Server and computer program

Abstract

To provide a technology for effectively performing exchange hedge to a stock or a flow.SOLUTION: Acquiring, for each AI model, a prediction of a future transition of an exchange rate indicating a value of a second currency with respect to a first currency using a plurality of AI models, and calculating, based on the future transition of the exchange rate, a first ratio of the number of first AI models that predict a change in a first direction in which the value of the second currency decreases from a current exchange rate, and a second ratio of the number of second AI models that predict a change in a second direction in which the value of the second currency increases; Designation of a first amount of the first currency is received from the user terminal, an amount of exchange hedge to be executed for the first amount is calculated based on the second ratio, and information on the amount of exchange hedge is transmitted to the user terminal, and the first amount is a total amount of designated amounts of at least one of a deposit amount and a receipt amount of the first currency.SELECTED DRAWING: Figure 1

Description

[Technical Field]

[0001] The present invention relates to a server and a computer program. [Background technology]

[0002] Generally, if a trading company that is an exporting business holds the foreign currency received in a transaction (for example, if it receives dollars and holds them as dollar deposits), it must evaluate the total amount of foreign currency it holds and reflect this in its quarterly financial statements.

[0003] For example, if you hold $500 million in foreign currency, and the exchange rate is 150 yen to the dollar at the end of June, and the exchange rate is 140 yen to the dollar at the end of September, you must record a loss of 5 billion yen. Conversely, if the exchange rate is 160 yen to the dollar at the end of September, you must record a profit of 5 billion yen. These losses and profits must be recorded even if you hold the dollars as they are without converting them to yen.

[0004] One way to prevent this is to hedge against exchange rates, and for example, a mechanism called forward exchange contracts can be used (see Patent Document 1). By using forward exchange contracts, the amount is converted into cash at the exchange rate at the time of the order, even if a certain period of time has passed between the time of the order and the time of the transaction. [Prior art documents] [Patent documents]

[0005] [Patent Document 1] Japanese Patent Application Publication No. 2019-220108 Summary of the Invention [Problem to be solved by the invention]

[0006] When hedging foreign currency using forward exchange contracts, it is necessary to be able to hedge not only the amount of foreign currency deposits at that time (stock), but also the amount to be received or paid in the future (flow).

[0007] Therefore, an object of the present invention is to provide a technique that enables effective currency hedging of stocks and flows. [Means for solving the problem]

[0008] According to one aspect of the present invention for solving the above problem, there is provided a server that provides information on currency hedging to a user terminal, the server comprising: one or more processors; Memory and a program stored in the memory that, when executed by the one or more processors, Using a plurality of AI models, obtaining a forecast for each AI model of a future change in an exchange rate indicating the value of a second currency relative to a first currency; Calculating, based on the individually predicted future trends in the exchange rates, a first ratio of the number of first AI models that predicted a change in the exchange rate from the current exchange rate in a first direction in which the value of the second currency will decrease, and a second ratio of the number of second AI models that predicted a change in the exchange rate from the current exchange rate in a second direction opposite to the first direction in which the value of the second currency will increase, relative to the total number of the plurality of AI models; accepting a designation of a first amount of the first currency from the user terminal; calculating the amount of currency hedging to be implemented for the first amount based on the second ratio; transmitting information on the amount of the currency hedge to the user terminal; Execute The first amount is the total of at least one of the designated amounts of the deposit amount and the received amount of the first currency. [Effects of the Invention]

[0009] According to the present invention, it is possible to provide a technique that enables effective currency hedging of stocks and flows. [Brief explanation of the drawings]

[0010] [Figure 1] FIG. 1 is a diagram showing an example of the configuration of a system 10 according to an embodiment. [Figure 2] FIG. 1 is a diagram showing an example of a hardware configuration of an information processing apparatus according to an embodiment. [Figure 3] 4 is a timing chart corresponding to an example of processing executed in the system 10 according to the embodiment. [Figure 4A] FIG. 4 is a diagram showing an example of a main screen according to the embodiment. [Figure 4B] FIG. 10 is a diagram showing an example of a setting screen on a flow / stock hedge guide screen according to an embodiment. [Figure 4C] FIG. 10 is a diagram showing an example of an input screen for a foreign currency receipt plan on a flow / stock hedge guide screen according to an embodiment. [Figure 4D] FIG. 10 is a diagram showing an example of a selection screen for a hedged item on a flow / stock hedge guide screen according to an embodiment. [Figure 4E] FIG. 10 is a diagram showing an example of input on a selection screen for a hedged target according to the embodiment. [Figure 4F] FIG. 10 is a diagram showing an example of a result display of a flow / stock hedge guide according to an embodiment. DETAILED DESCRIPTION OF THE INVENTION

[0011] Hereinafter, the embodiments will be described in detail with reference to the accompanying drawings. Note that the following embodiments do not limit the scope of the invention as claimed, and not all combinations of features described in the embodiments are necessarily essential to the invention. Two or more of the features described in the embodiments may be arbitrarily combined. Furthermore, the same reference numerals are used for the same or similar components, and redundant explanations will be omitted.

[0012] <System configuration> FIG. 1 shows a general configuration of a system 10 corresponding to an embodiment. Here, a server 101, which is an information processing device that provides a currency hedging service corresponding to the embodiment, a user terminal 102, which is an information processing device used by a user receiving the currency hedging service, and a financial instruments business operator's financial instruments trader system 103, which makes currency reservations in response to instructions from the user terminal 102, are connected via a network 104 such as the Internet. The user terminal 102 may be configured as a general-purpose personal computer, a smartphone, or the like. Although FIG. 1 shows only one user terminal 102, this is merely for illustrative purposes; multiple user terminals 102 may be connected to the network 104, and multiple different users may receive currency hedging services from the server 101 via the user terminals 102.

