WO2002025524A1 - Systeme et procede de gestion de compensation des valeurs mobilieres - Google Patents

Systeme et procede de gestion de compensation des valeurs mobilieres Download PDF

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Publication number
WO2002025524A1
WO2002025524A1 PCT/JP2001/008124 JP0108124W WO0225524A1 WO 2002025524 A1 WO2002025524 A1 WO 2002025524A1 JP 0108124 W JP0108124 W JP 0108124W WO 0225524 A1 WO0225524 A1 WO 0225524A1
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WO
WIPO (PCT)
Prior art keywords
settlement
transition table
stage
securities
storage means
Prior art date
Application number
PCT/JP2001/008124
Other languages
English (en)
Japanese (ja)
Inventor
Tetsuo Iida
Yasuo Higa
Original Assignee
Information Services International-Dentsu, Ltd.
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Information Services International-Dentsu, Ltd. filed Critical Information Services International-Dentsu, Ltd.
Priority to AU2001290236A priority Critical patent/AU2001290236A1/en
Publication of WO2002025524A1 publication Critical patent/WO2002025524A1/fr

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Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Definitions

  • the present invention relates to a securities settlement management system and a securities settlement management method for performing settlement processing and management of securities.
  • the above-mentioned system only performs a part of the payment process consisting of multiple stages, and does not provide a system that can totally manage the payment process.
  • the management system was divided according to the functional scope of the noc office system, making management across multiple products difficult.
  • an object of the present invention is to solve the above-mentioned problems and to provide a securities settlement management system and a securities settlement management method capable of managing stages in settlement processing.
  • the securities settlement management system is a securities settlement management system that performs and manages a settlement process including a plurality of stages for executing predetermined processing contents, and from each stage of the settlement process to the next stage.
  • a step transition table storage means for storing transition conditions as a step transition table
  • a transaction management information storage means for storing status information indicating the current stage of the settlement process
  • a transaction management information storage means for storing status information indicating the current stage of the settlement process
  • Settlement processing means for shifting the stage based on the status information obtained and the stage transition table stored in the stage transition table storage means.
  • the settlement processing means has a stage transition table that defines the next stage depending on the settlement processing stage and the condition of the event that occurs in each stage. Payment processing can be performed based on the status information. Further, by changing the table, the flow of the settlement processing can be easily changed.
  • the stage transition table storage unit stores a plurality of stage transition tables corresponding to a plurality of settlement processes, and a receiving unit for receiving settlement instruction information for requesting a settlement instruction. Further comprising: a stage transition table selection information storage unit for storing, as stage transition table selection information, settlement instruction information that causes each of the stage transition tables to be executed, wherein the settlement processing unit receives the settlement instruction information received by the receiving unit. And selecting a stage transition table to be executed based on the stage transition table selection information stored in the stage transition table selection information storage means, and performing a settlement process based on the selected stage transition table. It is good. By having a plurality of stage transition tables in this way, a plurality of securities products having different processing flows can be handled. In addition, since there is a stage transition table selection information storage unit that stores the stage transition table selection information, the stage transition table can be selected based on the received settlement instruction information.
  • the securities settlement management method is a securities settlement management method for performing and managing a settlement process including a plurality of stages for executing predetermined processing contents, and indicates at which stage the settlement process is currently performed.
  • Storing status information in the transaction management information storage means ⁇ Based on the management information storage step and the status information stored in the transaction management information storage means, conditions for transitioning from each stage of settlement processing to the next stage And a settlement processing step of changing the stage with reference to a stage transition table storage means storing the as a stage transition table.
  • the settlement processing step has a stage transition table that defines the next stage depending on the settlement processing stage and the conditions of the events that occur in each stage. Payment processing can be performed based on the transition table and status information. Also, by changing the table, the flow of the settlement process can be easily changed.
  • the step transition table storage means stores a plurality of step transition tables corresponding to a plurality of settlement processes, and receives a settlement instruction information requesting a settlement instruction;
  • the step is based on the payment instruction information received in the receiving step, and the step transition table information storing the payment instruction information that causes each of the plurality of step transition tables to be executed as the step transition table selection information.
  • the present invention may be characterized in that the step transition tape is selected with reference to the selection information storage means, and the settlement process is executed.
  • stage transition table selection information storage unit that stores the stage transition table selection information
  • the settlement process step can select the stage transition table based on the received settlement instruction information.
  • FIG. 1 is a block diagram showing the configuration of the securities settlement management system.
  • Figure 2 is a diagram showing a specific example of a scenario.
  • FIG. 3 is a diagram showing a specific example of data stored in the scenario selection information DB.
  • FIG. 4 is a diagram showing an example of data stored in the transaction management DB.
  • FIG. 5 shows the flow of securities transactions
  • FIG. 6 is a diagram showing an example of the settlement process performed between the collating organization and the trust bank.
