KR102046858B1 - Method and apparatus for providing Global Investment Performance Standards(GIPS) certification support services - Google Patents

Abstract

The present invention relates to a method for providing global investment performance standards (GIPS) certification support services. The method determines funds which is a target of GIPS certification, generates a plurality of composites grouping at least a part of the funds in accordance with a composite setting standard including at least one of investment terms, investment objectives or investment strategies, matches each of the funds to one of the plurality of composites, sets a benchmark for evaluating a profit rate of the plurality of composites to each of the plurality of composites, calculates the profit rate of each of the plurality of composites and the profit rate of the benchmark, and provides data including the calculated profit rates to a GIPS certification server.

Description

Methods and apparatus for providing Global Investment Performance Standards (GIPS) certification support services

The present invention relates to a method and apparatus for providing a Global Investment Performance Standards (GIPS) certification support service.

Global Investment Performance Standards (GIPS) is an international investment performance standard that is an autonomous standard for the industry that aims to provide full disclosure and fair representation of investment performance.

GIPS can promote fair and international competition among asset managers by ensuring accurate and consistent data on the funds in operation and by aiming at international standards for the calculation and presentation of performance results. As a result, many asset managers have recently introduced GIPS certification.

On the other hand, asset managers need to submit basic data for performance evaluation of asset management to institutions that perform GIPS certification. Accordingly, there is an increasing demand for services from asset managers that can generate basic data for performance evaluation of asset management.

1.Korea Registered Patent 10-1004375 (Notice date: Dec. 28, 2010) 2. US Patent 10127614 (Registration Date: Nov. 13, 2018)

Various embodiments are directed to providing a method and apparatus for providing Global Investment Performance Standards (GIPS) certification support services. The technical problem to be solved by the present disclosure is not limited to the technical problems as described above, and further technical problems can be inferred from the following embodiments.

According to an aspect of the present disclosure, a method for providing a Global Investment Performance Standards (GIPS) certification support service includes: determining funds that are subject to GIPS certification;

Creating a plurality of composites that group at least a portion of the funds according to a composite setting criterion comprising at least one of an investment term, an investment objective or an investment strategy; Matching each of the funds to any one of the plurality of composites; Setting a benchmark in each of the plurality of composites to benchmark a rate of return of the plurality of composites; Calculating a yield of each of the composites and a yield of the benchmark; and providing data including the calculated returns to a GIPS authentication server.

The generating of the plurality of composites may further include registering, for each of the plurality of composites, at least one of non-discretions defined in a GIPS, wherein the non-discretions include: Includes matters relating to the period in which assets are organized or organized in accordance with the establishment or termination of the funds included in composites, matters relating to the minimum assets of the funds, and matters relating to the incorporation or entry of funds resulting from the establishment or termination of the funds; can do.

In addition, the step of generating a plurality of composites further comprises the step of registering a classification scheme that sets in detail the steps that can define the plurality of composites, wherein the details are the funds, domestic funds or overseas Whether it is a fund, whether it is a bond fund, an equity fund or a mixed fund, whether it is a large-cap fund, a medium-cap fund or a small-cap fund, and whether it is a growth fund, a stable fund or a stable fund. It may include at least one.

The generating of the plurality of composites may further include inputting a fee and a cost applied to the plurality of composites.

The method may further include registering total asset details for each of the funds, wherein the total asset details may correspond to net assets before the settlement.

In addition, the yield of each of the plurality of composites may be calculated based on a change in total assets of the funds matching each of the plurality of composites.

In addition, a yield of each of the plurality of composites may correspond to at least one of a gross return (fee of return), a net return (net of fees), and a return based on net investment performance (client return). Is defined as (net assets before settlement + management fee on the day + operating fee on the day) / (net assets after settlement + net amount + settlement-cancellation amount)-1, and the above net return is (net assets before settlement + Management fee) / (net asset after settlement + set amount-cancellation amount)-1, the return on the net investment performance is (net asset before settlement of the day) / (net asset after settlement + set amount-cancellation amount) Can be defined as -1.

According to another aspect, an apparatus for providing Global Investment Performance Standards (GIPS) certification support service, the apparatus comprising: a memory; Determine a fund that is subject to GIPS certification, create a plurality of composites that group at least a portion of the funds according to a composite set criteria that includes at least one of an investment agreement, an investment objective, or an investment strategy, and the fund Matching each of these to any one of the plurality of composites, setting a benchmark in each of the plurality of composites, and setting a benchmark for evaluating the yield of the plurality of composites, and the yield of each of the plurality of composites and A processor for calculating a yield of the benchmark; And a communication unit providing data including the calculated returns to a GIPS authentication server.

