Information processing device, information processing method, and program

Abstract

To enable an operator to know grounds for setting risk assets.SOLUTION: According to an embodiment, an information processing device comprises a control unit. The control unit includes: acquisition means for acquiring first data including data items required for calculating risk assets as data items related to a customer and second data including data items required for calculating risk assets as data items relating to claims of the customer; setting means for setting the risk weights of the claims based on a plurality of predetermined determination processing for setting the risk weights of the claims using the data items; and generation means for generating ground data including the data items indicating the determination processing in which the risk weights are set and the data items used for determining risk weights in the determination processing in which the risk weights are set.SELECTED DRAWING: Figure 1

Description

[Technical field]

[0001] The present invention relates to an information processing device, an information processing method, and a program. [Background technology]

[0002] Patent Document 1 describes a document creation support system that creates documents that comply with the so-called Basel regulations (BIS regulations). This system calculates risk weights and risk assets for each stock, and outputs documents in a form that makes it possible to grasp the compliance status with the BIS regulations. This system also automatically determines stock attributes, determines and sets risk weights for stocks according to the definitions of the risk weight setting specifications, and records which definitions of the risk weight setting specifications were applied in the determination. [Prior art documents] [Patent documents]

[0003] [Patent Document 1] JP 2019-86891 A Summary of the Invention [Problem to be solved by the invention]

[0004] Risk management work in the financial industry involves the calculation of capital adequacy ratios. When calculating capital adequacy ratios, risk weights are set according to the type of receivables held and repayment status, and the amount of risky assets (risk assets) is calculated by multiplying this by the amount of assets. It is possible to calculate risk assets through batch processing by the system, but there is an issue that if the calculated risk assets amount differs from expectations, the operator will not be able to understand the reason for the difference from expectations.

[0005] The present invention has been made in view of the above, and has an object to provide an information processing device, an information processing method, and a program that enable an operator to know the basis for setting risk assets. [Means for solving the problem]

[0006] In order to solve the above-mentioned problems and achieve the object, an information processing device according to the present invention is an information processing device including a control unit, the control unit comprising: acquisition means for acquiring first data including data items required for calculating risk assets as data items related to a customer; and second data including data items required for calculating risk assets as data items related to a claim against the customer; setting means for setting a risk weight for the claim based on a plurality of predetermined judgment processes for setting a risk weight for the claim using the data items; and generation means for generating basis data including a data item indicating the judgment process for setting the risk weight and a data item used for determining the risk weight in the judgment process for setting the risk weight, wherein a judgment condition in a first judgment process of the plurality of judgment processes is a condition that an industry code included in the first data is a predetermined code, and a judgment condition in a second judgment process of the plurality of judgment processes is a condition that an arbitrary code included in the second data including a claim number included in the first data is a predetermined code. a condition that the credit balance included in the second data is equal to or less than the collateral appraisal amount included in the second data; a judgment condition in a third judgment process among the plurality of judgment processes is a condition that the credit balance included in the second data, which includes a credit number included in the first data, is equal to or less than the guarantee amount included in the second data, or the collateral code and the account code included in the second data are predetermined codes; a judgment condition in a fourth judgment process among the plurality of judgment processes is a condition that the business type classification included in the first data is a predetermined classification, the capital amount included in the first data is greater than a predetermined capital amount, and the number of employees included in the first data is greater than a predetermined number of employees; a condition that the business type classification included in the first data is a predetermined classification, and at least one of the capital amount and the number of employees included in the first data is equal to or less than a predetermined value; and a condition that the business type classification included in the first data is not a predetermined classification; and the first judgment process, the second judgment process, the third judgment process, and the fourth judgment process are The fourth determination process is carried out last.The risk weight setting means sets a risk weight corresponding to the judgment process that first matches the judgment condition in a predetermined order.

[0007] In addition, the information processing device according to the present invention includes an adjustment means for adjusting the risk weight of the claim based on a plurality of predetermined judgment processes, and the generation means generates basis data including a data item indicating the judgment process in which the risk weight is adjusted. a judgment condition in a rating judgment process among the plurality of judgment processes is a condition that a classification code corresponding to an exposure code included in the third data including the risk weight is a predetermined code, and when the judgment condition is met, the adjustment means adjusts the risk weight included in the third data to a risk weight corresponding to the external rating period code and the external rating code included in the second data including the credit number included in the third data; a judgment condition in a delinquent judgment process among the plurality of judgment processes is a condition that a number of delinquent months included in the second data including the credit number included in the first data is a predetermined number of months or more, and when the judgment condition is met, the adjustment means adjusts the risk weight included in the third data to a risk weight corresponding to the provision rate included in the second data; and the rating judgment process and the delinquent judgment process are performed after the first judgment process, the second judgment process, the third judgment process, and the fourth judgment process. This may be done.

[0008] The information processing device according to the present invention may further comprise an output means for outputting the grounds data.