  • FIG. 5 is a diagram showing the flow of securities transactions.
  • the client 50 outsources asset management to the management company 51 (F1).
  • the management company 51 requests the securities company 52 to buy and sell securities such as stocks and government bonds (F2).
  • the operating company 51 transmits information on the securities trading requested by the securities company 52 to the verification organization 54 (F3).
  • the reconciliation institution is an institution for reconciling the contents of the contract and the conditions for settlement.
  • the securities company 52 buys and sells securities requested by the management company 51 on the stock exchange 53 (F4). Further, the securities company 52 transmits the trading information to the collating organization 54 (F5).
  • the reconciliation organization 54 collates the securities trading information transmitted from each of the management company 51 and the securities company 52, and transmits the collation result to the trust bank 55 (F6).
  • the securities settlement management system 10 according to the present embodiment is provided in the trust bank 55, and performs settlement processing performed between the matching organization 54 and the trust bank 55 (F7).
  • the reconciliation organization 54 transmits a reconciliation message to the trust bank 55 (F6).
  • the trust bank 55 approves the trading report (F71) and transmits the approval of the trading report to the collating organization 54 (F72).
  • the trust bank 55 creates a settlement instruction (F73), and sends the created settlement instruction to the collation agency 54 (F74).
  • the reconciliation organization 54 performs settlement collation (F75), and transmits the settlement collation result to the trust bank 55 (F76).
  • the trust bank 55 receives the settlement collation result, and sends a transfer request to the collation organization 54 when the collation results match. (F 7 7) o
  • FIG. 1 is a block diagram showing a configuration of the securities settlement management system 10.
  • the securities settlement management system 10 includes a settlement processing means 11 for performing settlement processing, a settlement processing execution module group 15 for executing settlement processing, a plurality of data bases, and an external interface unit 1 6 and.
  • the database that the securities settlement management system 10 has is a scenario database (hereinafter referred to as “scenario DB”) 1 2, a scenario selection information database (hereinafter referred to as “scenario selection information DB”) 13, Transaction management database (hereinafter referred to as “transaction management DB”).
  • scenario database hereinafter referred to as “scenario DB”
  • scenario selection information database hereinafter referred to as “scenario selection information DB”
  • transaction management database hereinafter referred to as “transaction management DB”.
  • a plurality of scenarios are stored in the scenario DB12.
  • a scenario is a table showing the stages of the settlement process and the conditions for transitioning from each stage to the next stage. Based on this scenario, the settlement processing means 11 shifts the stage of the settlement process and performs the settlement process.
  • the scenario corresponds to the “stage transition table” described in the claims
  • the scenario DB12 corresponds to the “stage transition table storage means” described in the claims.
  • Figure 2 shows a specific example of the scenario, and the scenario will be described in more detail.
  • the scenario has information of “status”, “stage”, “next status application condition”, and “previous status application condition”.
  • “Status” is information indicating the stage of the settlement process.
  • “Stage” is a description of the status indicated by the status.
  • the “next status application condition” is a condition for the status to transition to the next status.
  • the “factory status applicable condition” is a condition for the status to transition to the previous status.
  • the scenario selection information DB 13 is a database of information for selecting a scenario to be processed according to a scenario from a plurality of scenarios stored in the scenario DB 12.
  • Figure 3 shows a specific example of the data stored in the scenario selection information DB13.
  • Scenario selection information DB 13 includes “Scenario IDI” and “Scenario I. It has information of “payment instruction information” and “condition”.
  • “Scenario ID” is information for identifying a scenario executed by the settlement processing means 11.
  • “Scenario” is a scenario
  • the scenario shown in Fig. 2 is “Scenario I” with scenario ID “T001”.
  • “Settlement instruction information” indicates information that causes the scenario to be executed, and “condition” indicates conditions under which the scenario is further executed.
  • “Scenario I” with scenario ID “T001” is executed in the following cases.
  • the scenario selection information DB 13 shown in Fig. 3 the matching data is received, and as a result of analyzing the contents of the matching data, the attribute of the fund set in the trading report is 'a,' Is the case.
  • FIG. 4 is a diagram illustrating an example of data stored in the transaction management DB 14.
  • the transaction management DB 14 has the main items of information such as “orderer name”, “securities type”, “transaction amount”, and “step-through”.
  • the “orderer name” is the name of the management company 51 that placed the securities trading order.
  • “Security type” is information on the security to be traded.
  • Transport amount is information on how much the security will be traded.
  • Status is information about the stage of settlement of the security. Here, the statuses are indicated by numbers, each of which corresponds to a specific example of the scenario shown in Fig. 2, where "2" is waiting for a trade report approval transmission, "3" is waiting for a settlement instruction,
  • the external interface unit 16 has a function of transmitting and receiving data to and from the outside.
  • the FIX Gateway 21, the SWIFT Gateway 22, the verification agency Gateway 23, the front 24, and the back 25 are connected to the external interface 16. here,
  • FIX Gatewayj is a device connected to a network for ordering securities
  • SWIi Gatewayj is a device connected to a network for exchanging contract and settlement messages held by financial institutions.
  • “Front” is an information input section for ordering
  • “Basic” is a device connected to the network connected to the verification organization.
  • “Tok” is the information input section for management and accounting of Torigumi I. It is also possible to connect the securities settlement management system 10 to a network other than the above.
  • the external interface 16 transmits and receives data to and from an external system through the FIX Gateway 21, SWIFT Gateway 22, and the verification agency Gateway 23, and transmits data to and from the front 24 and back 25.
