Financial product proposal device and financial product proposal method

Abstract

To propose a financial product appropriate for hedging climate change risks.SOLUTION: Provided is a financial product proposal device 40 comprising: a storage device that stores information on a plurality of financial products to which payment amounts are set corresponding to a prescribed condition that is set concerning a weather index value; and a control device that executes data acquisition processing for acquiring information on an energy usage amount, weather risk calculation processing for identifying a correlation relationship between the weather index value and the acquired energy usage amount, product identification processing for identifying a financial product that satisfies a prescribed standard from the plurality of financial products on the basis of the financial product information, the identified correlation relationship and the prescribed condition, and information presentation processing for outputting information related to the identified financial product.SELECTED DRAWING: Figure 1

Description

[Technical field]

[0001] The present invention relates to a financial product proposal device and a financial product proposal method. [Background technology]

[0002] While various measures have been taken in recent years to address global environmental issues, there is an increasing need for companies to conduct their business activities while taking into account the risks of climate change.

[0003] Weather derivatives have been proposed as financial instruments that allow companies to hedge against the risks arising from such climate change. Weather derivatives are financial instruments that allow companies to hedge (reduce) losses (reduce sales or increase expenses) that may occur due to abnormal or unfavorable weather.

[0004] As a technology for managing weather derivatives, for example, Patent Document 1 describes that when a trading company server receives ID information from a trading terminal or a customer terminal, it transmits the ID information to a power company server, and when a tradable number of units is received from the power company server, it transmits the tradable number of units to the trading terminal or the customer terminal. As a result, the tradable number of units is displayed on the display screen of the trading terminal or the customer terminal, and when a selected number of units is received, the received number of units is determined to be the contract number of units.

[0005] Furthermore, Patent Document 2 describes, as a technology for selling weather derivative products, a weather derivative product recommendation device that includes an input unit for inputting customer product sales information regarding sales of customer products, weather information regarding weather, and weather derivative product information regarding weather derivative products whose product content is payment of a fee depending on weather conditions, a risk hedge calculation unit that calculates an expected loss amount due to an expected decrease in sales of the customer products based on the customer product sales information and the weather information, and calculates the conditions of the weather derivative products to reduce the expected loss amount and hedge risks based on the weather derivative product information, and an output unit that outputs the conditions of the weather derivative products. [Prior art documents] [Patent documents]

[0006] [Patent Document 1] JP 2006-134116 A [Patent Document 2] JP 2004-252569 A Summary of the Invention [Problem to be solved by the invention]

[0007] However, because weather derivatives are based on uncertainties such as climate change and can have complex structures, it is often difficult for companies looking to purchase weather derivatives to determine which of the many weather derivative products available is appropriate.

[0008] The present invention has been made in consideration of the above background, and its purpose is to provide a financial product proposal device and a financial product proposal method that are capable of proposing appropriate financial products that hedge against climate change risks. [Means for solving the problem]

[0009] One of the present inventions for solving the above problem is a financial product proposal device comprising a storage device that stores information on a plurality of financial products for which payment amounts are set according to predetermined conditions set with respect to a weather index value, and a control device that executes a data acquisition process that acquires energy usage information, a weather risk calculation process that identifies a correlation between the weather index value and the acquired energy usage, a product identification process that identifies financial products that meet predetermined criteria from the plurality of financial products based on the financial product information, the identified correlation, and the predetermined conditions, and an information presentation process that outputs information on the identified financial products. Effect of the Invention

[0010] According to the present invention, it is possible to propose appropriate financial products for hedging climate change risks. Configurations and effects other than those described above will become apparent from the following description of the embodiments. [Brief description of the drawings]