[0013] In this embodiment, the user of the user terminal 102 may be, for example, a trading company that imports goods from abroad for sale in Japan or exports goods from Japan for sale abroad. In such foreign trade transactions, when payments are made in foreign currency, the trading company deposits the foreign currency in its own foreign currency deposit account. When foreign currency payments are incurred for importing goods, the payment amount is deducted from the foreign currency deposit account. If a trader has excess yen funds and does not need to convert foreign currency into yen, or if the trader holds foreign currency for future overseas investment, the foreign currency balance must be evaluated in yen at the time of settlement (fiscal year, quarter) and reflected in the settlement. For example, if the yen weakens from 150 yen to 160 yen per dollar in the dollar-yen exchange rate, even if the amount of foreign currency deposit remains the same, the value of 1 dollar will increase by 10 yen in Japanese yen, and the resulting profit will be recorded as an increase in asset value. On the other hand, if the yen appreciates from 150 to 140, even if the amount of foreign currency deposits remains unchanged, the value of 1 dollar will fall by 10 yen, and a loss will be recorded. Such exchange rate fluctuations can result in unintended profits and losses, and it is possible that even if profits are being made from the main business, the balance sheet will be in the red due to foreign currency valuation losses. Therefore, it is necessary to minimize the impact of exchange rate fluctuations on the valuation of foreign currency deposits.

[0014] In this embodiment, the impact of exchange rate fluctuations is reduced by selling hedging in accordance with the amount of the foreign currency balance held. The server 101 then provides information for effective currency hedging, thereby reducing the economic burden on the user.

[0015] <Hardware configuration> Next, the hardware configuration of the server 101 will be described with reference to Fig. 2. The server 101 can be configured as an information processing device, for example, from one or more personal computers. In Fig. 2, a CPU 201 as a processor controls the server 101 using programs and data stored in a RAM (random access memory) 202 and a ROM (read only memory) 205 as memories, and executes processes corresponding to the embodiments described below. The RAM 202 has an area for reading processing programs stored in an internal storage device 207 and information stored in an external storage device 208, and also has a work area used by the CPU 201 when executing various processes. The server 101 may use a cloud service.

[0016] The input unit 203 is an input means for receiving input from the administrator of the server 101, and is composed of a keyboard, a mouse, etc. The communication I / F (interface) 204 functions as an I / F for connecting to the network 106, etc. The ROM 205 stores programs (such as a boot program) that control the entire server 101, etc. The display unit 206 is a display unit that serves as a display screen, and is composed of a liquid crystal display device, etc.

[0017] The internal storage device 207 is mainly composed of a hard disk, and stores programs and various application data for the server 101 to execute processes. The data stored here is read out to the RAM 202 as needed. The external storage device 208 is a database, and stores user information, exchange rate information, etc. as needed. The bus 209 provides interconnection between the above-mentioned blocks.

[0018] FIG. 2 has been described as the hardware configuration of the server 101, but the basic hardware configuration of the user terminal 102 can also be the same as that shown in FIG.

[0019] <Processing flow in System 10> Next, a description will be given of the processing executed in the system 10. Fig. 3 is a timing chart showing an outline of the flow of processing executed in the system 10 corresponding to this embodiment. The processing is realized by the CPUs of the server 110 and the user terminal 102 executing corresponding processing programs, respectively, or by the CPU controlling the operation of functional blocks such as the input unit 203, communication I / F 204, and display unit 206 shown in Fig. 2.

[0020] First, in S301 of FIG. 3, the user terminal 102 displays a login screen and accepts input of login information. In S302, the accepted login information is transmitted from the user terminal to the server 101. In S303, the server 101 authenticates the user and, if the authentication is successful, acquires user information registered for the user. Subsequently, in S304, the server 101 transmits main screen information to the user terminal 102. In S305, the user terminal 102 displays the main screen on the display and accepts input from the user. In S307, the accepted input information is transmitted from the user terminal to the server 101. In S308, the server 101 performs processing based on the contents of the received input information and generates screen information. The generated screen information is transmitted from the server 101 to the user terminal 102 in S309.

[0021] The user terminal 102 displays the received screen information on the display in S310 and accepts input from the user in S311. The accepted input information is transmitted from the user terminal 102 to the server 101 in S312. The server 101 executes processing in the same manner as in S308 in accordance with the transmitted input information, generates screen information, and transmits it back to the user terminal 102.

[0022] <Main screen> The processes from S305 to S312 can be repeated between the user terminal 102 and the server 101. The flow of the processes will be explained with reference to the screens in FIG. 4 and subsequent figures. FIG. 4A is a diagram showing an example of a main screen corresponding to this embodiment. In S305, this screen is displayed on the user terminal 102.

[0023] Various pieces of information are displayed on screen 400. First, a menu display area 401 is displayed. This menu display area 401 displays information items that can be displayed on screen 400, and the user can select the information item to display from menu display area 401. FIG. 4A shows a state in which the dashboard has been selected. Other information items that can be displayed may include a hedge guide, foreign currency management, exchange rate hedge effects, account management, logout, etc.

[0024] Screen 400, as a main screen showing a dashboard, displays information 402 for each of the items of hedge ratio, lower limit alert, and upper limit alert at the top. The hedge ratio indicates the rate (application rate) at which the amount of foreign currency hedging is calculated by applying the service provided by server 101 (referred to as the "hedge service"), and is set to 100% in FIG. 4A. This means that, for example, if a foreign currency payment of $10,000 is planned, 100% of the $10,000, or the entire $10,000, is subject to the hedge service provided by server 101. If the hedge ratio is set to 50%, then $5,000, or 50% of the $10,000, is subject to the hedge service. In this embodiment, an alert is set to be sent to the user when the prevailing exchange rate touches the upper or lower limit, and the lower limit alert and upper limit alert are set to respective amounts. In FIG. 4A, the lower limit is 140 yen and the upper limit is 170 yen.