  • the external interface unit 16 converts data received from different external systems into a unified format, and converts data transmitted to the external system into a format suitable for the external system. Having. Thereby, the settlement processing means 11 can perform the processing irrespective of the difference of the message format transmitted and received with the external system.
  • the settlement processing execution module group 15 is a plurality of modules for executing settlement processing. As described above, since the module is independent of the settlement processing unit 11, modules having the same function can be shared. In addition, when additional functions are added due to the upgrade of the securities settlement management system 10 or customization, maintenance can be performed by adding a new module to the settlement processing execution module group 15. The performance is improved.
  • the payment processing means 11 has a function of performing payment processing based on information input from the external interface 16 and referring to a scenario. At this time, the settlement processing means 11 uses the modules of the settlement processing execution module group 15 to execute the processing in each stage of the settlement processing.
  • the securities settlement management system 10 receives the verification data transmitted from the verification organization 54 through the verification organization Gateway 23 by the external interface unit 16. Then, the settlement processing means 11 selects a scenario to be executed based on the scenario selection information DB 13. Here, it is set in the trade report of the received collation data. Suppose that the attribute of the fund in question is 'a'. Therefore, according to the scenario selection information DB 13 shown in Fig. 3, the scenario to be executed is "Scenario A" (see Fig. 2).
  • the settlement processing means 11 performs settlement based on scenario A.
  • the settlement processing means 11 sets the status to “1”, and sets the stage of the settlement processing to a state of waiting for a trade report approval.
  • the settlement processing means 11 1 changes the status to “2”.
  • the settlement processing stage is in a state of waiting for the transmission of the trade report approval.
  • the settlement processing means 11 changes the status to "3”, and sets the stage of the settlement processing to a state of waiting for the preparation of the settlement instruction.
  • the approval of the sales report is canceled in status “2”, the previous status application condition is applied and the status changes to “1”.
  • the settlement processing means 11 changes the status to "4" and sets the stage of the settlement process to the state of waiting for the settlement instruction transmission. And If the transmission of the trade report is canceled in status “3”, the previous status application condition is applied and the status changes to “2”.
  • the settlement processing means 11 changes the status to “5”, and sets the stage of the settlement process to the state of waiting for the settlement collation.
  • the settlement verification message is received from the verification authority 54 through the verification authority Gateway 23, and when it is confirmed that the payment verification result matches, the payment processing means 1 1 changes the status to “6” and sets the payment processing stage to a transfer request transmission waiting state. Then, when the transfer request is transmitted, the settlement processing means 11 sets the status to “7” and the settlement processing is completed.
  • the stage at which the settlement process is currently performed is managed by the steps. It is easy to know at which stage in the settlement process Torigi is in the settlement process. As a result, troubles in the settlement process are reduced, and even when troubles occur, it is easy to pursue the cause.
  • the securities settlement management system 10 since a plurality of scenarios are stored in the scenario DB 12, a scenario corresponding to the settlement process of a plurality of different securities products is also stored. By preparing, you can respond. At this time, by storing the conditions under which each scenario is executed in the scenario selection information DB 13, the scenario can be selected based on the settlement instruction information.
  • the external system since the external systems having different protocols are connected by the external interface section 16, the external system is connected to the external systems in real time. Can be sent and received, and the process from execution to settlement can be shortened.
  • the status of the settlement processing is currently controlled by the status, so that each transaction is performed at any stage of the settlement processing. It becomes easy to grasp whether there is. As a result, the number of traps in the settlement process is reduced, and even if a trap occurs, it is easy to pursue the cause.
  • the scenario described in the above embodiment shows the status transition from the reception of the reconciliation data from the reconciliation organization 54 to the transmission of the transfer request, but using a more regularized scenario
  • the above processing may be performed. For example, it may be divided into a scenario A1 showing a flow from approval of a trade report to transmission of a settlement instruction, and a scenario B1 showing a flow from settlement verification to completion of settlement processing. Dividing the scenario in this way increases the degree of freedom of the scenario.
  • a sales report If there is another scenario A2 that shows the flow from notification approval to settlement instruction transmission and the other scenario B2 that shows the flow from settlement verification to completion of settlement processing, by combining them, Four types of scenarios, A1 + B1, A1 + B2, A2 + B1, and A2 + B2, can be created. As a result, the scenario can be customized according to the flow of the business (settlement processing) of the person using the securities settlement management system 10.
  • the security settlement management system 10 is provided in the trust bank 55, but the security settlement management system 10 may be provided in the securities company 52, the management company 51, and the like. good.
  • the flow of the settlement process differs from that of the trust bank 55, but if the scenario is changed, it is possible to cope with each settlement process.
  • the settlement processing means has a stage transition table that defines the next stage depending on the settlement processing stage and the condition of the event that occurs in each stage.
  • the settlement process can be performed based on the table and the status information.
  • the flow of the settlement process can be easily changed.
  • stage transition table selection information storage unit that stores the stage transition table selection report, the stage transition table can be selected based on the received settlement instruction information.