[0009] Further, an information processing method according to the present invention is an information processing method executed by a computer, comprising: an acquisition step of acquiring first data including data items required for calculating risk assets as data items related to a customer, and second data including data items required for calculating risk assets as data items related to a claim against the customer; a setting step of setting a risk weight for the claim based on a plurality of predetermined judgment processes for setting a risk weight for the claim using the data items; and a generation step of generating basis data including data items indicative of the judgment process for setting the risk weight and data items used for determining the risk weight in the judgment process for setting the risk weight, wherein a judgment condition in a first judgment process of the plurality of judgment processes is a condition that an industry code included in the first data is a predetermined code, and a judgment condition in a second judgment process of the plurality of judgment processes is a condition that an arbitrary code included in the second data including a claim number included in the first data is a predetermined code, a condition that the credit balance included in the second data is equal to or less than the collateral valuation amount included in the second data; a judgment condition in a third judgment process among the plurality of judgment processes is a condition that the credit balance included in the second data including the credit number included in the first data is equal to or less than the guarantee amount included in the second data, or that the collateral code and the account code included in the second data are predetermined codes; a judgment condition in a fourth judgment process among the plurality of judgment processes is a condition that the business type classification included in the first data is a predetermined classification, the capital amount included in the first data is greater than a predetermined capital amount, and the number of employees included in the first data is greater than a predetermined number of employees; a condition that the business type classification included in the first data is a predetermined classification, and at least one of the capital amount and the number of employees included in the first data is equal to or less than a predetermined value; and a condition that the business type classification included in the first data is not a predetermined classification; and the first judgment process, the second judgment process, the third judgment process, and the fourth judgment process are The fourth determination process is carried out last.The determination process is performed in a predetermined order, and the setting step sets a risk weight corresponding to the determination process that first matches the determination condition in the order.

[0010] Further, a program according to the present invention is a program for causing a computer to execute the following steps: an acquisition process for acquiring first data including data items required for calculating risk assets as data items related to a customer; and second data including data items required for calculating risk assets as data items related to a claim against the customer; a setting process for setting a risk weight for the claim based on a plurality of predetermined judgment processes for setting a risk weight for the claim using the data items; and a generation process for generating basis data including data items indicating the judgment process for setting the risk weight and data items used for determining the risk weight in the judgment process for setting the risk weight, wherein a judgment condition in a first judgment process of the plurality of judgment processes is a condition that an industry code included in the first data is a predetermined code, and a judgment condition in a second judgment process of the plurality of judgment processes is a condition that an arbitrary code included in the second data including a claim number included in the first data is a predetermined code and a condition that the credit balance included in the second data is equal to or less than the collateral valuation amount included in the second data, and a judgment condition in a third judgment process among the plurality of judgment processes is a condition that the credit balance included in the second data, including the credit number included in the first data, is equal to or less than the guarantee amount included in the second data, or the collateral code and the account code included in the second data are predetermined codes; a judgment condition in a fourth judgment process among the plurality of judgment processes is a condition that the business type classification included in the first data is a predetermined classification, the capital amount included in the first data is greater than a predetermined capital amount, and the number of employees included in the first data is greater than a predetermined number of employees, a condition that the business type classification included in the first data is a predetermined classification, and at least one of the capital amount and the number of employees included in the first data is equal to or less than a predetermined value, and a condition that the business type classification included in the first data is not a predetermined classification; and the first judgment process, the second judgment process, the third judgment process, and the fourth judgment process are The fourth determination process is carried out last.The process is performed in a predetermined order, and the setting process sets a risk weight corresponding to the determination process that first matches the determination condition in the order. Effect of the Invention

[0011] According to the present invention, an effect is achieved in that an operator can know the basis for setting risk assets. [Brief description of the drawings]

[0012] [Figure 1] FIG. 1 is a block diagram showing an example of the configuration of an information processing device according to an embodiment. [Diagram 2] FIG. 2 is a diagram illustrating an example of customer data. [Diagram 3] FIG. 3 is a diagram illustrating an example of the determination basis data. [Figure 4] FIG. 4 is a diagram showing an example of the measurement result detail data. [Diagram 5] FIG. 5 is a diagram showing an example of the bond data. [Figure 6] FIG. 6 is a diagram illustrating an example of real estate data. [Figure 7] FIG. 7 is a diagram showing an example of the guarantee association data. [Figure 8] FIG. 8 is a diagram showing an example of external rating data. [Figure 9] FIG. 9 is a diagram illustrating an example of the exposure type master. [Figure 10] FIG. 10 is a diagram illustrating an example of the business type master. [Figure 11] FIG. 11 is a diagram illustrating an example of the business category master. [Figure 12] FIG. 12 is a diagram showing an example of the external rating master. [Figure 13] FIG. 13 is a diagram illustrating an example of the process name master. [Figure 14] FIG. 14 is a diagram showing an example of a menu screen displayed on the information processing device according to the embodiment. [Figure 15]FIG. 15 is a flowchart showing the flow of the measurement process. [Figure 16] FIG. 16 is a diagram illustrating an example of data related to the data acceptance process. [Figure 17] FIG. 17 is a diagram showing an example of determination conditions and data related to the national, local, and other determination processing. [Figure 18] FIG. 18 is a diagram showing an example of the judgment conditions and data related to the real estate secured claim judgment process. [Figure 19] FIG. 19 is a diagram showing an example of the judgment conditions and data related to the guarantee association judgment process. [Figure 20] FIG. 20 is a diagram showing an example of the determination conditions and data related to the corporate determination process. [Figure 21] FIG. 21 is a diagram showing an example of the determination conditions and data related to the small and medium-sized enterprise determination process. [Figure 22] FIG. 22 is a diagram showing an example of judgment conditions and data related to the individual judgment process. [Diagram 23] FIG. 23 is a diagram showing an example of judgment conditions and data related to the rating judgment process. [Figure 24] FIG. 24 is a diagram showing an example of determination conditions and data related to the overdue determination process. [Diagram 25] FIG. 25 is a diagram illustrating an example of data related to calculation of the risk asset amount. [Figure 26] FIG. 26 is a diagram showing an example of a screen displayed on the information processing device according to the embodiment. [Figure 27] FIG. 27 is a diagram showing an example of the output determination basis data. DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS

[0013] DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS Hereinafter, an information processing device, an information processing method, and a program according to the present invention will be described in detail with reference to the accompanying drawings. Note that the present invention is not limited to the present embodiment.

