance management DB 15.

  The balance management unit 12, for example, in response to a request from the customer terminal 3, the amount of the actual balance of the checking account held in the actual balance management DB 14 and the virtual balance (usage suppression amount) held in the virtual balance management DB 15 Are displayed on the customer terminal 3 at any time so that the customer can grasp the balance management status.

  In addition, the person in charge of the customer may be able to manually set the value of the usage suppression amount via the screen displayed on the customer terminal 3. FIG. 2 is a diagram showing an outline of an example of a screen for setting a virtual balance displayed on the customer terminal 3. In the example of FIG. 2, the amount of the actual balance of the current account of the BOJ held in the actual balance management DB 14 is displayed in the “current account balance” column, and an input field of the “reduction amount” column When the person in charge of the customer inputs the amount of usage restraint, the difference is calculated and displayed in the “virtual balance” column. When the customer staff presses the “OK” button, the balance management unit 12 records the amount in the “virtual balance” column in the virtual balance management DB 15. In addition to this, or instead of this, the amount entered in the “Usage Restricted Amount” field may be recorded in the virtual balance management DB 15.

  Once set, the virtual balance is basically maintained without change, but in the case where withdrawals / payments are delayed, the customer contact person via the screen as shown in FIG. You can change the settings at any time. In this case, the amount of the virtual balance is increased by reducing or reducing the amount of use restraint to zero.

  Whether or not withdrawal / payment is in a staying state may be automatically determined, and if applicable, the customer representative may be notified via the customer terminal 3. For example, one or more rules such as “determine that there is a staying status when there are more than XX% unpaid withdrawals after 10:30 in the morning” are set, and the settlement management unit 11 It is determined whether the situation corresponds to each rule with reference to the settlement information DB 13. If it is determined that the user is in the staying state, the balance management unit 12 may automatically control the usage suppression amount to be reduced by a certain amount.

  Analysis is performed based on the information on the actual balance held in the actual balance management DB 14, the information on the virtual balance held in the virtual balance management DB 15, and the settlement history information (past performance) recorded in the settlement information DB 13. To determine how much the actual payment can be satisfied with the amount set as the virtual balance, and based on the determination result, the virtual balance can be adjusted automatically or manually, taking into account the current deposit / withdrawal schedule You may do it. In other words, it is possible to increase the amount of usage restraint for safer operation, or to reduce the funds stored in the checking account for more efficient operation.

  As described above, according to the fund settlement system 1 which is an embodiment of the present invention, in addition to the information on the actual balance of the current account of the BOJ held in the actual balance management DB, Thus, the virtual balance management DB 15 holds information on the virtual balance (usable amount). In the general control in which the settlement management unit 11 performs withdrawal within the range of the balance of the checking account, the balance to be referred to is the virtual balance instead of the actual balance of the checking account. As a result, when the virtual balance is insufficient, the withdrawal is not automatically performed, and the payment management unit 11 does not add any special new control, judgment logic, etc. Control can be easily realized.

  As mentioned above, the invention made by the present inventor has been specifically described based on the embodiments. However, the present invention is not limited to the above-described embodiments, and various modifications can be made without departing from the scope of the invention. Needless to say. For example, the above-described embodiment has been described in detail for easy understanding of the present invention, and is not necessarily limited to the one having all the configurations described. In addition, it is possible to add, delete, and replace other configurations for a part of the configuration of the above-described embodiment.

  The present invention can be used for a fund settlement system and a fund settlement program for controlling RTGS performed with a settlement organization such as a central bank.

1 ... Fund settlement system 2 ... BOJ-NET 3 ... Customer terminal 4 ... Network
DESCRIPTION OF SYMBOLS 11 ... Payment management part, 12 ... Balance management part, 13 ... Payment information DB, 14 ... Real balance management DB, 14 ... Virtual balance management DB

Claims (10)

A fund settlement system that performs gross settlement with a settlement organization,
A settlement management unit that performs the settlement of funds when there is a balance of funds to be settled;
A balance management unit for managing the balance of the funds,
The balance management unit holds information on the actual balance of the account that holds the funds, and information on a virtual balance obtained by subtracting a predetermined usage suppression amount set in advance from the actual balance, and the virtual balance is stored in the virtual balance Fund settlement system that handles as balance. The fund settlement system according to claim 1,
The balance management unit is a fund settlement system that sets the usage suppression amount based on an input from a user. The fund settlement system according to claim 1,
The balance management unit sets the use restraint amount based on the set information on the use restraint amount, the information on the actual balance, and the history information of the fund settlement recorded by the settlement management unit. system. The fund settlement system according to claim 1,
The balance management unit is a fund settlement system in which the usage restraint amount is set based on information on withdrawal and deposit schedules. The fund settlement system according to claim 1,
The balance management unit is a fund settlement system that reduces the usage restraint amount when the settlement of funds related to withdrawal by the settlement management unit stays above a predetermined standard. A fund settlement program for causing a computer to execute processing so as to function as a fund settlement system that performs gross settlement with a settlement organization,
A settlement management process for performing the settlement of funds when there is a balance of funds for settlement;
Causing the computer to execute a balance management process for managing the balance of the funds,
In the balance management process, the information of the actual balance of the account that holds the funds held in the computer is acquired, a virtual balance obtained by subtracting a predetermined usage suppression amount set in advance from the actual balance is calculated, A fund settlement program for outputting a virtual balance as the balance. The fund settlement program according to claim 6,
In the balance management process, a fund settlement program for setting the usage suppression amount based on an input from a user. The fund settlement program according to claim 6,
In the balance management process, the settlement of funds is set based on the set information on the use restraint and the information on the actual balance and the history information of the fund settlement recorded by the settlement management process. program. The fund settlement program according to claim 6,
In the balance management process, a fund settlement program for setting the usage restraint amount based on information on withdrawal and deposit schedules. The fund settlement program according to claim 6,
In the balance management process, a fund settlement program that reduces the usage restraint amount when the fund settlement related to the withdrawal by the settlement management process stays above a predetermined standard.

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