[0025] 4A, the upward direction is the direction in which the value of the Japanese yen increases (or the positive direction), and the downward direction is the direction in which the value of the Japanese yen decreases (the negative direction). Generally, the value of the Japanese yen against the US dollar decreases as the value of the Japanese yen increases (yen depreciation), and increases as the value decreases (yen appreciation). However, the concepts of upward (positive direction) and downward (negative direction) in this embodiment are separate from the value of the Japanese yen against the US dollar and refer simply to the increase or decrease of the amount.

[0026] In this embodiment, we will mainly explain the case of paying US dollars from a US dollar foreign currency account among payment and receipt transactions at the exchange rate between Japanese yen and US dollars. In addition to US dollars, foreign currencies such as euros, pounds, Swiss francs, Australian dollars, Canadian dollars, Singapore dollars, Chinese yuan, Indian rupees, Indonesian ringgits, Thai baht, Philippine pesos, South Korean won, and Vietnamese dong can also be used.

[0027] The trend forecast graph 403 shows the trend (transition) of the exchange rate (dollar / yen) for approximately one year before and after the date the screen is displayed (today). For the past year on the left side of today, the actual exchange rate movement is shown as a single broken line. Meanwhile, on the right side, the exchange rate trends predicted by artificial intelligence (AI) are shown as multiple broken lines or curves. In this embodiment, N (N is, for example, 100, 200, 300, etc.) AIs predict exchange rate trends for a predetermined number of years into the future (e.g., one year, two years, five years, etc.). All predictions are sorted from those predicting a decline in the value of the Japanese yen (yen appreciation) to those predicting an increase in the value (yen depreciation). The first and last predictions, as well as predictions in 10% increments from the top 10% to the top 90%, are displayed in the trend forecast graph 403 as exchange rate predictions that represent the rest. For example, if there are 100 AIs, the predictions ranked 1st, 10th, 20th, 90th, and 100th from the top can be selected as representatives.

[0028] In FIG. 4A, the 50th value is indicated by a dashed line. If the 50th value is lower than today's actual market rate (160.72 yen), this indicates that a large percentage of people predict that the future trend will be toward a stronger yen. On the other hand, if the 50th value is higher than today's actual market rate (160.72 yen), i.e., the yen is depreciating, this indicates that a large percentage of people predict that the future trend will be toward a weaker yen. The trend forecast graph 403 can be displayed with the cursor placed on it to display the forecast value for any position (year, month, day). In addition, the lower limit alert and upper limit alert are indicated by thick dotted lines.

[0029] Display 404 shows the current rate at the current time, and this value becomes the value for today in trend prediction graph 403. Screen 400 also includes AI predicted distribution 405 and AI voting percentage 406.

[0030] The AI ​​forecast distribution 405 displays the upper and lower limits of each forecast rate at any point in time, for example, predicted by 100 AIs. Here, the arbitrary points in time are shown as 1 month, 3 months, 6 months, 9 months, and 12 months later, but are not limited to these. The upper and lower limits are the upper and lower limits of the forecast rates by the remaining 80% of the AIs that made the predictions, excluding the top 10% and bottom 10% of the AIs that made the predictions. The display of the AI ​​forecast distribution 405 allows one to read the overall trend of the forecasted exchange rate trends. The AI ​​forecast distribution 405 may also display the average value of the forecast rate at any point in time.

[0031] Next, the AI voting ratio 406 indicates, for each prediction rate at any given time predicted by, for example, 100 AIs, whether the prediction is in the direction of yen depreciation or yen appreciation, and shows the ratio. For example, if it is one month later, it can be seen that 40% of the total AIs predict yen depreciation and 60% of the total AIs predict yen appreciation. In addition to displaying the ratio as a number, the ratio may also be shown by a bar graph or the like. In the present embodiment, the ratio of the prediction in the yen depreciation direction is called the first ratio, and the ratio of the prediction in the yen appreciation direction is called the second ratio. In the US dollar - Japanese yen exchange rate, in the case of dollar buying in imports, the first ratio can be used to calculate the recommended exchange amount in the foreign exchange hedge. For example, if a payment of 1 million US dollars is planned and 100% is the hedging target, and the first ratio is 40%, then 400,000 US dollars is calculated as the recommended exchange amount. In the case of dollar selling in exports, since dollars have not been received and thus cannot be exchanged first, the calculation of the recommended exchange amount is not performed.

[0032] <Method for generating AI model> In the present embodiment, the future trend of the exchange rate is predicted using a plurality of AI models. Hereinafter, the method for generating the AI model in the present embodiment will be described.

[0033] In the present embodiment, an AI model for exchange rate trend prediction is generated by deep learning more than 400 types of information suitable for medium - to long - term prediction, including the following teacher data. The teacher data includes, for example, historical price information, technical indicators, US - Japan policy interest rates, dot charts (information on the future interest rate outlook of FOMC members), IMM currency futures positions, gross domestic product, consumer price index, employment statistics, US - Japan trade balance, Nikkei average stock price · S&P500, crude oil · gold · copper prices, element decomposition of market fluctuations by stochastic differential equations, and the like.

[0034] Using this training data, AI models with slightly different personalities are generated through model training based on deep learning and Transformer technology. For example, if the order in which the training data is applied is changed during training, different AI models will naturally be generated. In this way, by using multiple AI models with slightly different personalities or strengths, even if one AI model is unable to make good predictions on the market, other AI models can compensate for the error, ultimately enabling highly accurate predictions. Future trend predictions using AI models can be performed, for example, using time series forecasting with deep learning technology. This makes it possible to uncover clues hidden behind the market.