Further, the processor registers at least one of the non-discretion matters defined in the GIPS for each of the plurality of composites, and the non-disclosure matters are for setting up or canceling the funds included in the plurality of composites. May include matters relating to the period of constructing or organizing assets, matters relating to the minimum assets of the funds, and matters relating to the incorporation or entry of funds in accordance with the establishment or termination of the funds.

In addition, the processor registers a classification system that sets in detail the steps that can define the plurality of composites, the details are related to whether the funds, domestic funds or overseas funds, bond funds, It may include at least one of matters relating to whether it is a stock fund or mixed fund, matters relating to whether it is a large-cap fund, medium-cap fund or small-cap fund, and whether it is a growth fund, stable long-term fund, or stable fund.

In addition, the processor may input a fee and a cost applied to the plurality of composites.

In addition, the processor registers the total asset details for each of the funds, the total asset details may correspond to the net assets before the settlement.

In addition, a yield of each of the plurality of composites may be calculated based on a change in total assets of the funds matching each of the plurality of composites.

In addition, a yield of each of the plurality of composites may correspond to at least one of a gross return (fee of return), a net return (net of fees), and a return based on net investment performance (client return). Is defined as (net assets before settlement + management fee on the day + operating fee on the day) / (net assets after settlement + net amount + settlement-cancellation amount)-1, and the above net return is (net assets before settlement + Management fee) / (net assets + settlement amount-cancellation amount) -1 after settlement of the previous day,

Yield according to the net investment performance can be defined as (net assets before settlement of the day) / (net assets after settlement + settlement-cancellation amount) -1 of the previous day.

According to another aspect, the method may include a computer-readable recording medium having recorded thereon a program for executing a method of providing a Global Investment Performance Standards (GIPS) certification support service on a computer.

1 is a schematic diagram illustrating an example of a Global Investment Performance Standards (GIPS) certification support system.
2 is a flowchart illustrating an example of a method of providing a Global Investment Performance Standards (GIPS) certification support service.
3 is a diagram illustrating an example of a screen for generating a composite using a computer program provided from a GIPS authentication support server.
4 is a diagram illustrating an example of a screen for registering matters related to a period of constructing or organizing assets according to setting or termination of funds included in composites among non-discretions by using a computer program provided from a GIPS authentication support server; to be.
5A is a diagram illustrating an example of a screen for registering a matter related to the minimum assets of funds among non-discretions using a computer program provided from a GIPS authentication support server.
5B is a diagram for explaining matters related to minimum assets of funds among non-discretions.
FIG. 6A is a diagram illustrating an example of a screen for registering a matter related to the transfer or access of funds according to the establishment or termination of funds among non-discretions using a computer program provided from a GIPS authentication support server.
6B is a view for explaining matters related to the incorporation or access of funds according to the establishment or termination of funds among non-discretions.
7 is a diagram illustrating an example of a screen for matching each of the funds to one of the composites using a computer program provided from a GIPS authentication support server.
8 is a diagram illustrating an example of a screen for setting a benchmark for each of the composites using a computer program provided from a GIPS authentication support server.
9 is a diagram illustrating an example of a screen for calculating a yield of each composite and a yield of a benchmark using a computer program provided from a GIPS authentication support server.
10 illustrates an example of an apparatus for providing a Global Investment Performance Standards (GIPS) certification support service.

The embodiments may be variously modified and may have various embodiments, and specific embodiments will be illustrated in the drawings and described in detail in the written description. However, this is not intended to limit the scope to the specific embodiments, it should be understood to include all transformations, equivalents, and substitutes included in the scope of the disclosed spirit and technology. In describing the embodiments, when it is determined that the detailed description of the related known technology may obscure the gist, the detailed description thereof will be omitted.

Terms such as first and second may be used to describe various components, but the components should not be limited by the terms. The terms are only used to distinguish one component from another.