[0014] [1. Configuration] An example of the configuration of an information processing device 100 according to the present embodiment will be described with reference to Fig. 1. Fig. 1 is a block diagram showing an example of the configuration of the information processing device 100 according to the embodiment.

[0015] The information processing device 100 is a device that measures the amount of risk assets of, for example, business corporations, small and medium-sized enterprises, individuals, mortgage loans, etc. The information processing device 100 is installed in, for example, a financial institution such as a bank or a credit union.

[0016] The information processing device 100 is, for example, a commercially available desktop personal computer. However, the information processing device 100 is not limited to a stationary information processing device such as a desktop personal computer, and may be a portable information processing device such as a commercially available notebook personal computer, a PDA (Personal Digital Assistant), a smartphone, or a tablet personal computer.

[0017] The information processing device 100 includes a control unit 102, a communication interface unit 104, a storage unit 106, and an input / output interface unit 108. The units included in the information processing device 100 are communicatively connected to each other via any communication path.

[0018] The communication interface unit 104 communicably connects the information processing device 100 to the network 300 via a communication device such as a router and a wired or wireless communication line such as a dedicated line. The communication interface unit 104 has a function of communicating data with other devices via the communication line. Here, the network 300 has a function of connecting the information processing device 100 and the server 200 so that they can communicate with each other, and is, for example, the Internet or a LAN (Local Area Network). Note that the data stored in the storage unit 106 is stored in, for example, the server 200, and the data processed by the control unit 102 may be acquired from the server 200.

[0019] An input device 112 and an output device 114 are connected to the input / output interface unit 108. The output device 114 may be a monitor (including a home television), a speaker, or a printer. The input device 112 may be a keyboard, a mouse, a microphone, or a monitor that cooperates with a mouse to realize a pointing device function. In the following, the output device 114 may be referred to as the monitor 114, and the input device 112 may be referred to as the keyboard 112 or the mouse 112.

[0020] The storage unit 106 stores various databases, tables, files, and the like. The storage unit 106 records computer programs for cooperating with an OS (Operating System) to give instructions to a CPU (Central Processing Unit) to perform various processes. For example, memory devices such as RAM (Random Access Memory) and ROM (Read Only Memory), fixed disk devices such as hard disks, flexible disks, and optical disks can be used as the storage unit 106. For example, the storage unit 106 stores customer data 106a, judgment basis data 106b, measurement result detail data 106c, bond data 106d, real estate data 106e, guarantee association data 106f, and external rating data 106g. The storage unit 106 also stores an exposure type master 106h, an industry master 106i, an industry classification master 106j, an external rating master 106k, and a processing name master 106l.

[0021] 2 is a diagram showing an example of the customer data 106a. The customer data 106a is data that stores information related to the customers of the financial institution. The customer data 106a includes data items such as a base date, a bond number, a branch number, a customer number, a business type, an industry code, capital, and the number of employees.

[0022] 3 is a diagram showing an example of the judgment basis data 106b. The judgment basis data 106b is data that stores data representing a risk weight judgment process and data used in judging the risk weight in the process of setting the risk weight of the credit related to the capital adequacy ratio by the information processing device 100. The judgment basis data 106b includes data items of the base date, credit number, processing ID, number of months in arrears, business type category, business type code, and exposure classification code.

[0023] 4 is a diagram showing an example of the measurement result detailed data 106c. The measurement result detailed data 106c is data that stores the risk weights and risk asset amounts of claims related to the capital adequacy ratio. The measurement result detailed data 106c includes data items such as the base date, claim number, asset classification, exposure code, risk weight, and risk asset amount.

[0024] 5 is a diagram showing an example of the claim data 106d. The claim data 106d is data that stores information related to claims identified by the claim number included in the customer data 106a. The claim data 106d includes data items such as a base date, a claim number, a credit balance, an arbitrary code, a security type code, an item code, a number of months in arrears, and a reserve rate.

[0025] 6 is a diagram showing an example of the real estate data 106e. The real estate data 106e is data that stores information on real estate related to a claim identified by a claim number included in the customer data 106a. The real estate data 106e includes data items such as a base date, a claim number, and a collateral valuation amount.

[0026] 7 is a diagram showing an example of the guarantee association data 106f. The guarantee association data 106f is data that stores the guarantee amount that the guarantee association guarantees for the claim specified by the claim number included in the customer data 106a. The guarantee association data 106f includes data items of the base date, the claim number, and the guarantee amount.

[0027] 8 is a diagram showing an example of the external rating data 106g. The external rating data 106gh is data that stores the rating agency that has rated the bond with the bond number included in the customer data 106a and the bond rating. The external rating data 106g includes data items of base date, bond number, external rating agency code, and external rating code.

[0028] 9 is a diagram showing an example of the exposure type master 106h. The exposure type master 106h stores an exposure code, an exposure name, and an exposure classification code.

[0029] 10 is a diagram showing an example of the business type master 106i. The business type master 106i stores business type codes and business types.

[0030] 11 is a diagram showing an example of the business type classification master 106j. The business type classification master 106j stores business type classification, business type classification name, capital, and number of employees.

[0031] 12 is a diagram showing an example of the external rating master 106k. The external rating master 106k stores external rating agency codes, external rating codes, and risk weights.

[0032] 13 is a diagram showing an example of the process name master 1061. The process name master 1061 stores a process ID and a process name.

[0033] The control unit 102 is a CPU or the like that performs overall control of the information processing device 100. The control unit 102 has an internal memory for storing control programs such as an OS, programs that define various processing procedures, and required data, and executes various information processing based on these stored programs. In terms of functional concept, the control unit 102 includes an acquisition unit 102a, a setting unit 102b, and a generation unit 102c.