[0011] [Figure 1] 1 is a diagram showing an example of the configuration of a financial product proposal system according to an embodiment of the present invention. [Diagram 2] 2 is a diagram illustrating an example of hardware of a financial product proposal device and functions of the financial product proposal device. FIG. [Diagram 3] FIG. 11 is a diagram illustrating an example of an energy usage amount DB. [Figure 4] FIG. 2 is a diagram showing an example of a weather DB. [Diagram 5] FIG. 13 is a diagram showing an example of a weather derivative product DB. [Figure 6] 1 is a flow chart outlining the processing performed in the financial product proposal system. [Figure 7] FIG. 11 is a flow diagram illustrating a data accumulation process. [Figure 8] FIG. 11 is a flow diagram illustrating a weather risk visualization report creation process. [Figure 9] FIG. 13 is a diagram showing an example of a display screen of a weather risk visualization report. [Figure 10] FIG. 13 is a flow diagram illustrating a weather derivative prescription creation process. [Figure 11] FIG. 13 is a diagram showing an example of a display screen of a weather derivative prescription. DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS

[0012] DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS An embodiment of the present invention will be described with reference to the drawings. Fig. 1 is a diagram showing an example of the configuration of a financial product proposal system 1 according to this embodiment. The financial product proposal system 1 includes a user terminal 10 used by a user who is managing or about to manage a financial product described below, one or more pieces of equipment 20 managed or used by the user, an energy management system 30, and a financial product proposal device 40. The user terminal 10, the equipment 20, the energy management system 30, and the financial product proposal device 40 are communicatively connected to each other via a wired or wireless communication network 5 such as the Internet, a LAN (Local Area Network), a WAN, or a dedicated line.

[0013] The User is currently or is planning to continue to use weather derivatives as financial products. Weather derivatives are financial products used to hedge against losses (reduced sales or increased expenses) incurred due to weather fluctuations (weather fluctuations, climate change) such as abnormal weather or bad weather.

[0014] Weather derivatives are set with weather-related indices such as temperature, precipitation, or wind speed (hereinafter referred to as weather parameters), a target location (hereinafter referred to as product target location), and a specified index value of the weather parameter (exemption value). A user who purchases weather derivatives can receive an amount according to the difference between the exemption value and the actual observed value of the weather parameter at the product target location.

[0015] In the weather derivative of this embodiment, if the average temperature exceeds the exclusion value, an amount proportional to the excess (temperature difference) is paid to the user.

[0016] The facility 20 is a facility that can operate using energy such as electricity or gas. The facility 20 is equipped with a predetermined sensor or measuring device, and transmits information on the amount of energy usage to the energy management system 30. In this embodiment, the amount of energy usage is the amount of electricity usage.

[0017] The energy management system 30 acquires and accumulates energy usage data from the equipment 20 at a predetermined timing (for example, at a predetermined time or at predetermined time intervals).

[0018] The financial product proposal device 40 stores information on a plurality of weather derivatives (weather derivative product data). Based on the energy usage managed by the energy management system 30 and the weather derivative product data, the financial product proposal device 40 identifies a weather derivative that satisfies a predetermined standard and is optimal for the user (e.g., has the highest risk hedging effect), and provides information on the identified weather derivative to the user.

[0019] FIG. 2 is a diagram illustrating an example of the hardware of the financial product proposal device 40 and the functions of the financial product proposal device 40. As shown in FIG.

[0020] The financial product proposal device 40 stores the following data: an energy usage DB 100 , a weather DB 200 , a weather derivative product DB 300 , a weather risk visualization report 400 , and a weather derivative prescription 500 .

[0021] The energy usage DB 100 is data on the amount of energy usage acquired from the energy management system 30.

[0022] The weather DB 200 is data that accumulates observed values ​​related to weather parameters at each observation point. In this embodiment, the weather parameters are data on the average temperature for each day.

[0023] The weather derivative product DB 300 is data that stores details of a plurality of weather derivative products. For example, the weather derivative product DB 300 includes information on the payment amount according to a predetermined threshold value (exemption value) of a weather parameter at a predetermined point (product target point).

[0024] The weather risk visualization report 400 is data that stores correlations between values ​​of weather parameters and amounts of energy usage.

[0025] Weather derivative prescription 500 is data that stores information regarding weather derivatives that meet certain criteria and are optimal for a user.

[0026] Next, the financial product proposal device 40 includes the following functional units: a data acquisition unit 111, a weather risk calculation unit 112, a product specification unit 113, and an information presentation unit 114.