[0035] The trend forecast graph 403 in Figure 4A predicts exchange rate trends from today onwards with a certain range. In this embodiment, the aim is to predict future exchange rate trends from the overall trend of predictions from multiple AI models with different characteristics, rather than relying on the predictions of any individual AI model. Therefore, the more AI models there are, the greater the reliability of the overall trend.

[0036] 3, after displaying a screen such as that shown in FIG. 4A, the user terminal 102 accepts an operation from the user in S306 and transmits the accepted operation content to the server 101 as input information in S307. The user operation includes, for example, selecting a menu item in the menu display area 401. If the user operation requests the display of a new screen, the server 101 executes processing required to generate the screen in S308 and transmits the processing result to the user terminal 102 as screen information in S309. For example, if a flow / stock guide is selected in the menu display area 401, the server 101 generates screen information such as that shown in FIG. 4B and transmits it to the user terminal 102. The user terminal 102 then displays the received screen information in S310, accepts further input from the user in S311, and transmits the input information to the server 101 in S312. The server 101 processes this input information in S308 in the same way as the input information in S307, and transmits the processing result to the user terminal 102. After this, the processes from S310 to S312 and S307 to S309 are repeated.

[0037] In this embodiment, a hedge guide for flow and stock can be provided as a hedge guide for foreign currency deposit balances toward the delivery date. For customers who hold foreign currency as foreign currency deposits (stock) without exchanging it, a foreign exchange hedge guide is provided to absorb fluctuations in the exchange rate toward the delivery date, including the monthly foreign currency receipt amount (flow).

[0038] <Flow / Stock Hedging Guide> The flow / stock hedging guide provides a hedging guide that addresses issues related to exchange rate fluctuation risks between foreign currency deposit amounts (stock) and foreign currency receipts (flow). As described above, when foreign currency stocks are large, fluctuations in exchange rates can lead to unintentional profits or losses being recorded at the time of settlement (fiscal year, quarter), making it necessary to minimize the impact of exchange rate fluctuations on the valuation of foreign currency deposits. Furthermore, when hedging foreign currency deposits, it is also necessary to simultaneously address flows. This embodiment provides information for effective exchange rate hedging, taking into account such exchange rate fluctuation risks, thereby reducing the user's financial burden.

[0039] <Foreign currency hedging guide settings> FIG. 4B shows an example of a screen displayed when "Flow / Stock Guide" is selected from "Hedge Guide" in the menu display area 401. On the Flow / Stock Hedge Guide screen 410, a display 411 indicates that the current screen is the first level of a three-level screen display, "1. Currency Hedge Guide Setting." Furthermore, in the hedge ratio setting interface 412, the hedge ratio can be set to any value between 0% and 100%. The hedge ratio indicates the application rate, which applies the first or second rate described above to the transaction amount. While FIG. 4B shows 100% as an example, a lower application rate may also be used. In FIG. 4B, the lower limit alert and upper limit alert can be entered using input fields 413a and 413b, respectively. The entered lower and upper limit amounts are reflected in the dotted line positions of the trend forecast graph 403 shown below. The operations for setting the application rate, lower limit alert, and upper limit alert correspond to the operations accepted by the user terminal in S306.

[0040] In Figure 4B, below the trend forecast graph 403, there are displayed input areas for setting a hedge guide notification date 414, setting a bank fee 415, forward exchange limit 416, minimum recommended additional hedge amount 417, and delivery date 418. In these areas, it is possible to select an item or input a value, which corresponds to the operation accepted by the user terminal in S306 (or S311).

[0041] Here, the desired date for the notification of the hedge guide can be set in the hedge guide notification date setting 414. In this embodiment, it is recommended to create a foreign exchange hedge guide once a month, and a notification encouraging the use of the hedge guide is sent on the date set in the hedge guide notification date setting 414. In the bank fee setting 415, the exchange fee (spread) set by the bank for the customer is input. The value input here is used to calculate the reservation rate displayed in the hedge guide in Figure 4F. The reservation rate is calculated using the following formula 1. Forward Rate = Interbank Offer Rate + Bank Fee (Equation 1)

[0042] The forward exchange limit 416 indicates the total amount of forward exchange contracts permitted by the bank. For example, if the user's forward exchange limit is $1 million, even if the hedge guide recommends a hedge transaction of more than $1 million, only $1 million can be traded. The minimum recommended additional hedge amount 417 indicates the minimum amount when the additional hedge amount is displayed. For example, if the minimum recommended additional hedge amount is $100,000, the recommended hedge amount is $300,000, and the hedged amount is $250,000, the difference of $50,000 is less than the minimum recommended additional hedge amount of $100,000, so the recommended additional hedge amount will be 0 ($100,000 > $300,000 - $250,000). The delivery date of the hedged foreign currency is input in the delivery date 418.

[0043] When this information is entered and the “Next” button 419 is operated, the entered information is sent to the server 101, and the screen information shown in FIG. 4C is generated in the server 101 and sent to the user terminal 102.

[0044] <Foreign currency receipt plan> First, in FIG. 4C , display 421 indicates that the current screen on screen 420 is the second stage of a three-stage screen display, the "2. Input Foreign Currency Receipt Plan" screen. Screen 420 also displays bar graph 422, which displays the total amount of foreign currency deposits. Bar graph 422 shows the value of foreign currency deposits at the end of each month from the current month (July 2024) through January 2025. Below bar graph 422, table 423 is displayed, which registers information about foreign currency deposits. Table 423 includes the following fields: Foreign Currency Deposit (Beginning of Month), Foreign Currency Receipt Plan - Net, Foreign Currency Receipt Plan, and Foreign Currency Payment Plan. Of these, numerical values ​​can be entered for the foreign currency receipt plan and foreign currency payment plan. The foreign currency receipt plan is an input field for entering the amount of foreign currency receivable that is scheduled to be received that month. The foreign currency payment plan is an input field for entering the amount of foreign currency payment that is scheduled to be paid that month. Numerical values ​​are entered into these input fields on a monthly basis. Depending on the input value, the display of the bar graph 422, the amount of foreign currency deposits at the end of the month, and the value of foreign currency deposits (beginning of the month) from the following month onwards are also updated.