[0034] The acquisition unit 102a as an acquisition means acquires customer data as first data including data items required for calculating risk assets as data items related to customers, and claim data 106d, real estate data 106e, guarantee association data 106f, and external rating data 106g as second data including data items required for calculating risk assets as data items related to claims against customers.

[0035] The setting unit 102b as a setting means sets a risk weight of the client's credit based on a plurality of predetermined judgment processes for setting a risk weight of the client's credit using data items of the first data and the second data.

[0036] The generating unit 102c as a generating means generates judgment basis data 106b as basis data including a data item indicating the judgment process for which the risk weight is set and a data item used in the judgment process for which the risk weight is set.

[0037] The adjustment unit 102d as an adjustment means adjusts the risk weight of the claim based on a plurality of predetermined judgment processes. When the adjustment unit 102d adjusts the risk weight of the claim, the generation unit 102c generates basis data including a data item indicating the judgment process in which the risk weight was adjusted.

[0038] The output unit 102e serving as an output unit outputs the contents of the determination basis data 106b to the output device 114.

[0039] [2. Specific examples of processing] Here, a specific example of the process executed by the information processing device 100 will be described with reference to FIGS.

[0040] 14 is a diagram showing an example of a menu screen displayed by the information processing device 100. When calculating the risk asset amount, the operator operates the input device 112 to input the processing reference date, which is the basis for calculation, into the menu screen 501 displayed on the output device 114. When the execute button is operated on the menu screen 501 in which the processing reference date has been input, the control unit 102 executes the process of measuring the risk asset amount.

[0041] FIG. 15 is a flowchart showing the flow of the measurement process. First, the control unit 102 performs a data acceptance process with a process ID of "1" (step S1). The data acceptance process is a process of accepting data used in the measurement process and creating measurement result detailed data 106c. The control unit 102 acquires, for example, customer data 106a, bond data 106d, real estate data 106e, guarantee association data 106f, and external rating data 106g from the storage unit 106. FIG. 16 is a diagram showing an example of data related to the data acceptance process. Specifically, the control unit 102 acquires the bond data 106d, and stores the reference date and bond number extracted from the acquired bond data 106d in the measurement result detailed data 106c as shown in FIG. 16.

[0042] Next, the control unit 102 performs an exposure determination (step S2). Here, the exposure determination is divided into a land and government entity / others determination process with a process ID of "2-1", a real estate secured claim determination process with a process ID of "2-2", a guarantee association determination process with a process ID of "2-3", and a retail claim determination process with a process ID of "2-4", and the control unit 102 executes each determination process in this order. Note that, with regard to the processing order of each determination process, as long as the retail claim determination process is the final determination process, the land and government entity / others determination process, real estate secured claim determination process, and guarantee association determination process are not limited to the above-mentioned order, and the processing order may be changed.

[0043] First, the control unit 102 executes the government entity / others determination process. FIG. 17 is a diagram showing an example of the determination condition JK1 and data related to the government entity / others determination process. Here, the determination condition JK1 is a condition that the business type code included in the customer data 106a is "650000". When the accepted data satisfies the determination condition JK1, the control unit 102 stores "2-1" in the processing ID column of the determination basis data 106b, stores "650000" in the business type code column of the determination basis data 106b, stores "901" in the exposure code column of the measurement result detailed data 106c, and stores "10" representing 10% in the risk weight column of the measurement result detailed data 106c.

[0044] Here, as shown in FIG. 17, if the industry code included in the customer data 106a is not “650000”, the control unit 102 does not meet the judgment condition JK1, so does not update the judgment basis data 106b and does not update the measurement result detail data 106c.

[0045] If the accepted data does not meet the judgment condition JK1, the control unit 102 executes the real estate secured claim judgment process. However, if the accepted data meets the judgment condition JK1, the control unit 102 does not execute the real estate secured claim judgment process, the guarantee association judgment process, and the retail claim judgment process.

[0046] 18 is a diagram showing an example of the judgment condition JK2 and data related to real estate secured claim processing. Here, the judgment condition JK2 is a condition that the arbitrary code in the claim data 106d including the claim number included in the customer data 106a is "1", and the credit balance included in the claim data 106d is equal to or less than the collateral appraisal amount included in the real estate data 106e including the claim number included in the customer data 106a. When the accepted data satisfies the judgment condition JK2, the control unit 102 stores "2-2" in the processing ID column of the judgment basis data 106b, stores "1804" in the exposure code column of the measurement result detailed data 106c, and stores "35" representing 35% in the risk weight column of the measurement result detailed data 106c.

[0047] Here, as shown in FIG. 18, if the arbitrary code included in the bond data 106d is not “1”, the control unit 102 does not update the judgment basis data 106b and does not update the measurement result detail data 106c because the judgment condition JK2 is not met.

[0048] If the accepted data does not meet the judgment condition JK2, the control unit 102 executes the guarantee association judgment process. However, if the accepted data meets the judgment condition JK2, the control unit 102 does not execute the guarantee association judgment process and the retail bond judgment process.

[0049] 19 is a diagram showing an example of the judgment condition JK3 and data related to the guarantee association judgment process. Here, the judgment condition JK3 is a condition that the credit balance included in the claim data 106d including the claim number included in the customer data 106a is equal to or less than the guarantee amount included in the guarantee association data 106f including the claim number included in the customer data 106a, or the collateral type code included in the claim data 106d including the claim number included in the customer data 106a is either "7310118" or "7310218", and the account code included in the claim data 106d including the claim number included in the customer data 106a is "10". When the received data satisfies the judgment condition JK3, the control unit 102 stores "2-3" in the processing ID column of the judgment basis data 106b, stores "1002" in the exposure code column of the measurement result detail data 106c, and stores "10" representing 10% in the risk weight column of the measurement result detail data 106c.