Abstract

L'invention concerne une tâche de compensation d'une transaction portant sur des valeurs mobilières capable de gérer divers flux de traitement. Chaque opération d'un flux de traitement et les conditions dépendant de chacune de ces opérations forment « un scénario ». Une table de transition d'état représentant ce scénario est conservée dans une base de données de scénario (12). Selon l'invention, un traitement intervient prenant en compte, d'une part, la table, d'autre part, l'état courant fourni par la base de données de gestion de transaction (14), et enfin une instruction de compensation devant être introduite. Un scénario peut être choisi
PCT/JP2001/008124 2000-09-19 2001-09-19 Systeme et procede de gestion de compensation des valeurs mobilieres WO2002025524A1 (fr)

Priority Applications (1)

Application Number Priority Date Filing Date Title
AU2001290236A AU2001290236A1 (en) 2000-09-19 2001-09-19 Securities settlement control system, and securities settlement control method

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
JP2000-283762 2000-09-19
JP2000283762A JP2002092331A (ja) 2000-09-19 2000-09-19 証券決済管理システム、証券決済管理方法

Publications (1)

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WO2002025524A1 true WO2002025524A1 (fr) 2002-03-28

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AU (1) AU2001290236A1 (fr)
WO (1) WO2002025524A1 (fr)

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Publication number Priority date Publication date Assignee Title
JP5143346B2 (ja) * 2005-09-21 2013-02-13 フェリカネットワークス株式会社 情報処理システム，ユーザ端末，およびコンピュータプログラム
JP2008204426A (ja) * 2007-01-22 2008-09-04 Daiwa Securities Group Inc 口座間振替処理装置及びプログラム
US20100185467A1 (en) * 2009-01-20 2010-07-22 Strnad Ii James Frank Computer Implemented Method and Apparatus for Establishing and Executing a Dynamic Equity Instrument

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JPS61131124A (ja) * 1984-11-30 1986-06-18 Fuji Facom Corp 会話入力処理方式
US5880446A (en) * 1996-01-31 1999-03-09 Hitachi, Ltd. Electronic transaction method and system
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WO1998058333A1 (fr) * 1997-06-17 1998-12-23 Crossmar, Inc. Procede et systeme de confirmation et de reglement pour la mise en correspondance de transactions financieres

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AU2001290236A1 (en) 2002-04-02
JP2002092331A (ja) 2002-03-29

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