[0045] The foreign currency deposit (beginning of the month) for the current month (July 2024 in Figure 4C) is the amount of foreign currency deposits managed in the foreign currency deposit management section of menu 401. The difference between the amounts entered in the foreign currency receipt plan and the foreign currency payment plan (foreign currency receipt plan - net) is then added to the foreign currency deposit (beginning of the month) and registered as the value of the foreign currency deposit (beginning of the month) for the next month. In Figure 4C, the foreign currency deposit (beginning of the month) for July 2024 is $582,000, the foreign currency receipt plan is $1 million, and the foreign currency payment plan is $550,000, so the difference of $450,000 (foreign currency receipt plan - net) is added, resulting in 1,032,000. The same process is repeated for subsequent months, with the difference between receipts and payments added to the foreign currency deposit (beginning of the month) for that month to become the foreign currency deposit (beginning of the month) for the next month.

[0046] Once the entry of the foreign currency receipt plan and foreign currency payment plan is completed and the "Next" button 424 is operated, the entered information is sent to the server 101, and the screen information shown in Figure 4D is generated in the server 101 and sent to the user terminal 102.

[0047] <Selection of hedged items> In Figure 4D, a screen 430 for selecting a hedged item is displayed. Screen 430 indicates in display 431 that the current screen is the third stage of a three-stage screen display, "3. Select Hedged Item." Below that, the same bar graph 422 as displayed in Figure 4C is displayed, and further below that, a table 432 for selecting a hedged item is displayed.

[0048] Table 432 displays values ​​corresponding to the values ​​registered in table 423 displayed in FIG. 4C as hedging target candidates. Here, amounts are registered for three items: "Foreign Currency Deposit (beginning of month)," "Foreign Currency Receipt Plan - Net," and "Foreign Currency Deposit (end of month)." Check boxes are provided for each item, and selecting a check box designates it as a hedging target. In this embodiment, a pattern for selecting a check box is set, which will be described with reference to FIG. 4E.

[0049] Figure 4E shows the display patterns (A) to (D) of table 432 according to the selection of the checkbox. (A) shows the state in which Foreign Currency Deposit (beginning of month) is selected. In (A), the checkbox for July 2024 is checked. In this state, all Foreign Currency Deposit (beginning of month) from August 2024 onwards are grayed out and cannot be selected. All Foreign Currency Receipt Plan - Net are selectable. From these, you can select the amount for the month to be hedged. In addition, all Foreign Currency Deposit (end of month) are grayed out and excluded from selection. The graying out is to prevent duplicate selection.

[0050] Next, (B) shows an example of what will be displayed when the checkbox for Foreign Currency Deposits (beginning of the month) for August 2024 is checked. In this state, Foreign Currency Deposits (beginning of the month) for July 2024 and September 2024 onwards are all grayed out and cannot be selected to avoid duplicate selections. For Foreign Currency Receipt Plan - Net, all items from August 2024 onwards are selectable, but July 2024 is grayed out. Foreign Currency Deposits (end of month) are also all grayed out and excluded from selection to avoid duplicate selections.

[0051] Next, (C) shows an example of what will be displayed when the checkbox for Foreign Currency Receipt Plan - Net for July 2024 is checked. In this state, all foreign currency deposits (beginning of month) from August 2024 onwards are grayed out and cannot be selected to avoid duplicate selection, but foreign currency deposits (beginning of month) for July 2024 are selectable. All foreign currency receipt plan - Net items are also selectable from August 2024 onwards. Furthermore, all foreign currency deposits (end of month) are grayed out and excluded from selection to avoid duplicate selection.

[0052] Next, (D) shows an example of what will be displayed when the checkbox for Foreign Currency Deposit (End of Month) for July 2024 is checked. In this state, all Foreign Currency Deposits (Beginning of Month) from July 2024 onwards are grayed out and cannot be selected to avoid duplicate selection. Furthermore, Foreign Currency Receipt Plan - Net is grayed out and cannot be selected for July 2024 to avoid duplicate selection, but all Foreign Currency Receipt Plans - Net are selectable from August 2024 onwards. Furthermore, all Foreign Currency Deposits (End of Month) from August 2024 onwards are grayed out and excluded from selection to avoid duplicate selection. Furthermore, selecting one Foreign Currency Deposit (End of Month) eliminates the need to select both Foreign Currency Deposit (Beginning of Month) and Foreign Currency Receipt Plan - Net for the same month, thereby reducing the burden of input work.

[0053] Next, (E) shows an example of what will be displayed when the checkbox for Foreign Currency Receipt Plan - Net for September 2024 is checked. In this state, foreign currency deposits (beginning of month) up to September 2024 are selectable, but from October onwards, they are all grayed out and cannot be selected to avoid duplicate selections. Furthermore, Foreign Currency Receipt Plan - Net is selectable for all preceding and following months. Furthermore, foreign currency deposits (end of month) for July and August 2024 are selectable, but from September onwards, they are all grayed out and excluded from selection to avoid duplicate selections.

[0054] As described above, in this embodiment, the range of subsequently selectable checkboxes (second selection position) is specified (narrowed down) depending on the selection position (first selection position) of the checkbox that is first checked in table 432. At that time, all checkboxes that may be selected in duplicate are grayed out.