[0027] The weather risk calculation unit 112 identifies a correlation between the value of the weather parameter and the amount of energy usage. The weather risk calculation unit 112 stores information on the identified correlation in the weather risk visualization report 400.

[0028] Specifically, the weather risk calculation unit 112 acquires the observed value of the weather data at the observation point corresponding to the product target point, and identifies the correlation between the acquired observed value of the weather data and the energy consumption. The weather risk calculation unit 112 outputs information on the identified correlation to the user terminal 10 etc. as a weather risk visualization report 400.

[0029] The product identification unit 113 identifies weather derivatives that meet a predetermined criterion from the weather derivatives registered in the weather derivative product DB300 based on the correlation identified by the weather risk calculation unit 112 and each piece of information in the weather derivative product DB300.

[0030] The information presentation unit 114 outputs information about the weather derivative specified by the product specification unit 113 as a weather derivative prescription 500 to the user terminal 10 or the like.

[0031] In addition, the information presentation unit 114 calculates (predicts) the purchase amount of the financial product identified by the product identification unit 113 and the payment amount (amount the user will receive) if the financial product identified by the product identification unit 113 is purchased, and outputs information on the calculated (predicted) purchase amount and payment amount as a weather derivative prescription 500.

[0032] (Energy usage data) 3 is a diagram showing an example of the energy usage DB 100. The energy usage DB 100 has data items of measurement point 101 in which the location of the equipment 20 (hereinafter referred to as the energy measurement point) is set, date 102 in which the measurement date and time of the energy usage is set, and energy usage 103 in which the energy usage at the measurement date and time at the energy measurement point of the equipment 20 is set.

[0033] (Weather DB) 4 is a diagram showing an example of the weather DB 200. The weather DB 200 has the following data items: observation point 201, in which the observation point of the weather parameters is set, date 202, in which the observation date and time of the weather parameters is set, and daily average temperature 203, in which the weather parameters at the observation date and time at the observation point (here, the average temperature on the observation date) are set.

[0034] (Weather Derivatives Product DB) 5 is a diagram showing an example of a weather derivative product DB 300. The weather derivative product DB 300 has the following data items: product type 301, which sets the type of weather derivative product, observation point 302, which sets the product target point of the product, period 303, which sets the period covered by the product (product target period), index 304, which sets the type of weather parameter covered by the product (product target index), exemption value 305, which sets the exemption value of the product, unit payment amount 306, which sets the unit payment amount that is the unit of the purchase amount of the product, and expected price 307, which sets the expected price of the product.

[0035] The expected price may be a price determined by a company selling weather derivative products, or may be automatically calculated using weather data and the like according to a predetermined algorithm (pricing means), or may be based on both. Pricing means are disclosed, for example, in Japanese Patent Application Laid-Open No. 2002-288437 and Japanese Patent Application Laid-Open No. 2003-122918.

[0036] The weather derivative product DB 300 is set in advance by, for example, an administrator of the financial product proposal device 40 or the like.

[0037] If the product conditions differ for each weather derivative (for example, for each financial institution), data with unified conditions is set in the weather derivative product DB 300. For example, if there are financial institutions whose exemption figures are in units of 0.1°C and financial institutions whose exemption figures are in units of 0.5°C, the data will be unified to the coarser unit of 0.5°C. Also, if there are financial institutions whose unit payment amounts are in units of 100,000 yen and financial institutions whose unit payment amounts are in units of 1 million yen, the data will be unified to the coarser unit of 1 million yen.

[0038] 2, the financial product proposal device 40 includes a control device 21 (arithmetic device, etc.) such as a CPU (Central Processing Unit), a memory 22 such as a RAM (Random Access Memory) or a ROM (Read Only Memory), a storage device 23 such as a HDD (Hard Disk Drive) or an SSD (Solid State Drive), an input device 24 such as a keyboard, a mouse, or a touch panel, an output device 25 such as a display or a touch panel, and a communication device 26 configured with a NIC (Network Interface Card), a wireless communication module, a USB (Universal Serial Interface) module, a serial communication module, etc. The energy management system 30 and the user terminal 10 also have the same hardware configuration.