[0050] Here, as shown in FIG. 19, if no data is stored in the guarantee association data 106f and the collateral type code included in the claim data 106d, which includes the claim number included in the customer data 106a, is "0", the control unit 102 does not meet the judgment condition JK3, so does not update the judgment basis data 106b and does not update the measurement result detail data 106c.

[0051] The control unit 102 executes a retail loan determination process if the accepted data does not meet the determination condition JK3. The retail loan determination process is divided into a corporate determination process, a small and medium-sized enterprise determination process, and an individual determination process, and the control unit 102 executes each determination process in that order. Note that the control unit 102 does not execute a retail loan determination process if the accepted data meets the determination condition JK3.

[0052] The control unit 102 first executes the corporate determination process. FIG. 20 is a diagram showing an example of the determination condition JK4 and data related to the corporate determination process. Here, the determination condition JK4 is a condition that the business type category included in the customer data 106a is "1", the capital amount included in the customer data 106a is greater than the capital amount specified by the industry master 106i and the industry classification master 106j from the industry code included in the customer data 106a, and the number of employees included in the customer data 106a is greater than the number of employees specified by the industry master 106i and the industry classification master 106j from the industry code included in the customer data 106a. When the accepted data satisfies the determination condition JK4, the control unit 102 stores "2-4" in the process ID column of the determination basis data 106b, stores "2305" in the exposure code column of the measurement result detailed data 106c, and stores "100" representing 100% in the risk weight column of the measurement result detailed data 106c.

[0053] Here, the control unit 102 refers to the industry master 106i with the industry code "010000" included in the customer data 106a shown in Fig. 20 to acquire the industry category "1", and refers to the industry category master 106j with the acquired industry category "1" to acquire the capital amount "300,000,000" and the number of employees "300". Since the capital amount "180,000,000" included in the customer data 106a is less than the capital amount "300,000,000" acquired from the industry category master 106j, the control unit 102 determines that the judgment condition JK4 is not met, and does not update the judgment basis data 106b or the measurement result detail data 106c as shown in Fig. 20.

[0054] If the accepted data does not meet the judgment condition JK4, the control unit 102 executes the small and medium-sized business judgment process. If the accepted data meets the judgment condition JK4, the control unit 102 does not execute the small and medium-sized business judgment process and the individual judgment process.

[0055] 21 is a diagram showing an example of judgment criterion JK5 and data related to the small and medium-sized enterprise judgment process. Here, judgment criterion JK5 is a condition that the business type category included in customer data 106a is "1." When the accepted data satisfies judgment criterion JK5, control unit 102 stores "2-4" in the processing ID column of judgment basis data 106b, stores "2304" in the exposure code column of measurement result detailed data 106c, and stores "85" representing 85% in the risk weight column of measurement result detailed data 106c.

[0056] Here, as shown in FIG. 21, if the business type category included in the bond data 106d is "1" and satisfies the judgment condition JK5, the control unit 102 adds data to the judgment basis data 106b and updates the measurement result detail data 106c.

[0057] The control unit 102 executes the individual judgment process if the accepted data does not meet the judgment condition JK5. Note that the control unit 102 does not execute the individual judgment process if the accepted data meets the judgment condition JK5. FIG. 22 is a diagram showing an example of the judgment condition JK6 related to the individual judgment process. Here, the judgment condition JK6 is a condition that the business type category included in the customer data 106a is other than "1".

[0058] If the accepted data does not meet judgment condition JK5 but does meet judgment condition JK6, the control unit 102 stores "2-4" in the processing ID column of judgment basis data 106b, stores "2103" in the exposure code column of measurement result detail data 106c, and stores "100" representing 100% in the risk weight column of measurement result detail data 106c.

[0059] Next, the control unit 102 performs risk weight adjustment (step S3). This risk weight adjustment process is divided into a rating determination process with a process ID of "3-1" and a delinquency determination process with a process ID of "3-2", and the control unit 102 executes each determination process in this order.

[0060] First, the control unit 102 executes a rating judgment process. FIG. 23 is a diagram showing an example of the judgment condition JK7 and data related to the rating judgment process. Here, the judgment condition JK7 is a condition that the exposure classification code specified by referring to the exposure type master 106h in the exposure code included in the measurement result detailed data 106c is "23". As shown in FIG. 23, when the measurement result detailed data 106c satisfies the judgment condition JK7, the control unit 102 adds a record to the judgment basis data 106b, stores the base date and the bond number stored in the measurement result detailed data 106c in the base date column and the bond number column of the added record, stores "3-1" in the processing ID column of the added record, and stores the exposure classification code "23" in the exposure classification code column of the added record.

[0061] Furthermore, when the measurement result detailed data 106c satisfies the judgment condition JK7, the control unit 102 refers to the external rating data 106g for the bond number "100" included in the measurement result detailed data 106c to obtain the external rating agency code "41" and the external rating code "A+ to A-", and refers to the external rating master 106k for the obtained external rating agency code "41" and external rating code "A+ to A-" to obtain a risk weight "50". As shown in Fig. 23, the control unit 102 updates the risk weight "85" stored in the measurement result detailed data 106c to the obtained "50".

[0062] Next, the control unit 102 executes a delinquent judgment process. Fig. 24 is a diagram showing an example of judgment condition JK8 and data related to the delinquent judgment process. Here, the judgment condition JK8 is a condition that the number of delinquent months included in the claim data 106d, which includes the claim number included in the customer data 106a, is 3 or more. If the claim data 106d satisfies the judgment condition JK8, the control unit 102 sets an exposure code and a risk weight according to the reserve rate included in the claim data 106d. If the claim data 106d does not satisfy the judgment condition JK8, the control unit 102 does not set an exposure code and a risk weight.

