Asset information matching support system

Abstract

To easily and quickly confirm the validity of calculation of rates of return and data therefor in collation work at an asset management company.SOLUTION: A support system for collation of asset information includes: a balance system data collation section 12 for collating balance system data in periodical operation report data 21 with balance system data in a trust report 31; and a rate of return calculation section 13 for calculating rates of return based on the periodical operation report data 21, and checking their validity. The rate of return calculation section 13 calculates a rate of return for each asset segment on the basis of the periodical operation report data 21, according to the formula of (aggregate market value on the day+settlement amount of selling) / (aggregate market value of the previous day+settlement amount of buying), and if a difference between a book value in the periodical operation report data 21 and a book value in the data of the trust report 31 is greater than a prescribed value, with regard to a reference currency of foreign assets, a notice is output to the effect that values of the rates of return may not be valid.SELECTED DRAWING: Figure 1

Description

[Technical Field]

[0001] The present invention relates to a financial asset management technology, and in particular to a technology that is effective when applied to an asset information matching support system that supports the matching of information related to customers' financial assets between an asset management company and an asset custody company. [Background technology]

[0002] Private corporate pension plans and other entities with large amounts of assets under management entrust the management of their assets to asset management companies. Meanwhile, the financial products and other assets held by the clients are kept in the custody of asset custodians such as trust banks. Then, at regular intervals, such as monthly, the asset management companies submit regular management report data to their clients, and the asset custodians submit trust reports.

[0003] As a technology related to ensuring the consistency of information submitted to customers regarding asset management details, for example, Japanese Patent Application Laid-Open No. 2005-216228 (Patent Document 1) describes a technology in which an asset custodian such as a trust bank checks the consistency of transaction data related to asset management disclosed to an asset management company based on consistency conditions, and issues a warning in the event of an inconsistency. This allows the asset custodian to disclose appropriate transaction data that meets the specified consistency conditions to customers and asset management companies. Furthermore, by issuing a warning about inconsistent transaction data, it is possible to easily identify which transaction data is inconsistent.

[0004] Furthermore, for example, Japanese Patent Application Laid-Open No. 2020-129362 (Patent Document 2) describes an asset information reconciliation support system that supports the management and implementation of reconciliation work at asset management companies, such as identifying target accounts in reconciliation work at asset management companies, managing reconciliation items, and managing reconciliation results that combine automatic reconciliation for possible items with manual reconciliation. This system describes a method for determining whether reconciliation results are valid for so-called accrued interest in addition to balance-related data such as book value, market capitalization, and remaining principal (whether the periodic management report data from asset management companies is valid). [Prior art documents] [Patent documents]

[0005] [Patent Document 1] Japanese Patent Application Laid-Open No. 2005-216228 [Patent Document 2] Japanese Patent Publication No. 2020-129362 Summary of the Invention [Problem to be solved by the invention]

[0006] According to conventional technology, particularly the technology described in Patent Document 2, when a difference is found in the comparison of balance-related data such as book value and market capitalization at an asset management company with the data of an asset custodian, the validity of the difference (or the validity of the data at the asset management company) can be determined based on the balance, which is a single value at a certain point in time, rather than determining the validity of the difference (or the validity of the data at the asset management company) by comparing it with a huge amount of accumulated transaction-related data.

[0007] On the other hand, the contents of the periodic investment reports from asset management companies to their clients include, for example, periodic reports on legal compliance as well as reports on investment performance, such as the rate of return. However, checking the appropriateness of this rate of return is extremely difficult in practice. Furthermore, there is a demand for simple and quick checks to be made in time for the periodic investment reports to be submitted to clients, such as monthly reports.

[0008] Therefore, the object of the present invention is to provide an asset information matching support system that enables simple and quick calculation of return rates and confirmation of the validity of the data required when matching the periodic management report data of an asset management company with the trust report of an asset custody company.

[0009] The above and other objects and novel features of the present invention will become apparent from the description of this specification and the accompanying drawings. [Means for solving the problem]

[0010] Among the inventions disclosed in this application, the outline of representative inventions will be briefly explained as follows.

[0011] An asset information reconciliation support system according to a representative embodiment of the present invention is an asset information reconciliation support system that supports the reconciliation work between periodic investment reports prepared by an asset management company regarding financial assets in client accounts and trust reports prepared by an asset custody company, and has the following features: That is, the asset information reconciliation support system has a balance data reconciliation unit that reconciles balance data in the periodic investment reports with balance data in the trust reports, and a return calculation unit that calculates a return based on data in the periodic investment reports and checks the validity of the return and / or the data used in its calculation.