[0039] The functions of the functional units of each information processing device in the financial product proposal system 1 described above are realized by the control device reading out a program from a memory or storage device. Each program can be recorded on a portable or fixed recording medium and distributed, for example. All or a part of these programs may be realized using virtual information processing resources provided using virtualization technology, process space separation technology, or the like, such as a virtual server provided by a cloud system. All or a part of these programs may be realized by a service provided by a cloud system via an API (Application Programming Interface), for example. Next, FIG. 6 is a flow diagram for explaining an outline of the processing performed by the financial product proposal system 1. As shown in FIG.

[0040] First, the financial product proposal device 40 executes a data accumulation process s100 for acquiring data on the amount of energy usage and weather data.

[0041] Then, the financial product proposal device 40 executes a weather risk visualization report creation process s200 for creating a weather risk visualization report 400 based on each data acquired in the data accumulation process s100.

[0042] In addition, the financial product proposal device 40 executes a weather derivative prescription creation process s300 for creating a weather derivative prescription 500 based on each data acquired in the data accumulation process s100. Each process will be described in detail below.

[0043] <Data accumulation processing> 7 is a flow diagram illustrating the data accumulation process s100. The data accumulation process s100 is executed, for example, repeatedly at a predetermined timing (for example, at a predetermined time or at a predetermined time interval).

[0044] The data acquiring unit 111 receives data on the amount of energy usage from the energy management system 30 (s101). Specifically, the data acquiring unit 111 receives from the energy management system 30 the amount of power usage stored in the energy management system 30.

[0045] The data acquisition unit 111 stores the energy usage data received in s101 in the energy usage DB 100 (s102).

[0046] Furthermore, the data acquiring unit 111 receives weather parameters (data on the average temperature for each day) from the energy management system 30 (s103). For example, the data acquiring unit 111 receives the weather parameters from a predetermined weather database (for example, weather data provided by a predetermined organization such as the Japan Meteorological Agency).

[0047] The data acquisition unit 111 stores the values ​​of the weather parameters received in s101 in the weather DB 200 (s104).

[0048] <Weather risk visualization report creation process> 8 is a flow diagram illustrating the weather risk visualization report creation process s200. The weather risk visualization report creation process s200 is executed, for example, when a predetermined instruction is received from the user terminal 10.

[0049] The weather risk calculation unit 112 sets the energy measurement point and period of the power consumption to be the subject of the weather risk visualization report to be created (s201). For example, the weather risk calculation unit 112 receives a designation input of the energy measurement point and period from the user terminal 10.

[0050] The weather risk calculation unit 112 identifies an observation point that corresponds to the energy measurement point set in s201 (s202).

[0051] For example, the weather risk calculation unit 112 acquires the measurement point 101 of the record related to the energy measurement point set in s201 in the energy usage DB 100. The weather risk calculation unit 112 identifies all records in the weather DB 200 in which data of a position closest to the point indicated by the acquired measurement point 101 is set in the observation point 201.

[0052] The method of identifying the observation point described here is merely an example. For example, the weather risk calculation unit 112 may identify an observation point corresponding to an energy measurement point by referring to a predetermined database in which the energy measurement points and the observation points are associated with each other, instead of identifying the observation point closest to the energy measurement point.

[0053] The weather risk calculation unit 112 acquires energy usage data of the energy measurement point set in s201 and the values ​​of weather parameters of the observation point identified in s202 during the period identified in s201 (s203).

[0054] For example, the weather risk calculation unit 112 acquires the contents of the energy usage 103 of the records in which the date 102 is set to a date within the period set in s201, among all records related to the energy measurement point set in s201 in the energy usage DB 100. Also, the weather risk calculation unit 112 acquires the contents of the daily average temperature 203 of the records in which the date 202 is set to a date within the period set in s201, among all records related to the observation point identified in s202 in the weather DB 200.

[0055] The weather risk calculation unit 112 corrects the energy usage data acquired in s203 to data on the energy usage amount only related to the weather (specifically, the daily average temperature) (s204).