[0063] If the judgment condition JK8 is met and the allowance rate included in the claim data 106d is less than 20%, the control unit 102 adds a record to the judgment basis data 106b and stores the base date and claim number stored in the measurement result detailed data 106c in the base date column and the claim number column of the added record. The control unit 102 also stores the number of overdue months stored in the claim data 106d in the number of overdue months column of the added record in the judgment basis data 106b. If the allowance rate included in the claim data 106d is less than 20%, the control unit 102 updates the exposure code of the measurement result detailed data 106c to "2003" and updates the risk weight of the measurement result detailed data 106c to "150" representing 150%.

[0064] If the allowance rate included in the claim data 106d is 20% or more and less than 50%, the control unit 102 adds a record to the judgment basis data 106b and stores the base date and claim number stored in the measurement result detailed data 106c in the base date column and the claim number column of the added record. The control unit 102 also stores the number of overdue months stored in the claim data 106d in the number of overdue months column of the added record in the judgment basis data 106b. If the allowance rate included in the claim data 106d is 20% or more and less than 50%, the control unit 102 updates the exposure code of the measurement result detailed data 106c to "2002" and updates the risk weight of the measurement result detailed data 106c to "100" representing 100%.

[0065] If the allowance rate included in the claim data 106d is 50% or more, the control unit 102 adds a record to the judgment basis data 106b, and stores the base date and claim number stored in the measurement result detailed data 106c in the base date column and the claim number column of the added record. The control unit 102 also stores the number of overdue months stored in the claim data 106d in the number of overdue months column of the added record in the judgment basis data 106b. If the allowance rate included in the claim data 106d is 50% or more, the control unit 102 updates the exposure code of the measurement result detailed data 106c to "2001" and updates the risk weight of the measurement result detailed data 106c to "50", which represents 50%.

[0066] Next, the control unit 102 calculates the risk asset amount (step S4). Here, the control unit 102 calculates the risk asset amount using the formula "risk asset amount = credit balance × risk weight ÷ 100". As shown in FIG. 25, in the credit data 106d including the credit number included in the measurement result detailed data 106c, if the credit balance is "25,000,000" and the risk weight included in the measurement result detailed data 106c is "50", the control unit 102 stores "12,500,000" calculated using the above formula in the risk asset amount column of the measurement result detailed data 106c.

[0067] When the calculated risk asset amount differs from the assumption, the operator performs an operation to instruct the output of the judgment basis of the risk asset amount. FIG. 26 is a diagram showing an example of an output instruction screen for instructing the output of the judgment basis. The operator operates the input device 112 to input the base date used as the basis for calculating the risk asset amount and the claim number of the claim for which the risk asset amount was calculated on the output instruction screen 502 displayed on the output device 114. When the output button is operated on the output instruction screen 502 on which the base date and claim number have been input, the control unit 102 displays the judgment basis of the risk asset amount on the output device 114 based on the judgment basis data 106b, the process name master 106l, the input processing base date, and the input claim number.

[0068] FIG. 27 is a diagram showing an example of the judgment basis displayed on the output device 114. When the stored judgment basis data 106b has the contents shown in FIG. 3, if "2021 / 3 / 31" is input as the base date and "100" is input as the bond number on the output instruction screen 502, the control unit 102 identifies the records in the third and fourth rows of the judgment basis data 106b shown in FIG. 3 and displays the judgment basis shown in FIG. 27(a) on the output device 114. Here, the control unit 102 displays the process name "retail bond judgment process" associated with the process ID "2-4" in the process name master 106l on the first row, and displays the process name "rating judgment process" associated with the process ID "3-1" in the process name master 106l on the second row. In addition, the control unit 102 displays the value stored in the judgment basis data 106b together with the data item name for the column of the judgment item. For example, since the fourth line of the determination basis data 106b shown in FIG. 3 includes the exposure classification code "23", "Exposure classification code="23: Claims against corporations" is displayed on the second line.

[0069] In addition, when the stored judgment basis data 106b is the content shown in FIG. 3, if "2020 / 9 / 30" is input as the reference date and "150" is input as the bond number on the output instruction screen 502, the control unit 102 identifies the records in the 7th and 8th lines of the judgment basis data 106b shown in FIG. 3 and displays the judgment basis shown in FIG. 27(b) on the output device 114. Here, the control unit 102 displays the process name "National Public Corporation and Other Judgment Process" associated with the process ID "2-1" in the process name master 106l on the first line, and displays the process name "Delinquent Judgment Process" associated with the process ID "3-2" in the process name master 106l on the second line. In addition, the control unit 102 displays "Delinquent Months = 10" on the second line, for example, because the 8th line of the judgment basis data 106b shown in FIG. 3 includes "10" for the number of delinquent months.

[0070] In addition, when the stored judgment basis data 106b is the content shown in FIG. 3, if "2021 / 3 / 31" is input as the base date and "150" is input as the bond number on the output instruction screen 502, the control unit 102 identifies the records in the 9th and 10th lines of the judgment basis data 106b shown in FIG. 3 and displays the judgment basis shown in FIG. 27(c) on the output device 114. Here, the control unit 102 displays the process name "National Public Corporation and Other Judgment Process" associated with the process ID "2-1" in the process name master 106l on the first line, and displays the process name "Delinquent Judgment Process" associated with the process ID "3-2" in the process name master 106l on the second line. In addition, the control unit 102 displays "Delinquent Months = 16" on the second line, for example, because the 10th line of the judgment basis data 106b shown in FIG. 3 includes "16" for the number of delinquent months.