The terminology used herein is for the purpose of describing particular example embodiments only and is not intended to be limiting of the scope. Singular expressions include plural expressions unless the context clearly indicates otherwise. In this application, the terms "comprise" or "have" are intended to indicate that there is a feature, number, step, operation, component, part, or combination thereof described in the specification, and one or more other features. It is to be understood that the present invention does not exclude the possibility of the presence or the addition of numbers, steps, operations, components, components, or a combination thereof.

Hereinafter, embodiments will be described in detail with reference to the accompanying drawings, and in the following description with reference to the accompanying drawings, the same or corresponding components will be given the same reference numerals and duplicate description thereof will be omitted.

1 is a schematic diagram illustrating an example of a Global Investment Performance Standards (GIPS) certification support system.

Global Investment Performance Standards (GIPS) is an international standard for measuring and disclosing asset management performance published by the Association for Investment Management and Research.

GIPS organizes fund groups according to their management strategies and publishes investment performance based on these fund groups. A fund group is a unit in which asset managers manage funds that are managed under similar investment objectives or management strategies for performance evaluation purposes, and may be referred to as composites.

Referring to FIG. 1, the GIPS authentication support system 100 includes an asset management server 110, a GIPS authentication server 120, and a GIPS authentication support server 130. In the GIPS authentication support system 100 shown in FIG. 1, only components related to the present embodiments are shown. Therefore, it will be apparent to those skilled in the art that the GIPS authentication support system 100 may further include other general purpose components in addition to the components shown in FIG. 1.

Asset management server 110 may create a fund and professionally manage securities and assets for investment purposes for the benefit of investors. The asset management server 110 may correspond to, for example, an asset manager or an investment advisor. The asset management server 110 may disclose an investment performance evaluation for assets managed by the asset management server 110 through GIPS authentication.

The GIPS authentication server 110 may evaluate the investment performance of the assets managed by the asset management server 110 based on the GIPS criteria. Investment performance, on the other hand, may correspond to the return on assets under management. Return is the percentage of gains gained from an investment over a given performance measurement period. It is a percentage of how much the value of an asset at the end of the investment period has increased over its value at the beginning of the investment period. The GIPS authentication server 110 may correspond to, for example, a fund valuation company.

The GIPS authentication support server 130 may provide the asset management server 110 with a computer program that generates basic data for evaluating the investment performance of assets managed by the asset management server 110. Basic data for the evaluation may include, but is not limited to, return data of assets managed by the asset management server 110. The asset management server 110 may use the computer program provided from the GIPS authentication support server 130 to provide the GIPS authentication server 110 with basic data for evaluation of the investment performance. 2 to 8, an example in which the asset management server 110 generates basic data for evaluation of investment performance using a computer program provided from the GIPS authentication support server 130 will be described.

2 is a flowchart illustrating an example of a method of providing a Global Investment Performance Standards (GIPS) certification support service.

In operation 210, the asset management server 110 may determine funds that are subject to GIPS authentication. For example, the asset management server 110 may select funds that are subject to GIPS certification among funds that are operated.

Meanwhile, the asset management server 110 may register the total asset details for each of the funds that are subject to GIPS certification. The gross asset details may correspond to the net assets of the fund before settlement. On the other hand, when the asset management server 110 registers the total asset details, such as the hat-type funds, the total asset details of the fund may be set so as not to overlap each other.

In operation 220, the asset management server 110 may generate composites that group at least some of the funds.

As described above, the composite corresponds to a unit grouping funds managed under similar investment objectives or management strategies among the funds managed by the asset management server 110. Funds subject to GIPS certification may be included in at least one composite.

3 is a diagram illustrating an example of a screen for generating a composite using a computer program provided from a GIPS authentication support server.

The asset management server 110 may generate a composite and register matters related to the generated composite. For example, the asset management server 110 may register a code 310, a name 320, a setting criterion 330, a classification scheme 340, and the like of the generated composite.

Referring to FIG. 3, the asset management server 110 may generate, for example, a composite having a code 310 of 20110002 and a name 320 of 'stock general'. In addition, the asset management server 110 may register the setting criteria 330 of the composite as' a fund that aims to achieve excess returns compared to KOSPI 200 by investing more than 70% in domestic stocks. Meanwhile, the GIPS authentication support server 130 may generate various kinds of composites in addition to the composite named “stock common” illustrated in FIG. 3.