[0056] For example, the weather risk calculation unit 112 multiplies the energy usage by the operation rate or the like of the equipment 20. In addition, for example, the weather risk calculation unit 112 extracts only the energy usage related to the equipment 20 that operates in conjunction with the weather from the energy usage.

[0057] The energy management system 30 may perform a process similar to that of s204 in advance. The energy management system 30 may also manage, for example, data on fluctuations in power usage linked to weather and data on fluctuations in power usage not linked to weather separately.

[0058] The weather risk calculation unit 112 analyzes the fluctuation tendency of the energy usage value corrected in s204 against the weather parameter value acquired in s203. Then, the weather risk calculation unit 112 identifies a change point (a combination of the weather parameter value and the energy usage value) at which the rate of fluctuation of the energy usage value against the change of the weather parameter value becomes large (s205).

[0059] For example, first, the weather risk calculation unit 112 divides the range of values ​​that the weather parameter values ​​can take into a plurality of ranges (classes). For each divided range (class), the weather risk calculation unit 112 identifies all the weather parameter values ​​(weather data acquired in s203) that belong to that range. The weather risk calculation unit 112 acquires all the energy usage data that correspond to each identified weather data value (i.e., for the same date and time). The weather risk calculation unit 112 calculates the average value of each acquired energy usage. Then, the weather risk calculation unit 112 identifies the range of the above weather data where the average energy usage value rises sharply (the rate of increase exceeds a predetermined threshold value), and stores the combination of the identified range of weather data values ​​and the average energy usage value corresponding to that range as a change point.

[0060] The weather risk calculation unit 112 creates a weather risk visualization report 400 including information on the change point identified in s205, and displays the created weather risk visualization report 400 on the screen of the user terminal 10.

[0061] (Weather Risk Visualization Report) 9 is a diagram showing an example of a display screen of the weather risk visualization report 400. This display screen 800 displays a measurement point 801 set in s201, an observation point 802 specified in s202, a type of weather parameter 803, and a period 804 set in s201.

[0062] Furthermore, each range 805 (class) of the weather parameter values ​​and an average value 806 of the energy usage amount in each range are displayed in a list on this display screen 800. Then, information 807 of the calculated change point is displayed on this display screen 800.

[0063] <Weather derivative prescription creation process> 10 is a flow diagram illustrating the weather derivative prescription creation process s300. The weather derivative prescription creation process s300 is executed, for example, when a predetermined instruction is received from the user terminal 10.

[0064] First, the information presenting unit 114 sets a planned period (contract period) for purchasing and holding the weather derivative (s301). For example, the information presenting unit 114 may set the contract period randomly and automatically, or may accept an input of the contract period from the user terminal 10.

[0065] In addition, based on the change points identified in the weather risk visualization report creation process s200, the information presentation unit 114 identifies the weather derivative that will optimize the payment amount over the contract period from the weather derivatives registered in the weather derivative product DB300 (s302).

[0066] Specifically, the information presenter 114 refers to the weather derivative product DB300 and identifies a weather derivative (and whose period 303 includes the contract period) having an exemption value closest to the value of the weather parameter related to the change point identified in the weather risk visualization report creation process s200. For example, if the average temperature at the change point is 27.0°C, the information presenter 114 identifies a weather derivative whose exemption threshold is closest to 27.0°C and is a product within the contract period.

[0067] Then, the information presenting unit 114 sets the purchase quantity of the weather derivative specified in s302 (hereinafter, referred to as the selected weather derivative) (s303). For example, the information presenting unit 114 may automatically set the purchase quantity at random, or may accept an input of the purchase quantity from the user terminal 10.

[0068] The information presentation unit 114 calculates the purchase price of the selected weather derivative based on the purchase quantity set in s303. The information presentation unit 114 also predicts the total amount (hereinafter referred to as expenditure amount) of the purchase price and the cost required for energy usage (energy fee, for example, electricity fee) in the case where the selected weather derivative is purchased based on the performance data of the past energy usage (s304).