[0071] [3. Effects of the embodiment] According to the information processing device 100 of the embodiment, the operator can know the basis for the judgment of the risk asset amount calculated in the measurement process from the judgment basis displayed on the output device 114 without requesting the program vendor. In addition, by specifying a base date, the operator can also know the basis for judgment of past measurement results. Furthermore, since it is possible to know the basis for judgment, the basis for judgment can be made clear to the operator, improving the operator's understanding of the program processing.

[0072] [4. Contribution to the United Nations-led Sustainable Development Goals (SDGs)] This embodiment can contribute to improving business efficiency and promoting appropriate management decisions by companies, thereby contributing to goals 8 and 9 of the SDGs.

[0073] Furthermore, this embodiment can contribute to reducing waste and promoting paperless and electronic systems, thereby contributing to the achievement of SDGs Goals 12, 13, and 15.

[0074] Furthermore, this embodiment can contribute to strengthening control and governance, making it possible to contribute to Goal 16 of the SDGs.

[0075] 5. Other embodiments The present invention may be embodied in various different embodiments other than those described above within the scope of the technical concept set forth in the claims.

[0076] For example, among the processes described in the embodiments, all or part of the processes described as being performed automatically can be performed manually, or all or part of the processes described as being performed manually can be performed automatically using known methods.

[0077] In addition, the processing procedures, control procedures, specific names, registered data for each process, information including parameters such as search conditions, screen examples, and database configurations shown in this specification and drawings may be changed as desired unless otherwise specified.

[0078] Moreover, with regard to the information processing device 100, each of the components shown in the figures is a functional concept, and does not necessarily have to be physically configured as shown in the figures.

[0079] For example, the processing functions of the information processing device 100, particularly the processing functions performed by the control unit 102, may be realized in whole or in part by a CPU and a program interpreted and executed by the CPU, or may be realized as hardware using wired logic. The program is recorded in a non-transient computer-readable recording medium including programmed instructions for causing the information processing device 100 to execute the processes described in this embodiment, and is mechanically read by the information processing device 100 as necessary. That is, a computer program for giving instructions to the CPU in cooperation with the OS and performing various processes is recorded in a storage unit such as a ROM or HDD (Hard Disk Drive). This computer program is executed by being loaded into a RAM, and constitutes the control unit 102 in cooperation with the CPU.

[0080] In addition, this computer program may be stored in an application program server connected to the information processing device 100 via any network, and it is also possible to download all or a part of it as necessary.

[0081] In addition, the program for executing the process described in this embodiment may be stored in a non-transient computer-readable recording medium, or may be configured as a program product. Here, the "recording medium" includes any "portable physical medium" such as a memory card, a Universal Serial Bus (USB) memory, a Secure Digital (SD) card, a flexible disk, a magneto-optical disk, a ROM, an Erasable Programmable Read Only Memory (EPROM), an Electrically Erasable and Programmable Read Only Memory (EEPROM (registered trademark)), a Compact Disk Read Only Memory (CD-ROM), a Magneto-Optical disk (MO), a Digital Versatile Disk (DVD), and a Blu-ray (registered trademark) Disc.

[0082] Moreover, a "program" is a data processing method written in any language or description method, and may be in any form, such as source code or binary code. Note that a "program" is not necessarily limited to a single configuration, but also includes a distributed configuration as multiple modules or libraries, and a program that works with a separate program, such as an OS, to achieve its function. Note that the specific configuration and reading procedure for reading a recording medium in each device shown in the embodiments, as well as the installation procedure after reading, may use well-known configurations and procedures.

[0083] The various databases etc. stored in the memory unit 106 are storage means such as memory devices such as RAM and ROM, fixed disk devices such as hard disks, flexible disks, and optical disks, and store various programs, tables, databases, and web page files etc. used for various processes and providing websites.

[0084] The information processing device 100 may be configured as a known information processing device such as a personal computer or a workstation, or may be configured as the information processing device to which any peripheral device is connected. The information processing device 100 may be realized by implementing software (including programs, data, etc.) that causes the information processing device to realize the processes described in this embodiment.

[0085] Furthermore, the specific form of distribution and integration of the devices is not limited to those shown in the drawings, and all or part of them can be functionally or physically distributed and integrated in any unit according to various additions or function additions. In other words, the above-mentioned embodiments can be implemented in any combination, or the embodiments can be implemented selectively. [Industrial Applicability]

[0086] The present invention is useful for financial institutions such as banks and credit unions. [Explanation of symbols]

[0087] 100 Information processing device 102 Control section 102a Acquisition Department 102b Setting section 102c generator 102d Adjustment part 102e Output section 104 Communication interface section 106 Storage section 106a Customer Data 106b Judgment Basis Data 106c Measurement result details data 106d Bond Data 106e Real Estate Data 106f Guarantee Association Data 106g External Ratings Data 106h Exposure type master 106i Industry Master 106j Industry Classification Master 106k External Rating Master 106l Processing Name Master 108 Input / Output Interface Section 112 Input Device (Keyboard) 114 Output device (monitor) 200 Servers 300 Network 501 Menu screen 502 Output instruction screen