In addition, the asset management server 110 may register up to five levels of the classification system 340 of the composite, but is not limited thereto. The number of steps of the classification system that may be registered may be variously set. The classification system for composites includes: whether the fund is a domestic or foreign fund, whether the fund is a bond fund, an equity fund, or a mixed fund, whether the fund is a large-cap, mid-cap or small-cap fund, depending on market capitalization; and This may correspond to a step-by-step set of details that define the composite, such as whether the fund is a growth fund, stable fund, or stable fund.

Meanwhile, the asset management server 110 may register at least one of non-discretion matters defined in the GIPS for each of the generated composites. Hereinafter, non-discretions will be described in detail with reference to FIGS. 4 to 6B.

The non-discretions set forth in the GIPS are related to the period in which assets are constructed or organized in accordance with the establishment or termination of the funds that composites contain (Inception & Termination Policy) 410, and the minimum asset level of the funds. Policy 420 and a Large External Cash Flow Policy 430 related to the incorporation or access of funds according to the establishment or termination of funds.

4 is a diagram illustrating an example of a screen for registering matters related to a period of constructing or organizing assets according to setting or termination of funds included in composites among non-discretions by using a computer program provided from a GIPS authentication support server; to be.

Matters relating to the period in which assets are organized or organized in accordance with the establishment or termination of funds, including the composites, include the period in which a fund manager constructs or organizes assets in accordance with the establishment or termination of funds. It can be defined on the premise that it cannot be used. For example, in the case of selecting and registering the 'just in time' item 411, the yield can be calculated based on the discretion from the day the fund is set. Or, if you choose to register with the 'Full Measurement Period (Beginning of the month)' item 412, your discretion will begin on the first day of the following month if the fund is set between 1 and x (business days) in the month. If the fund is set after x days, the return can be calculated from the discretion from the first day after the month is returned. Or, if you select and register the 'Full Measurement Period (End of the month)' item 413, the fund will be set between (last day of the month-x day (business day)) to the last day of the month. Yield can be calculated from the discretionary date from the first day after a month, and if the fund is set before (the last day of the month-x business days), the discretionary right from the 1st of the following month. I can calculate the return rate. Alternatively, in the case of selecting and registering the 'Arranged Period' item 414, the return rate may be calculated after that for a specified day. For example, the day plus the grace date specified by the fund's set date may correspond to the first day of the fund's first yield (fir st date), minus the grace date specified by the fund's termination date. May correspond to the last date when the fund can finally calculate the rate of return.

5A is a diagram illustrating an example of a screen for registering a matter related to the minimum assets of funds among non-discretions using a computer program provided from a GIPS authentication support server.

Matters related to the minimum assets of the funds (510) may be defined on the premise that they cannot exercise their discretion if they do not reach a certain level of funds required to reduce the risks between assets through various stock transfers. For example, in 'Minimum Asset (NAV)' item 511, the fund may register the minimum net asset for which the fund is non-discrete, and in the 'Arranged Level (NAV)' item 512, the fund is less than or equal to the minimum net asset. For example, an allowable range may be registered before it becomes discretionary. In addition, in the 'Status Continuance Period' item 513, a section in which the fund becomes a discretion or non-discretion can be registered. If you select the 'Just In Time' item in the 'Composite Apply Scheme (Remove)' item (514), the yield may not be calculated only on the non-discretioned day. If you select the 'Full Month' item, Yields may not be calculated from the beginning of the month including the day on which they were made.

5B is a diagram for explaining matters related to minimum assets of funds among non-discretions.

For example, referring to (a) of FIG. 5B, the minimum net asset was less than the product of 'Minimum Asset' and 'Arranged Level', but the minimum net asset was less than the minimum asset 'and' Arranged Level 'within the' Status Continuance Period '. If more than the product, discretion can be exercised. Alternatively, referring to (b) of FIG. 5B, discretion may not be exercised if the minimum net asset is less than the product of 'Minimum Asset' and 'Arranged Level' for a period longer than the 'Status Continuance Period'. Alternatively, referring to (c) of FIG. 5B, if the fund that could not exercise discretionary power continued for a period longer than the 'Status Continuance Period' with a minimum net asset of more than 'Minimum Asset' increased, discretionary power can be exercised. In this case, the rate of return may be calculated from the moment when the net asset is larger than the first 'Minimum Asset'.

FIG. 6A is a diagram illustrating an example of a screen for registering a matter related to the transfer or access of funds according to the establishment or termination of funds among non-discretions using a computer program provided from a GIPS authentication support server.