[0069] For example, first, the information presenter 114 multiplies the purchase quantity set in s303 by the expected price of the selected weather derivative identified by the weather derivative product DB300 to calculate the purchase price of the selected weather derivative.

[0070] Furthermore, the information presentation unit 114 acquires from the energy usage DB 100 the energy usage for each past period corresponding to the purchase period set in s301 (for example, periods one year ago, two years ago,...X years ago in the same month as the purchase period; hereinafter referred to as the reference period). The information presentation unit 114 multiplies the total value of the acquired energy usage by a predetermined energy unit price to calculate the energy fee. Then, the information presentation unit 114 adds up the calculated purchase amount and the energy fee.

[0071] Furthermore, the information presentation unit 114 predicts the amount of receipts (payment amount) based on the selected weather derivative based on past weather data (s305). The information presentation unit 114 also predicts the total balance (post-hedge energy-related expenditure) when the selected weather derivative is purchased.

[0072] For example, first, the information presenter 114 obtains weather data (average temperature) for each reference period set in s304 from the weather DB 200. The information presenter 114 compares the weather data for each reference period with the exemption value of the selected weather derivative, and calculates a difference value between the weather data for each day of each reference period on which the weather data exceeds the exemption value (application date). The information presenter 114 calculates a multiplication value between the calculated difference value and the unit payment amount for each application date, and calculates the payment amount by summing up each calculated multiplication value.

[0073] Furthermore, the information presenter 114 calculates the hedged energy-related expenses by subtracting the payment amount calculated in s305 from the expense amount calculated in s304.

[0074] The information presentation unit 114 judges whether or not receiving the payment amount will result in a total profit exceeding a predetermined amount (whether or not excessive profit will be obtained by purchasing the selected weather derivative. Here, the predetermined amount may be set to 0 or a negative value) based on the expense amount for each reference period calculated in s304, and the payment amount for each reference period calculated in s305 and the hedged energy-related expenses (s306). In other words, the information presentation unit 114 judges whether or not the profit amount in the total balance amount when the selected weather derivative is purchased will exceed a certain amount.

[0075] If the profit does not exceed the predetermined amount (s305: NO), the information presenter 114 executes the process of s307. If the profit exceeds the predetermined amount (s305: YES), the information presenter 114 repeats the process of s303 to set a new purchase amount.

[0076] In s307, the information presentation unit 114 outputs the results of the above processes to the weather derivative prescription 500. The information presentation unit 114 displays the contents of the output weather derivative prescription 500 on the screen of the user terminal 10.

[0077] In the above s306, the information presenting unit 114 sets as the prescription data the weather derivatives that satisfy the criterion that the profit amount is equal to or less than a predetermined amount, but any other criterion may be set. For example, the information presenting unit 114 may set as the prescription data only the weather derivatives that make the expenditure amount or energy fee equal to or less than a predetermined amount. Also, for example, the information presenting unit 114 may set as the prescription data only the weather derivatives that have a predetermined attribute (for example, a predetermined attribute acquired from the weather derivative product DB300).

[0078] (Weather Derivatives Prescription) 11 is a diagram showing an example of a display screen of weather derivative prescription 500. This display screen 1000 displays a selected weather derivative information display field 1010 in which information on a selected weather derivative is displayed, and a reference data display field 1020.

[0079] The selected weather derivative information display field 1010 displays the product type 1011, product target location 1012, product target period 1013, product target index 1014, exemption value 1015, unit payment amount 1016, expected price 1017, and purchase quantity 108 of the selected weather derivative.

[0080] The reference data display field 1020 displays the energy usage data for the reference period used to determine the purchase quantity of the selected weather derivative and to predict expenses and payments, as well as information regarding the payment and cost amounts for the selected weather derivative estimated based on the energy usage data.

[0081] Specifically, the reference data display column 1020 displays information on each reference period 1021, energy usage during that reference period 1022, energy-related expenses during that reference period (energy bill 1023), expected price 1024, the value of the weather parameter during that reference period (index value 1025), amount received during that reference period 1026, and hedged energy-related expenses 1027.