[0012] Then, the return calculation unit calculates the return for each asset class based on the data of the periodic management report as follows: (Today's market capitalization + Sell settlement amount) / (Previous day's market capitalization + Buy settlement amount) and compares the difference between the book value or the book value and the realized profit / loss in the data of the periodic management report with the difference between the book value or the book value and the realized profit / loss in the data of the trust report for the base currency of the foreign assets, and outputs a message indicating that the value of the rate of return may not be valid if the difference between the two is greater than a predetermined value. [Effects of the Invention]

[0013] The effects obtained by the representative inventions disclosed in this application will be briefly explained as follows.

[0014] In other words, according to a representative embodiment of the present invention, when comparing the periodic management report data of an asset management company with the trust report of an asset custody company, it becomes possible to simply and quickly calculate the rate of return and confirm the validity of the data used for that purpose. [Brief explanation of the drawings]

[0015] [Figure 1] 1 is a diagram showing an overview of an example of the configuration of an asset information matching support system according to an embodiment of the present invention. [Figure 2] 10 is a flowchart outlining an example of the flow of a matching process according to an embodiment of the present invention. DETAILED DESCRIPTION OF THE INVENTION

[0016] Hereinafter, embodiments of the present invention will be described in detail with reference to the drawings. In all drawings used to explain the embodiments, the same parts are generally designated by the same reference numerals, and repeated explanations will be omitted. However, parts that have been designated and explained in one drawing may be referred to by the same reference numerals in the explanation of other drawings, although they will not be shown again.

[0017] <Summary> As mentioned above, the periodic investment reports from asset management companies to their clients include reports on the return on investment results. However, in practice, it is extremely difficult to check the validity of these returns.

[0018] The typical method for calculating returns uses asset balances (market capitalization) and cash flow (buy and sell movement data). Checking cash flow based on buy / sell transaction data is practically impossible, especially for large asset management companies, where the number of transactions is enormous, creating an excessive burden. Therefore, a simple method is to assume that cash flow is correct or reasonable if, for example, cash balances and accounts receivable and payable match or are deemed reasonable with the asset custody company's data.

[0019] If the asset management company's balance data is invalid, this can be detected by, for example, a matching process such as that described in the above-mentioned Patent Document 2, and as a result, it is possible to identify abnormal data or omissions by checking the data for individual stocks. Regarding cash flow, abnormal data can also be detected by checking balance data such as cash balances and accounts receivable and payable during matching with the fund custodian, and based on this, it is possible to narrow down and check transactions that result in cash movements and dividend settlement amounts.

[0020] However, even if the reconciliation results for both balance data and cash flow appear to be valid, the calculated rate of return may be such that, for example, managers, clients, or review document authors who later view the reported data feel something is off or question its validity. In such cases, the organization may find itself in a situation where it is not sure what to check. In many cases, anomalies are not noticed within the tight schedule of monthly reconciliation work, and are discovered later, which may result in an incident requiring the reporting to clients or periodic investment reports to be revised.

[0021] Therefore, in one embodiment of the present invention, the asset information matching support system makes it possible to estimate and detect abnormalities in the rate of return and the data used to calculate it through simpler and faster checks such as comparing book values, without tracking the cash flow itself among a huge amount of individual transaction data when calculating the rate of return.

[0022] <System configuration> 1 is a diagram showing an overview of an example of the configuration of an asset information matching support system according to one embodiment of the present invention. The asset information matching support system 1 is a server system that provides a service to an asset management company 2, which is an asset management company, to support the matching of a periodic investment report 17 (actually, periodic investment report data 21) with a trust report 31 submitted by a trust bank 3, which is an asset custodian.

[0023] The asset information matching support system 1 is configured, for example, with server equipment or a virtual server built on a cloud computing service, etc. Then, a central processing unit (CPU) (not shown) executes middleware such as an operating system (OS), a database management system (DBMS), and a web server program, which are deployed on memory from a storage device such as a hard disk drive (HDD), and software that runs on the OS, thereby realizing various functions related to the matching work, which will be described later.

[0024] As described above, in this embodiment, the asset information matching support system 1 is configured as an independent server system, but this is not limiting. For example, it may be configured as an information processing device such as a PC (Personal Computer), or may be configured as part of a back-office system used by the management company 2.

[0025] The asset information matching support system 1 has various units, such as a report input unit 11, a balance data matching unit 12, a rate of return calculation unit 13, and a matching status management unit 14, which are implemented as software. It also has various data stores, such as a report data (report recording unit) 15 and matching result data (matching result recording unit) 16, which are implemented as a database or file table.