Matters related to the incorporation or access of funds in accordance with the establishment or termination of funds (610) indicate that the period in which a new asset or an existing asset is organized in the event of the incorporation or access of funds from outside due to the establishment or termination of funds, etc. May be defined on the premise of not being able to exercise discretion. For example, in the 'Cash Flow' item 611, the fund may register the amount of transfer or entry of non-discretioned funds, and in the 'Arranged Period' item 612, the 'Large External Cash Flow' occurs. The period during which the fund is set at nondiscretion can be registered. At this time, 'Large External Cash Flow' may occur when the ratio of the amount of incorporation or access to the net assets to the net assets after the fund's previous settlement is over the set percentage (%). Alternatively, 'Large External Cash Flow' may occur when the ratio of the amount of incorporation or access of funds to net assets after the fund's settlement of accounts is more than the set percentage (%). If you select 'Just In Time' in 'Composite Apply Scheme (Remove)' (613), you may not be able to calculate the rate of return only for the day when 'Large External Cash Flow' occurs.If you select 'Full Month' The yield may not be calculated from the beginning of the month, including the day when the Large External Cash Flow occurred. In addition, the 'One Month Cashflow' item 614 may register the degree of the transfer or access of the funds during the month when the fund becomes non-discretionary.

6B is a view for explaining matters related to the incorporation or access of funds according to the establishment or termination of funds among non-discretions.

Referring to (a) of FIG. 6B, when 'Net Cash Flow' minus Cash Outflow from Cash Inflow is greater than or equal to 0, from the time of occurrence of 'External Cash Flow' During the Net Inflow Arranged Period or during the Full Month, the fund may be set at discretion. In addition, referring to FIG. 6B (b), when the 'Net Cash Flow' is less than 0, the 'External Cash Flow' occurs from the period of subtracting the 'Net Outflow Arranged Period' from the occurrence time of the 'External Cash Flow'. The fund may be set at discretion until the point in time or during 'Full Month'. On the other hand, 'Large External Cash Flow' may occur when the ratio of 'Net Cash Flow to Net Assets' after the previous day's settlement is over the set percentage (%). Alternatively, it may be determined that a 'Large External Cash Flow' has occurred when the 'Net Cash Flow' is set above the won standard. However, even when it is determined that a 'Large External Cash Flow' has occurred, 'Large External Cash Flow' has not occurred when it is determined that the cash flow is due to the fund's re-investment.

Meanwhile, the asset management server 110 may input a fee and a cost applied to the generated composites. The remuneration applied to the created composites may include, but is not limited to, consignee remuneration, consignee remuneration, seller remuneration and office management remuneration. In addition, the cost applied to the generated composites may include, but is not limited to, a clearing cost, an overseas transaction deposit cost, and the like.

Referring back to FIG. 2, in operation 230, the asset management server 110 may match each of the funds with one of the composites.

7 is a diagram illustrating an example of a screen for matching each of the funds to one of the composites using a computer program provided from a GIPS authentication support server.

Referring to FIG. 7, the asset management server 110 may select a composite to match a fund from a composite list 710 including the created composites. For example, asset management server 110 may select a composite named "stock general." After selecting the composite, the asset management server 110 may select a fund to match a composite named 'stock common' in a fund list 720 including funds that are subject to GIPS certification. Through this, the asset management server 110 may allow the selected fund to be included in a composite named 'stock general'.

Referring back to FIG. 2, in operation 240, the asset management server 110 may set a benchmark, which is a standard of a rate of return evaluation, for each of the composites. The benchmark is an index for evaluating the investment performance of the funds managed by the asset management server 110. The asset management server 110 may set a benchmark to measure the investment performance by reflecting the characteristics of the funds included in each of the generated composites. For example, benchmarks can include, but are not limited to, market indices such as the KOSPI index or the KOSDAQ index, lump sum bonds, Treasury bond yields, and marketable bond indices.

8 is a diagram illustrating an example of a screen for setting a benchmark for each of the composites using a computer program provided from a GIPS authentication support server.

Referring to FIG. 8, the asset management server 110 may select a composite to set a benchmark from a composite list 810 including the generated composites. After selecting the composite, asset management server 110 may select at least one benchmark from a list 820 that includes various kinds of benchmarks. In FIG. 6, a maximum of two benchmarks can be set for each composite by matching a first benchmark and a second benchmark to the selected composite. However, the number of benchmarks that can be set for each composite is not limited thereto and may vary.