[0082] If the user decides to purchase the selected weather derivative by referring to this display screen 1000, the user presents the weather derivative prescription 500 to the financial institution related to the selected weather derivative and inquires about the price of the selected weather derivative. If the user agrees with the price, the user purchases the selected weather derivative.

[0083] As described above, the financial product proposal device 40 of this embodiment acquires information on energy consumption (electricity consumption), identifies the correlation between the value of a weather parameter (average temperature) and the energy consumption, identifies weather derivatives that satisfy specified criteria based on the information on each weather derivative, the above correlation, and the conditions set for the weather parameters (exemption values), and outputs information on the identified weather derivatives.

[0084] That is, energy usage generally has a certain correlation with weather (climate) fluctuations, so by identifying the correlation between weather parameters and energy usage, it is possible to identify weather derivatives that meet certain criteria (e.g., optimal payouts and hedging risks) based on the correlation.

[0085] In this way, the financial product proposal device 40 of this embodiment can propose appropriate financial products that hedge against climate change risks.

[0086] Moreover, the financial product proposal device 40 of this embodiment acquires the values ​​of weather parameters at the observation point corresponding to the product target point, and identifies the correlation between the acquired values ​​of the weather parameters and the amount of energy usage.

[0087] This allows the risk of weather derivatives to be properly assessed based on the correlation between weather parameters and energy usage.

[0088] Furthermore, the financial product proposal device 40 of this embodiment predicts and outputs the payment amount (received amount) in the case where the selected weather derivative is purchased, based on the past weather parameter values.

[0089] In this manner, by predicting the payout amount for a weather derivative based on past values ​​of weather parameters, a user can determine whether it is economically appropriate to purchase a selected weather derivative.

[0090] In addition, the financial product proposal device 40 of this embodiment acquires information on the selling price of each weather derivative and information on energy charges, and based on the selling price information, energy charge information, and the above-mentioned payment amount information, predicts and outputs the total balance (hedging energy-related expenses) related to the purchase of the selected weather derivative.

[0091] In this way, by outputting the total balance when the selected weather derivative is purchased, the user can make a comprehensive judgment as to whether or not it is economically appropriate to purchase the selected weather derivative.

[0092] In addition, the financial product proposal device 40 of this embodiment identifies the value or range (change point) of the weather parameter when the value of energy consumption changes by more than a specified percentage in response to a change in the value of the weather parameter, and identifies weather derivatives that meet specified criteria based on the weather derivative information, change point, and conditions of the weather derivative (exemption value).

[0093] In this way, by identifying weather derivatives that satisfy a predetermined criterion based on the change points of weather parameters with respect to energy usage, it is possible to identify the optimal weather derivative in accordance with the characteristics of the weather derivative product.

[0094] Moreover, the financial product proposal device 40 of this embodiment outputs information on change points.

[0095] This allows the user to estimate the conditions that will be the turning points for the risks of weather derivatives, and obtain information to help select the most suitable weather derivative.

[0096] In addition, the financial product proposal device 40 of this embodiment predicts the payment amount when each weather derivative is purchased based on the weather derivative product DB300, the correlation between the value of the weather parameter (average temperature) and the amount of energy consumption, the exemption value, and past values ​​of the weather parameters, predicts the overall balance when each weather derivative is purchased based on the predicted payment amount and the purchase amount of each weather derivative, and identifies weather derivatives from the weather derivative product DB300 that will result in a profit amount in the overall balance that is less than a predetermined amount.

[0097] In this way, by predicting the total balance when each weather derivative is purchased and identifying weather derivatives with low total balances, it is possible to prevent excessive profits from being obtained by purchasing weather derivatives, which would go against the purpose of the weather derivative products.

[0098] The present invention is not limited to the above-described embodiment, and can be implemented using any components without departing from the scope of the present invention. The above-described embodiments and modifications are merely examples, and the present invention is not limited to these contents as long as the features of the invention are not impaired. In addition, although various embodiments and modifications have been described above, the present invention is not limited to these contents. Other aspects conceivable within the scope of the technical idea of ​​the present invention are also included in the scope of the present invention.

[0099] For example, part of the hardware included in each device of this embodiment may be provided in another device.