Claims

1. An information processing device including a control unit, The control unit is an acquisition means for acquiring first data including data items required for calculating risk assets as data items related to a customer, and second data including data items required for calculating risk assets as data items related to claims against the customer; a setting means for setting a risk weight of the claim based on a plurality of predetermined judgment processes for setting a risk weight of the claim using the data items; a generating means for generating basis data including a data item indicating a judgment process in which the risk weight is set and a data item used for judging the risk weight in the judgment process in which the risk weight is set; Equipped with a determination condition in a first determination process among the plurality of determination processes is that an industry code included in the first data is a predetermined code; A judgment condition in a second judgment process among the plurality of judgment processes is a condition that, in the second data including the credit number included in the first data, an arbitrary code included in the second data is a predetermined code, and the credit balance included in the second data is equal to or less than the collateral valuation amount included in the second data, The judgment condition in the third judgment process among the plurality of judgment processes is that the credit balance included in the second data including the credit number included in the first data is equal to or less than the guarantee amount included in the second data, or that the collateral code and the item code included in the second data are predetermined codes; The judgment conditions in a fourth judgment process among the plurality of judgment processes are a condition that the business type category included in the first data is a predetermined category, the capital amount included in the first data is greater than a predetermined capital amount, and the number of employees included in the first data is greater than a predetermined number of employees, a condition that the business type category included in the first data is a predetermined category, and at least one of the capital amount and the number of employees included in the first data is equal to or less than a predetermined value, and a condition that the business type category included in the first data is not a predetermined category. the first determination process, the second determination process, the third determination process, and the fourth determination process are performed in a predetermined order in which the fourth determination process is performed last; The information processing apparatus according to claim 1, wherein the setting means sets a risk weight corresponding to the judgment process that first matches the judgment condition in the order.

2. an adjustment means for adjusting a risk weight of the claim based on a plurality of predetermined judgment processes; The generating means generates basis data including a data item indicating a judgment process in which the risk weight is adjusted, A judgment condition in a rating judgment process among the plurality of judgment processes is a condition that a classification code corresponding to an exposure code included in the third data including the risk weight is a predetermined code, and when the judgment condition is met, the adjustment means adjusts the risk weight included in the third data to a risk weight corresponding to an external rating period code and an external rating code included in the second data including the bond number included in the third data, A judgment condition in the delinquency judgment process among the plurality of judgment processes is a condition that the number of months of delinquency contained in the second data including the credit number contained in the first data is a predetermined number of months or more, and when the judgment condition is met, the adjustment means adjusts the risk weight contained in the third data to a risk weight corresponding to the provision rate contained in the second data, The rating determination process and the delinquency determination process are performed after the first determination process, the second determination process, the third determination process, and the fourth determination process. The information processing device according to claim 1 .

3. An output means for outputting the grounds data The information processing device according to claim 1 or 2, comprising:

4. 1. A computer-implemented information processing method, comprising: an acquisition step of acquiring first data including data items required for calculating risk assets as data items related to a customer, and second data including data items required for calculating risk assets as data items related to a claim against the customer; a setting step of setting a risk weight for the claim based on a plurality of predetermined judgment processes for setting a risk weight for the claim using the data items; a generating step of generating basis data including a data item indicating a judgment process in which the risk weight is set and a data item used for judging the risk weight in the judgment process in which the risk weight is set; Equipped with a determination condition in a first determination process among the plurality of determination processes is that an industry code included in the first data is a predetermined code; A judgment condition in a second judgment process among the plurality of judgment processes is a condition that, in the second data including the credit number included in the first data, an arbitrary code included in the second data is a predetermined code, and the credit balance included in the second data is equal to or less than the collateral valuation amount included in the second data, The judgment condition in the third judgment process among the plurality of judgment processes is that the credit balance included in the second data including the credit number included in the first data is equal to or less than the guarantee amount included in the second data, or that the collateral code and the item code included in the second data are predetermined codes; The judgment conditions in a fourth judgment process among the plurality of judgment processes are a condition that the business type category included in the first data is a predetermined category, the capital amount included in the first data is greater than a predetermined capital amount, and the number of employees included in the first data is greater than a predetermined number of employees, a condition that the business type category included in the first data is a predetermined category, and at least one of the capital amount and the number of employees included in the first data is equal to or less than a predetermined value, and a condition that the business type category included in the first data is not a predetermined category. the first determination process, the second determination process, the third determination process, and the fourth determination process are performed in a predetermined order in which the fourth determination process is performed last; In the setting step, a risk weight is set corresponding to the judgment process that first matches the judgment condition in the order.

23. An information processing method comprising:

5. On the computer, an acquisition process for acquiring first data including data items required for calculating risk assets as data items related to a customer, and second data including data items required for calculating risk assets as data items related to claims against the customer; a setting process for setting a risk weight for the claim based on a plurality of predetermined judgment processes for setting a risk weight for the claim using the data items; a generation process for generating basis data including a data item indicating a judgment process in which the risk weight is set and a data item used for judging the risk weight in the judgment process in which the risk weight is set; A program for executing a determination condition in a first determination process among the plurality of determination processes is that an industry code included in the first data is a predetermined code; A judgment condition in a second judgment process among the plurality of judgment processes is a condition that, in the second data including the credit number included in the first data, an arbitrary code included in the second data is a predetermined code, and the credit balance included in the second data is equal to or less than the collateral valuation amount included in the second data, The judgment condition in the third judgment process among the plurality of judgment processes is that the credit balance included in the second data including the credit number included in the first data is equal to or less than the guarantee amount included in the second data, or that the collateral code and the item code included in the second data are predetermined codes; The judgment conditions in a fourth judgment process among the plurality of judgment processes are a condition that the business type category included in the first data is a predetermined category, the capital amount included in the first data is greater than a predetermined capital amount, and the number of employees included in the first data is greater than a predetermined number of employees, a condition that the business type category included in the first data is a predetermined category, and at least one of the capital amount and the number of employees included in the first data is equal to or less than a predetermined value, and a condition that the business type category included in the first data is not a predetermined category. the first determination process, the second determination process, the third determination process, and the fourth determination process are performed in a predetermined order in which the fourth determination process is performed last; In the setting process, a risk weight corresponding to the judgment process that first matches the judgment condition in the order is set. program.

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