Referring back to FIG. 2, in operation 250, the asset management server 110 may calculate a yield of each composite and a yield of a benchmark.

The yield of the composite may be calculated based on the increase or decrease in the total asset breakdown of the funds matching the composite. In addition, the yield of each of the composites may correspond to at least one of a gross return of fees, a net return of net returns, and a return of return based on net investment performance.

First, gross returns may correspond to the returns of funds before remuneration is deducted. The total yield may be defined by Equation 1 below.

[Equation 1]

Total return = (net asset before settlement + management fee on the day + management fee on the day) / (net asset after settlement + set amount-cancellation)-1

Net return fees (Net of fees Return) may correspond to the return after deducting the operating fee, it can be defined by the following equation (2).

[Equation 2]

Net return = (net asset before settlement + management fee for the day) / (net asset after settlement + set amount-cancellation)-1

In addition, the client return may correspond to the return after deducting all fees paid by the fund, that is, the net return on the investor. The yield based on net investment performance may be defined by Equation 3 below.

[Equation 3]

Return on net investment performance = (net assets before settlement of the day) / (net assets after settlement of the previous day + set amount-cancellation)-1

Meanwhile, the asset management server 110 may generate a test composite for arbitrarily verifying the yield before calculating the yield of each of the composites. After generating the test composite, the asset management server 110 may compare the yield based on the increase and decrease of the net asset description of the funds matching the composite and the return based on the reference price. Through this, it is possible to check whether there is an error in the data for calculating the yield of each of the composites.

In addition, the asset management server 110 may calculate the return rate of the benchmark set for each of the composites. The benchmark's return is the benchmark for evaluating the composite's return, and you can evaluate the performance of your investment based on how far the composite's return exceeds the benchmark's return.

9 is a diagram illustrating an example of a screen for calculating a yield of each composite and a yield of a benchmark using a computer program provided from a GIPS authentication support server.

Referring to FIG. 9, values of the total returns, the net returns, and the net investment results of a composite named 'Stock General' are shown and graphs showing the values. In addition, FIG. 9 also shows values of the yields of the first and second benchmarks set in the composite and a graph showing the same.

Referring back to FIG. 2, in step 260, the asset management server 110 may provide data including the calculated returns to the GIPS authentication server.

The GIPS authentication server may receive data including the rate of return of each of the composites and the rate of return of the benchmark from the asset management server 110, and perform GIPS authentication based thereon.

10 illustrates an example of an apparatus for providing a Global Investment Performance Standards (GIPS) certification support service.

The apparatus 1000 providing the GIPS authentication support service may be implemented with various types of devices such as a personal computer (PC), a server device, a mobile device, and an embedded device. Meanwhile, the apparatus 1000 for providing the GIPS authentication support service may correspond to the asset management server 110.

The apparatus 1000 for providing the GIPS authentication support service illustrated in FIG. 10 includes components for performing the method for providing the GIPS authentication support service described above with reference to FIGS. 1 to 9. Therefore, even if omitted below, the above description with reference to FIGS. 1 to 9 may be applied to the apparatus 1000 for providing the GIPS authentication support service illustrated in FIG. 10.

Referring to FIG. 10, an apparatus 1000 for providing a GIPS authentication support service may include a processor 1010, a memory 1020, and a communication unit 1030. In the apparatus 1000 for providing the GIPS authentication support service illustrated in FIG. 10, only components related to the present exemplary embodiments are illustrated. Therefore, it will be apparent to those skilled in the art that the apparatus 1000 for providing the GIPS authentication support service may further include other general purpose components in addition to the components shown in FIG. 10.

The processor 1010 may be operable to generate basic data for evaluating the investment performance of assets that are operated in order to receive GIPS certification from the GIPS certification server 100.

For example, the processor 1010 may determine which funds are subject to GIPS certification and generate composites that group at least some of the funds. In addition, the processor 1010 may register at least one of non-discretion matters defined in the GIPS for each of the composites. In this case, the non-discretionary matters are related to the period during which assets are composed or organized according to the establishment or termination of the funds included in the composites; It may include matters related to In addition, the processor 1010 may input a fee and a cost applied to the composites, and register the total asset details for each of the funds subject to GIPS certification.

