WO2017187475A1 - Funds settlement system and funds settlement program - Google Patents
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- WO2017187475A1 WO2017187475A1 PCT/JP2016/062892 JP2016062892W WO2017187475A1 WO 2017187475 A1 WO2017187475 A1 WO 2017187475A1 JP 2016062892 W JP2016062892 W JP 2016062892W WO 2017187475 A1 WO2017187475 A1 WO 2017187475A1
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- 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
- G06Q40/02—Banking, e.g. interest calculation or account maintenance
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- the present invention relates to a technology for fund settlement in a financial institution, and more particularly to a fund settlement system and a fund settlement program for controlling RTGS (Real-Time Gross Settlement) performed with a settlement institution such as a central bank. It is related to effective technology when applied.
- RTGS Real-Time Gross Settlement
- BoJ Bank of Japan
- RTGS Intelligent Gross Settlement
- BoJ Net Bank of Japan Financial Network System
- Patent Document 1 discloses that in the deposit ledger storage unit in response to a request for RTGS entry / exit inquiry for a predetermined account subject to RTGS balance management.
- RTGS balance RTGS support to calculate RTGS balance using the following formula: "Balance on previous business day + Deposit amount for each large bank entry / exit information-Payment amount for each large bank 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 and non-financial small-volume domestic exchange transactions. It is said.
- 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.
- 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.
- 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.
- a fund settlement system 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.
- 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.
- the vertical axis shows the balance of current account (million yen)
- 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.
- 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.
- 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).
- 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.
- the amount obtained by subtracting the usage suppression amount from the balance of the checking account can be handled as an “available” balance.
- available the amount obtained by subtracting the usage restriction amount of 40 billion yen from the balance of 65 billion yen at the start of settlement.
- 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.
- the balance to be referenced is the virtual balance instead of the actual balance of the checking account.
- FIG. 3 is a graph showing a general example of the transition of the checking account balance on a certain day in the present embodiment.
- 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.
- 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 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.
- 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 unit such as a settlement management unit 11 and a balance management unit 12 implemented as software operating on middleware such as an OS (Operating System), a DBMS (DataBase Management System), and a Web server program (not shown).
- Middleware such as an OS (Operating System), a DBMS (DataBase Management System), and a Web server program (not shown).
- 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.
- the customer terminal 3 including an information processing terminal such as a PC (Personal Computer) used by a person in charge of the customer financial institution via a network 4 such as the Internet is accessible.
- PC Personal Computer
- 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 at the BOJ for each customer financial institution.
- 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.
- information on the virtual balance held in the virtual balance management DB 15 is acquired and responded.
- the payment management unit 11 can handle the virtual balance as if it were a real balance.
- 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.
- 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.
- 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
- the balance management unit 12 records the amount in the “virtual balance” column in the virtual balance management DB 15.
- the amount entered in the “Usage Restricted Amount” field may be recorded in the virtual balance management DB 15.
- 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.
- 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.
- 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.
- the virtual balance management DB 15 holds information on the virtual balance (usable amount).
- the balance to be referred to is the virtual balance instead of the actual balance of the checking account.
- the present invention made by the present inventor has been specifically described based on the embodiments.
- 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.
- 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.
- 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.
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Abstract
Description
上述したように、日銀ネットを介して他の金融機関等と決済を行う証券会社等の金融機関は、日銀の当座預金口座に一定の必要残高(銀行の場合は法定準備金、証券会社等の場合は日銀から指導を受けた額)を積むよう運用している。図4は、従来技術におけるある日の当座預金残高の推移の一般的な例を示したグラフである。グラフでは、縦軸に当座預金口座の残高(百万円)を示し、横軸に1日の取引開始からの時刻を示している。図4の例では、必要残高が650億円であった場合の例を示しており、朝9:00の決済開始時点では必要残高に相当する650億円の残高を有していることを示している。 <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.