[0055] For example, if a checkbox for one of the months in the foreign currency deposit (beginning of the month) is selected as the first selection position, the checkboxes for the foreign currency deposit (beginning of the month) before and after that month are grayed out and excluded from selection to prevent duplicate selection. Selecting a foreign currency deposit (beginning of the month) means specifying the stock value of the hedged amount, and since the amount of the foreign currency deposit (beginning of the month) from the selected month onwards is determined by the sum of the stock value and the foreign currency receipt plan - net (flow value), the foreign currency deposit (beginning of the month) from the selected month onwards is not selectable, but the flow value can be selected. Similarly, selecting a foreign currency deposit (end of the month) also means determining the stock value of the hedged amount, and since the stock values ​​of the foreign currency deposit (end of the month) before and after the selected month have already been selected, these are not selectable, and the foreign currency receipt plan - net (flow value) from the selected month onwards is selectable.

[0056] In addition, if the first selection position is the foreign currency receipt plan - Net (flow value), the stock value of the hedged amount has not yet been determined, so the foreign currency deposit before the selected month (beginning of the month) and the foreign currency deposit before the selected month (end of the month) can be selected. In addition, the foreign currency receipt plan - Net can be selected before or after the selected month.

[0057] In this way, in this embodiment, once the stock value is determined, the flow value can be selected according to the stock value, and the hedged amount is determined according to the selected value. Note that in the above, both the stock value and the flow value may be selected, or only one of them may be selected.

[0058] <Hedge Guide Results> When the checkbox on screen 430 is checked to complete the specification of the target for which the guide is to be created, and the "Next" button 433 is operated, the entered information is sent to server 101, and the screen information shown in Figure 4F is generated in server 101 and sent to user terminal 102.

[0059] Here, the display screen for the flow / stock hedge guide results will be described with reference to Figure 4F. Screen 450 displays execution rate 451 at the time the flow / stock hedge guide was generated. Display area 452 displays exchange reservation information, and the difference between the amount secured as the reservation limit and the amount currently reserved is displayed as the available reservation amount.

[0060] The display area 453 displays the recommended additional hedge amount along with the forward rate, as well as the hedged amount, hedged amount, and unhedged amount. The forward rate is a reference exchange rate and is calculated based on Equation 1 above. If there is already a hedged amount, it is displayed as the hedged amount and subtracted from the recommended additional hedge amount. The hedged amount is the sum of the amounts checked in Figure 4D. In this example, the foreign currency deposit for July 2024 (beginning of the month) and the foreign currency receipt plan for July to September 2024 - Net are checked. The total is $582,000 + $450,000 + $550,000 + $700,000 = $2,282,000. Since the hedge ratio setting 412 in Figure 4B is 100%, this entire total amount is hedged. If the hedge ratio setting 412 is 80%, the hedged amount will be $1,825,600. It is recommended to make a forward exchange contract for this hedged amount. The exchange rate at the time of the contract may be the exchange rate at the time of the contract, or a specified exchange rate may be specified by limit order. However, the amount that can be forwarded here is within the range of the amounts indicated in the forward exchange contract information 452.

[0061] In Figure 4F, a recommended additional hedge amount is a dollar sell of $1,167,000 out of the hedged amount of $2,282,000. The recommended additional hedge amount can be calculated, for example, using the following formula 2.

[0062] Recommended additional hedge amount (H1: in the case of selling dollars) = (hedged amount) × (application rate) × (second rate) (Equation 2) In the above example, the hedged amount is $2,282,000, and the recommended additional hedge amount is $1,167,000, assuming a 100% application rate and a 51% second percentage, where the second percentage is based on the AI ​​voting percentage calculated based on the settlement date.

[0063] The AI ​​voting percentage predicts exchange rate fluctuations on the delivery date based on the current time. For example, for each predicted rate on the delivery date predicted by 100 AIs, it shows the percentage of those predicting a weaker or stronger yen. In the above example, 49% of the AIs predicted a weaker yen, while 51% predicted a stronger yen. The displayed amounts for recommended additional hedging amounts, etc., may be in units of 1,000 dollars or 100 dollars, for example.

[0064] In this embodiment, the AI ​​voting ratio for a predetermined period of time from the present (e.g., January, March, June, September, December) is calculated, and each calculated value is used to determine the AI ​​voting ratio for the date that will be the basis for calculating the recommended hedge amount. For example, if the delivery date is two months from now, the AI ​​voting ratio for two months from now is calculated using linear prediction from the predicted values ​​for one month and three months from now. Also, if the delivery date is four months from now, the AI ​​voting ratio for four months from now is calculated using linear prediction from the predicted values ​​for three months and six months from now.

[0065] In addition, when hedging dollar sales, a strong yen is more unfavorable than a weak yen when considering the final amount received in yen, so the second ratio, which is the AI ​​voting ratio in the direction of a stronger yen, is used.

[0066] However, it is not true that once you have performed a currency hedge for flow / stock, you do not need to follow up afterwards. Because exchange rates are constantly fluctuating, there is a high possibility that the forecast values ​​for the current delivery date and the delivery date one month from now will differ. Therefore, it is desirable to determine whether additional hedging is necessary based on future forecasts at regular intervals. In the example above, a notification regarding additional hedging is sent on the date set in the hedge guide notification date setting 414 in Figure 4B.

[0067] The PDF output 453 button in Figure 4F is an operation button for outputting the contents of screen 450 as PDF data. Since the exchange reservation itself must be processed separately from this interface, it is possible to refer to the PDF and execute it at that time.

[0068] In this embodiment, the recommended additional hedge amount is presented in display area 453, but the amount that can actually be hedged is the reservable amount, so the user can either secure a reservable amount that will allow them to secure the recommended additional hedge amount, or return to the screen in Figure 4D to select the hedged item and reselect the hedged item, or adjust the hedge ratio setting 412 in Figure 4B to lower the hedge ratio, etc., so that the recommended additional hedge amount falls within the reservable amount.