[0100] Furthermore, each program of each device may be provided in another device, a program may consist of multiple programs, or multiple programs may be integrated into one program.

[0101] Furthermore, the configuration of each database described in this embodiment is merely an example, and information on each item relating to equipment and components may be added or part of it may be omitted.

[0102] In addition, in this embodiment, the condition for determining the payment amount of the weather derivative is a predetermined value (exemption value), but a value range, a conditional expression, a function, etc. may be set. Also, multiple conditions may be set. For example, when a function is set as the above condition, the financial product proposal device 40 identifies a point (maximum value, minimum value, etc.) where the value of the energy usage changes at a predetermined rate or more in response to a change in the value of the weather parameter.

[0103] In addition, in this embodiment, the weather parameter related to the weather derivative is the temperature, but it may be other weather parameters such as precipitation, wind direction, wind speed, etc. [Explanation of symbols]

[0104] 30 Energy management system, 40 Financial product proposal device, 400 Weather risk visualization report, 500 Weather derivative prescription

Claims

1. A storage device that stores information on a plurality of financial products for which payout amounts are set according to predetermined conditions set with respect to the value of a weather index; and A data acquisition process for acquiring information on energy usage; a weather risk calculation process for determining a correlation between the value of the weather index and the obtained energy usage; a product identification process for identifying a financial product that satisfies a predetermined criterion from the plurality of financial products based on the information on the financial products, the identified correlation, and the predetermined conditions; An information presentation process for outputting information about the identified financial product; A financial product proposal device comprising a control device that executes the above.

2. the storage device stores information on a financial product in which a payout amount according to a predetermined condition set with respect to a value of a weather index is associated with a predetermined location; In the weather risk calculation process, the control device acquires a value of the weather index at a location corresponding to the predetermined location, and identifies a correlation between the acquired value of the weather index and the acquired amount of energy usage. The financial product proposal device according to claim 1.

3. The control device, in the information presentation process, predicts a payment amount in the case of purchasing the specified financial product based on past values ​​of the weather index, and outputs information on the predicted payment amount. The financial product proposal device according to claim 1.

4. In the product specification process, the control device acquires information on the purchase price of each of the financial products and information on costs related to energy usage, predicts an overall balance amount for purchasing the specified financial products based on the acquired purchase price information, cost information, and the predicted payment amount information, and outputs information on the predicted overall balance amount. The financial product proposal device according to claim 3.

5. The control device includes: In the weather risk calculation process, in a correlation between the value of the energy usage and the value of the weather index, a value or range of the weather index is specified when the value of the energy usage changes at a predetermined rate or more with respect to a change in the value of the weather index; In the product identification process, a financial product that satisfies the predetermined criteria is identified from the plurality of financial products based on the information on the financial product, the identified value or range, and the predetermined conditions. The financial product proposal device according to claim 1.

6. The control device outputs information of the specified value or range in the weather risk calculation process. The financial product proposal device according to claim 5.

7. the storage device stores information on financial products for which a purchase amount and a payment amount are set according to a predetermined condition set with respect to a value of a weather index; The control device includes: In the product identification process, the payment amount when each of the financial products is purchased is predicted based on the information of each of the financial products, the identified correlation, the predetermined conditions, and the past values ​​of the weather indexes, and the total balance amount when each of the financial products is purchased is predicted based on each predicted payment amount and the purchase amount of each of the financial products, and financial products whose profit amount in the total balance amount is a predetermined amount or less are identified from the plurality of financial products. The financial product proposal device according to claim 1.

8. A method for proposing financial products using an information processing device including a control device and a storage device that stores information on a plurality of financial products for which a payout amount is set according to a predetermined condition set with respect to a weather index value, the method comprising: The control device, A data acquisition process for acquiring information on energy usage; a weather risk calculation process for determining a correlation between the value of the weather index and the obtained energy usage; a product identification process for identifying a financial product that satisfies a predetermined criterion from the plurality of financial products based on the information on the financial products, the identified correlation, and the predetermined conditions; An information presentation process for outputting information about the identified financial product; A financial product proposal method.

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