The processor 1010 may match each of the funds subject to GIPS authentication to one of the created composites. In addition, the processor 1010 may set a benchmark for each of the composites for evaluating the yield of the composites.

The processor 1010 may calculate a yield of each of the generated composites and a yield of the benchmark. The yield of each of the composites may be calculated based on the increase and decrease of the total assets of the funds matching each of the composites, and may correspond to at least one of total return, net return, and return on net investment performance.

Finally, the processor 1010 may provide the GIPS authentication server 120 with data including the calculated returns.

The processor 1010 may be implemented as a central processing unit (CPU), a graphics processing unit (GPU), an application processor (AP), etc. provided in the device 1000 that provides the GIPS authentication support service, but is not limited thereto.

The memory 1020 may store data processed by the apparatus 1000 that provides the GIPS authentication support service and data to be processed. For example, memory 1020 may include a group of funds that are subject to GIPS certification, a composite that groups at least some of the funds that are subject to GIPS certification, a benchmark for evaluating the yield of the composite, a rate of return of the composite, and a benchmark. The data related to the yield can be stored. The memory 1020 may include random access memory (RAM), such as dynamic random access memory (DRAM), static random access memory (SRAM), read-only memory (ROM), electrically erasable programmable read-only memory (EEPROM), CD- ROM, Blu-ray or other optical disk storage, hard disk drive (HDD), solid state drive (SSD), or flash memory, but is not limited thereto.

The communication unit 1030 is for connecting the device 1000 providing the GIPS authentication support service and the GIPS authentication server 100 or the GIPS authentication support server 120 and may correspond to a wired communication interface or a wireless communication interface. . For example, the communication unit 1030 may transmit data including the rate of return of each of the composites calculated by the processor 1010 and the rate of return of the benchmark to the GIPS authentication server 100.

The wired communication interface may include a high definition multimedia interface (HDMI), a digital visual interface (DVI), or the like, but is not limited thereto.

The wireless communication interface may include a Bluetooth communication interface, a BLE (Bluetooth Low Energy) communication interface, a short range wireless communication interface, a Wi-Fi communication interface, a Zigbee communication interface, an infrared data association (IrDA) communication interface, It may include a Wi-Fi Direct (WFD) communication interface, an ultra wideband (UWB) communication interface, an Ant + communication interface, but is not limited thereto. In addition, the wireless communication interface may transmit and receive wireless signals with at least one of a base station, an external device (eg, a camera), and a server on a mobile communication network. Here, the wireless signal may include various types of data according to transmission and reception of a voice signal, a video call signal, or a text / multimedia message.

At least a portion of an apparatus (e.g., modules or functions thereof) or method (e.g., operations) according to various embodiments may be, for example, computer-readable storage media in the form of a program module. It can be implemented as a command stored in. When the command is executed by a processor (eg, the processor 1010), the one or more processors may perform a function corresponding to the command. The computer-readable storage medium may be the memory 1020, for example.

Computer-readable recording media include hard disks, floppy disks, magnetic media (e.g. magnetic tape), optical media (e.g. compact disc read only memory), DVD ( digital versatile discs, magneto-optical media (e.g. floptical disks), hardware devices (e.g. read only memory, random access memory (RAM), or flash memory) In addition, the program instructions may include not only machine code generated by a compiler, but also high-level language code executable by a computer using an interpreter, etc. The hardware device described above may be various. It can be configured to operate as one or more software modules to perform the operations of the embodiments, and vice versa.

All embodiments and conditional examples disclosed through the specification are intended to help those skilled in the art to understand the principles and concepts of the embodiments, and those skilled in the art will not depart from the essential features of the embodiments. It will be understood that the present invention may be embodied in a modified form without departing from the scope of the present invention. Therefore, the disclosed embodiments should be considered in descriptive sense only and not for purposes of limitation. The scope of the embodiments are set forth in the claims rather than the foregoing description, and all differences within the scope will be construed as being included in the embodiments.