[0069] <Effects of the embodiment> As described above, according to this embodiment, it is possible to hedge the foreign currency deposit amount (the sum of stock value and flow value up to that point) at a currently estimated future delivery date in accordance with a forecast of future exchange rate fluctuations. For example, in the dollar-yen exchange rate, a strong yen reduces the value of the dollar, resulting in a lower valuation of the dollar-yen foreign currency deposit in Japanese yen at the time of the quarterly settlement. In this case, if the current forecast predicts that the yen will weaken on the delivery date (approximately 40%) and strengthen (approximately 60%), a sell order is made based on the predicted probability of the yen strengthening (corresponding to the second percentage mentioned above). This allows the profit from the hedge to reduce losses from a stronger yen, even if the yen strengthens in the future. Furthermore, even if the yen weakens in the future, the profit from a weaker yen can be reduced by losses from the hedge.

[0070] For example, as a hedge, you enter into a forward exchange contract to sell $1 million for 155 yen on September 30th. This forward exchange contract is equivalent to a contract to receive 155 million yen on September 30th. Then, on September 30th, you actually enter into a currency exchange transaction with your bank to buy $1 million at that day's rate (the spot rate). For example, if the spot rate on September 30th was 165 yen, you would pay 165 million yen. In this case, you incur a foreign exchange loss of 10 yen per dollar. This transaction offsets the foreign exchange loss, resulting in a loss of 10 million yen in yen. However, because the transaction currency is dollars, no dollar amount moves in the foreign currency deposit. However, this allows you to record a loss of 10 million yen for accounting purposes. Let's assume you have $2 million in dollars in foreign currency deposits, and their valuation rises from 158 yen to 165 yen during the quarter. In this case, the valuation rises by 7 yen, resulting in a gain of 14 million yen. However, 10 million yen can be deducted, so the exchange gain can be set at 4 million yen.

[0071] If the spot rate on September 30th falls to 150 yen when the forward exchange contract is made, 150 million yen will be paid. A 5 yen per dollar exchange gain is generated. The above transaction offsets the exchange gain, resulting in a profit of 5 million yen in yen terms. However, because the transaction currency is still the dollar, there is no movement in the foreign currency deposit. However, this results in a profit of 5 million yen in accounting terms. In this case, the valuation of the $2 million foreign currency deposit falls from 158 yen per dollar to 150 yen per dollar during the quarter. Since the rate fell by 8 yen, the valuation of the foreign currency deposit is negative by 16 million yen. However, the 5 million yen can be offset, bringing the loss to 11 million yen.

[0072] In this way, by making a forward exchange contract, fluctuations in the valuation amount of the foreign currency deposit at the time of settlement can be suppressed regardless of whether the exchange rate fluctuations on the maturity date are positive or negative.

[0073] For simplicity's sake, the above only describes a single hedge, but if the hedge is implemented multiple times, and the amount of foreign currency deposits increases with monthly foreign currency receipts, the average exchange rate of foreign currency deposits will also move closer to the current exchange rate, making it possible to further reduce exchange rate gains.

[0074] In this way, in this embodiment, currency hedging can be performed according to the timing of the valuation of foreign currency deposits based on future changes or trends in exchange rates predicted using multiple AI models. Regarding the amount to be hedged, for example, in the case of U.S. dollar-Japanese yen, the amount to be hedged is set according to the predicted probability of the yen appreciating in the future (corresponding to the second ratio described above), among the amounts designated as hedged items, thereby making it possible to reduce exchange risk in the event of a future appreciation of the yen. Furthermore, a guideline can be provided for the user as to the amount to be hedged.

[0075] In the above-described embodiment, the exchange rates based on the first currency and the second currency are described only for the combination of the first currency and the second currency, i.e., the US dollar-Japanese yen or the Japanese yen-US dollar. However, the combination of the first currency and the second currency is not limited to this, and any other combination of currencies can be applied, such as the euro-Japanese yen, the British pound-Japanese yen, the euro-US dollar, the euro-British pound, the Japanese yen-Chinese yuan, etc. In addition, other currencies that can be used as combinations can include the Swiss franc, the Australian dollar, the Singapore dollar, the Indian rupee, the Indonesian ringgit, the Thai baht, the Philippine peso, the South Korean won, the Vietnamese dong, etc.