図1は、本発明の一実施の形態である資金決済システムの構成例について概要を示した図である。本実施の形態の資金決済システム1は、日銀ネット2を介して他の金融機関等との間で資金や国債の決済を行うサービスを顧客である金融機関等に対して提供する情報処理システムであり、例えば、サーバ機器やクラウドコンピューティングサービス上に構築された仮想サーバなどにより実装されたサーバシステムである。複数の顧客に対して個別に資金決済のサービスをASP(Application Service Provider)として提供するものであってもよい。 <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
11…決済管理部、12…残高管理部、13…決済情報DB、14…実残高管理DB、14…仮想残高管理DB 1 ...
DESCRIPTION OF
Claims (10)
- 決済機関との間でグロス決済による資金決済を行う資金決済システムであって、
決済に供する資金の残高がある場合に前記資金決済を行う決済管理部と、
前記資金の残高を管理する残高管理部と、を有し、
前記残高管理部は、前記資金を保持する口座の実残高の情報と、前記実残高から予め設定された所定の利用抑制額を減算した仮想残高の情報と、を保持し、前記仮想残高を前記残高として取り扱う、資金決済システム。 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. - 請求項1に記載の資金決済システムにおいて、
前記残高管理部は、ユーザからの入力に基づいて前記利用抑制額を設定する、資金決済システム。 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. - 請求項1に記載の資金決済システムにおいて、
前記残高管理部は、設定した前記利用抑制額の情報と前記実残高の情報、および前記決済管理部により記録された前記資金決済の履歴情報に基づいて、前記利用抑制額を設定する、資金決済システム。 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. - 請求項1に記載の資金決済システムにおいて、
前記残高管理部は、出金および入金の予定の情報に基づいて、前記利用抑制額を設定する、資金決済システム。 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. - 請求項1に記載の資金決済システムにおいて、
前記残高管理部は、前記決済管理部による出金に係る前記資金決済が所定の基準以上滞留している場合に、前記利用抑制額を減ずる、資金決済システム。 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. - 決済機関との間でグロス決済による資金決済を行う資金決済システムとして機能するよう、コンピュータに処理を実行させる資金決済プログラムであって、
決済に供する資金の残高がある場合に前記資金決済を行う決済管理処理と、
前記資金の残高を管理する残高管理処理と、を前記コンピュータに実行させ、
前記残高管理処理では、前記コンピュータに保持された前記資金を保持する口座の実残高の情報を取得し、前記実残高から予め設定された所定の利用抑制額を減算した仮想残高を算出し、前記仮想残高を前記残高として出力する、資金決済プログラム。 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. - 請求項6に記載の資金決済プログラムにおいて、
前記残高管理処理では、ユーザからの入力に基づいて前記利用抑制額を設定する、資金決済プログラム。 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. - 請求項6に記載の資金決済プログラムにおいて、
前記残高管理処理では、設定した前記利用抑制額の情報と前記実残高の情報、および前記決済管理処理により記録された前記資金決済の履歴情報に基づいて、前記利用抑制額を設定する、資金決済プログラム。 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. - 請求項6に記載の資金決済プログラムにおいて、
前記残高管理処理では、出金および入金の予定の情報に基づいて、前記利用抑制額を設定する、資金決済プログラム。 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. - 請求項6に記載の資金決済プログラムにおいて、
前記残高管理処理では、前記決済管理処理による出金に係る前記資金決済が所定の基準以上滞留している場合に、前記利用抑制額を減ずる、資金決済プログラム。 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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JP2004133879A (en) * | 2002-08-09 | 2004-04-30 | Nomura Human Capital Solutions Co Ltd | Client aggregation system and its program |
JP2004220119A (en) * | 2003-01-09 | 2004-08-05 | Toshiba Corp | Fund management system |
JP2013200746A (en) * | 2012-03-26 | 2013-10-03 | Japan Research Institute Ltd | Credit card system |
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JP2004133879A (en) * | 2002-08-09 | 2004-04-30 | Nomura Human Capital Solutions Co Ltd | Client aggregation system and its program |
JP2004220119A (en) * | 2003-01-09 | 2004-08-05 | Toshiba Corp | Fund management system |
JP2013200746A (en) * | 2012-03-26 | 2013-10-03 | Japan Research Institute Ltd | Credit card system |
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