Claims (15)

A method of providing Global Investment Performance Standards (GIPS) certification support services.
Determining, by the asset management server, funds that are subject to GIPS certification;
Generating, by the asset management server, a plurality of composites that group at least a portion of the funds according to a composite setting criterion comprising at least one of an investment agreement, an investment objective, or an investment strategy;
The asset management server matching each of the funds to any one of the plurality of composites;
Setting, by the asset management server, a benchmark in each of the plurality of composites to evaluate a rate of return of the plurality of composites;
Calculating, by the asset management server, a yield of each of the plurality of composites and a yield of the benchmark; and
Providing, by the asset management server, data including the calculated returns to a GIPS authentication server;
The generating of the plurality of composites may include:
Registering, by the asset management server, for each of the plurality of composites, at least one of the non-discretions defined in GIPS,
The non-discretions above,
Matters relating to the period in which assets are structured or organized in accordance with the establishment or termination of the funds contained in the plurality of composites, and in relation to the minimum requirements of the assets of each of the funds to enable discretion in each of the funds; And matters relating to the incorporation or access of funds in accordance with the establishment or termination of the funds. delete The method of claim 1,
The generating of the plurality of composites may include:
Registering, by the asset management server, a classification scheme that sets in detail steps for defining the plurality of composites;
The details include matters relating to whether the funds are domestic or overseas, whether bonds, equities or mixed funds, whether large-cap funds, medium-cap funds or small-cap funds and growth funds, A method comprising at least one of a matter relating to whether it is a stable long fund or a stable fund. The method of claim 1,
The generating of the plurality of composites may include:
Entering, by the asset management server, a fee and a cost applied to the plurality of composites. The method of claim 1,
Registering, by the asset management server, total asset details for each of the funds;
Wherein said total asset details correspond to net assets before settlement. The method of claim 1,
The yield of each of the plurality of composites is
Calculated based on a change in total assets of the funds matching each of the plurality of composites. The method of claim 1,
The yield of each of the plurality of composites is
At least one of Gross of Fees Return, Net of Fees Return, and Net Return on Client Performance,
The total return is defined as (net asset before settlement + management fee for the day + operating fee for the day) / (net asset after settlement + set amount-cancellation amount) -1,
The net rate of return is defined as (net asset before settlement + management fee for the day) / (net asset after settlement + set amount-cancellation) -1,
Yield according to the net investment performance is defined as (net assets before settlement of the day) / (net assets after settlement + settlement-cancellation amount) -1 of the previous day. A computer-readable recording medium having recorded thereon a program for executing a method according to any one of claims 1 and 3 to a computer. A device that provides support for Global Investment Performance Standards (GIPS) certification.
Memory;
Determine a fund that is subject to GIPS certification, create a plurality of composites that group at least a portion of the funds according to a composite set criteria that includes at least one of an investment agreement, an investment objective, or an investment strategy; Each of which matches any one of the plurality of composites,
A processor for setting a benchmark in each of the plurality of composites, the benchmark for evaluating the yields of the plurality of composites, and calculating a yield of each of the plurality of composites and a yield of the benchmark; And
And a communication unit for providing data including the calculated returns to a GIPS authentication server.
The processor,
For each of the plurality of composites, register at least one of the non-discretions defined in GIPS,
The non-discretions above,
Matters relating to the period in which assets are structured or organized in accordance with the establishment or termination of the funds contained in the plurality of composites, and in relation to the minimum requirements of the assets of each of the funds to enable discretion in each of the funds; And matters relating to the incorporation or entry of funds in accordance with the establishment or termination of the funds. delete The method of claim 9,
The processor,
Register a classification system in which details for defining the plurality of composites are set in stages,
The details include matters relating to whether the funds are domestic or overseas, whether bonds, equities or mixed funds, whether large-cap funds, medium-cap funds or small-cap funds and growth funds, A device comprising at least one of matters relating to whether it is a stable long fund or a stable fund. The method of claim 9,
The processor,
And input a fee and a cost applied to the plurality of composites. The method of claim 9,
The processor,
Register total asset details for each of the funds,
Wherein said total asset details correspond to net assets before settlement. The method of claim 9,
The yield of each of the plurality of composites is
An apparatus calculated based on a change in total assets of the funds matching each of the plurality of composites. The method of claim 9,
The yield of each of the plurality of composites is
At least one of Gross of Fees Return, Net of Fees Return, and Net Return on Client Performance,
The total return is defined as (net asset before settlement + management fee for the day + operating fee for the day) / (net asset after settlement + set amount-cancellation amount) -1,
The net rate of return is defined as (net asset before settlement + management fee for the day) / (net asset after settlement + set amount-cancellation) -1,
The rate of return according to the net investment performance is defined as (net assets before settlement of the day) / (net assets after settlement of the previous day + set value-cancellation amount) -1.

Images