[0076] <Summary of the embodiment> The above-described embodiment discloses at least the following information processing device and computer program. (1) A server that provides information about currency hedging to a user terminal, one or more processors; Memory and a program stored in the memory that, when executed by the one or more processors, Using a plurality of AI models, obtain a prediction for each AI model of a future change in an exchange rate indicating the value of a second currency (e.g., Japanese yen) relative to a first currency (e.g., dollar); Calculating, based on the individually predicted future trends in the exchange rates, a first ratio of the number of first AI models that predicted a change in the exchange rate from the current exchange rate in a first direction in which the value of the second currency will decrease (e.g., a weaker yen), and a second ratio of the number of second AI models that predicted a change in the exchange rate from the current exchange rate in a second direction in which the value of the second currency will increase (e.g., a stronger yen), which is opposite to the first direction, relative to the total number of the plurality of AI models; accepting a designation of a first amount of the first currency from the user terminal; calculating the amount of currency hedging to be implemented for the first amount based on the second ratio; transmitting information on the amount of the currency hedge to the user terminal; Execute The first amount is the total of at least one of a deposit amount and a receipt amount of the first currency. (2) Receiving a designation of a first amount of the first currency from the user terminal includes: Accepting, as a designation of a first deposit amount, a designation of a deposit amount for any one month among the deposit amounts of the first currency for each month up to a first due date for receiving the first amount; Accepting a designation of one or more months' receivable amounts as first receivable amounts among the receivable amounts of the first currency for each month up to the first due date; Including, The server according to (1), wherein the first amount is calculated as a sum of the accepted first deposit amount and the first received amount. (3) When accepting the designation of the first deposit amount, once the designation of the deposit amount for any one of the months is accepted, the acceptance of the designation of the deposit amount for the other months is prohibited; A server as described in (2), wherein when a designation of the deposit amount for any one of the months is accepted, acceptance of a designation of the first receiving amount prohibits acceptance of a designation of a receiving amount for a month prior to any one of the months. (4) A server as described in (2), in which, if the designation of the first receiving amount is accepted before the designation of the first deposit amount is accepted, when accepting the designation of the first deposit amount, the designation of a deposit amount after the month corresponding to the first receiving amount for which the designation was accepted is prohibited. (5) The program, when executed by the one or more processors, causes the server to: Accepting input of the amount of the first currency to be received for each month until the first due date; Accepting input of the amount to be paid in the first currency for each month up to the first due date; and further execute The server according to any one of (2) to (4), wherein the amount to be received each month is the difference between the amount to be received and the amount to be paid each month. (6) The server according to any one of (2) to (5), wherein the amount of the currency hedge is calculated using the second ratio calculated for the first due date. (7) When the program is executed by the one or more processors, the server receiving, from the user terminal, a designation of an application rate for applying the second rate to the first amount; The server according to any one of (1) to (6), wherein calculating the amount of the currency hedging includes multiplying the second rate by the application rate and then multiplying the result by the first amount. (8) The server according to any one of (1) to (7), wherein the first currency and the second currency include a combination of at least one different currency among the U.S. dollar, euro, Japanese yen, British pound, Chinese yuan, Swiss franc, Australian dollar, Singapore dollar, Indian rupee, Indonesian ringgit, Thai baht, Philippine peso, and South Korean won. (9) A server according to any one of (1) to (8), wherein each of the plurality of AI models is a different AI model generated by deep learning using a plurality of teacher data, at least some of which are common, and varying the individual weights of the plurality of teacher data. (10) A program for causing a computer to function as a server according to any one of (1) to (9).

[0077] [Other embodiments] The invention is not limited to the above-described embodiments, and various modifications and variations are possible within the spirit and scope of the invention. Therefore, the following claims are appended to clarify the scope of the invention. The information processing device according to the present invention can also be realized by a computer program that causes one or more computers to function as the information processing device. The computer program can be provided / distributed by being recorded on a computer-readable recording medium or via a telecommunications line. [Explanation of symbols]

[0078] 10: System, 101: Server, 102: User terminal, 103: Financial services business system, 104: Network

Claims

1. A server that provides information about currency hedging to a user terminal, one or more processors; Memory and a program stored in the memory that, when executed by the one or more processors, Using a plurality of AI models, obtaining a forecast for each AI model of a future change in an exchange rate indicating the value of a second currency relative to a first currency; Calculating, based on the individually predicted future trends in the exchange rates, a first ratio of the number of first AI models that predicted a change in the exchange rate from the current exchange rate in a first direction in which the value of the second currency will decrease, and a second ratio of the number of second AI models that predicted a change in the exchange rate from the current exchange rate in a second direction opposite to the first direction in which the value of the second currency will increase, relative to the total number of the plurality of AI models; accepting a designation of a first amount of the first currency from the user terminal; calculating the amount of currency hedging to be implemented for the first amount based on the second ratio; transmitting information on the amount of the currency hedge to the user terminal; Execute The first amount is the total of at least one of a deposit amount and a receipt amount of the first currency.

2. Receiving designation of a first amount of the first currency from the user terminal includes: Accepting, as a designation of a first deposit amount, a designation of a deposit amount for any one month among the deposit amounts of the first currency for each month up to a first due date for receiving the first amount; Accepting designation of one or more monthly amounts to be received as first amounts to be received from among the amounts to be received in the first currency for each month up to the first due date; and The server according to claim 1 , wherein the first amount is calculated as a sum of the accepted first deposit amount and the first received amount.

3. When accepting the designation of the first deposit amount, once the designation of the deposit amount for any one of the months has been accepted, acceptance of the designation of the deposit amount for the other months is prohibited; 3. The server according to claim 2, wherein when a designation of the deposit amount for any one of the months is accepted, acceptance of a designation of the first receiving amount is prohibited for a month prior to the any one of the months.

4. A server as described in claim 2, wherein if the designation of the first receiving amount is accepted before the designation of the first deposit amount is accepted, when accepting the designation of the first deposit amount, the designation of a deposit amount after the month corresponding to the first receiving amount for which the designation was accepted is prohibited.

5. The program, when executed by the one or more processors, causes the server to: Accepting an input of the amount of the first currency to be received for each month until the first due date; Accepting input of the amount of payment to be made in the first currency for each month up to the first due date; and further execute The server according to claim 2 , wherein the amount to be received each month is the difference between the amount to be received and the amount to be paid each month.

6. The server according to claim 2 , wherein the amount of the currency hedge is calculated using the second rate calculated for the first due date.

7. The program, when executed by the one or more processors, receiving, from the user terminal, a designation of an application rate for applying the second rate to the first amount; The server of claim 1 , wherein calculating the currency hedge amount includes multiplying the second rate by the application rate and then multiplying the result by the first amount.

8. 2. The server of claim 1, wherein the first currency and the second currency include at least any combination of different currencies selected from the group consisting of United States dollars, euros, Japanese yen, British pounds, Chinese yuan, Swiss francs, Australian dollars, Singapore dollars, Indian rupees, Indonesian ringgits, Thai baht, Philippine pesos, South Korean wons, and Vietnamese dongs.

9. 2. The server according to claim 1, wherein each of the plurality of AI models is a different AI model generated by deep learning using a plurality of teacher data, at least some of which are common, and varying the individual weights of the plurality of teacher data.

10. A program for causing a computer to function as the server according to any one of claims 1 to 9.

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