[0026] The report input unit 11 has a function of accepting input of reports (report data) and reports to be subjected to the reconciliation work and recording them in the report data 15. In other words, it accepts input of data for periodic investment report data 21 that forms the basis of periodic investment report 17 prepared by the investment management company 2 regarding the financial assets in the customer's account, and trust report 31 prepared by the trust bank 3 and submitted to the investment management company 2, and records them in the report data 15.

[0027] There are no particular limitations on the method for inputting reports and reports. For example, a person in charge may access the report input unit 11 using an information processing terminal (not shown) and upload a report or report file, or a report or report file may be received from the asset management company 2 or the trust bank 3 via a network (not shown). There are also no particular limitations on the data format, and formats such as the data format of a spreadsheet software or CSV (Comma-Separated Values) can be handled as appropriate.

[0028] The balance data matching unit 12 has the function of matching the periodic investment report data 21 recorded in the report data 15 with the data in the trust report 31 based on a predetermined matching method, and recording the matching results in the matching result data 16. The matching process here targets balance data such as the book value and market capitalization of each issue, accrued interest, the principal balance of each account, cash balance, and accounts receivable and payable, which are included in the periodic investment report data 21 and the trust report 31. In this embodiment, the matching process here checks whether the above-mentioned balance data in the periodic investment report data 21 is correct or appropriate, and this is assumed to be the case.

[0029] The method for checking the validity of balance-related data is not particularly limited, and various methods such as manual checking can be used, but in this embodiment, the validity of balance-related data is checked by performing a matching process such as that described in the above-mentioned Patent Document 2. The details of the matching process described in Patent Document 2 will not be explained again here.

[0030] The rate of return calculation unit 13 calculates the rate of return, which is the investment performance, using a method described below based on the contents of the periodic investment report data 21 (actually, balance data whose validity is estimated by a matching process by the balance data matching unit 12), and has the function of checking whether the data used to calculate the rate of return is correct or valid in order to determine whether the rate of return is correct or valid. If the periodic investment report data 21 from the investment company 2 already includes the rate of return, it may be recalculated as necessary, except when the calculation method matches the method described below.

[0031] The reconciliation status management unit 14 has a function to manage the reconciliation and check status for each account based on the reconciliation results recorded in the reconciliation result data 16. The reconciliation status management unit 14 also has a function to reflect the reconciliation results as necessary in the periodic management report data 21, perform predetermined editing and processing, etc., and output the data as a periodic management report 17 in a predetermined format. In managing the reconciliation status, for example, a table (checklist) listing the reconciliation and check status for each account is output as a spreadsheet file or as a screen displayed on a web browser so that the person in charge can check the contents.

[0032] <Checking the validity of the rate of return (Method 1)> Regarding the rate of return, the so-called time-weighted rate of return is generally used to evaluate the management ability of the management company 2, eliminating the influence of cash flows during the management period that cannot be controlled by the will of the management company 2. There are two methods for calculating this rate of return: the strict method (daily strict method) and the simplified method (modified Dietz method, etc.), and as mentioned above, the daily strict method uses the balance (market capitalization) and cash flow (moving data) to calculate the rate of return. In other words, the general formula for calculating the rate of return in the daily strict method is to calculate the rate of return on a daily basis from the perspective of how the state of the day compares to the state of the previous day, as follows: Current day's market capitalization / (Previous day's market capitalization + Cash flow) = Market capitalization of the day / {Previous day market capitalization + (Buy settlement amount - Sell settlement amount)} ... Formula (1) This is expressed as, and by calculating it daily and multiplying it by the number of days, the monthly rate of return is obtained.

[0033] It is known that when cash flow is incorporated into the denominator, as in equation (1), large cash flow can cause distortions and result in an inaccurate representation of the actual situation. For example, if the settlement amounts for both buys and sells are 1, the cash flow is 1 - 1 = zero, which means that the formula has no effect on the rate of return. Similarly, if the settlement amounts for both buys and sells are 100, the cash flow is 100 - 100 = zero, which means that the formula has no effect on the rate of return. In this way, when cash flow is incorporated into the denominator, the impact of the size of the transaction is not properly reflected, and the calculated rate of return may deviate from the actual situation.

[0034] Therefore, in this embodiment, the formula for calculating the rate of return is as follows: (Today's market capitalization + Settlement amount of selling) / (Previous day's market capitalization + Settlement amount of buying)...Equation (2) The cash flow is divided into the numerator and denominator by the settlement amount of purchases and the settlement amount of sales, as follows: This allows the impact of the size of the settlement amount of purchases / sales to be appropriately reflected in the rate of return, even if the cash flow is zero or small, and a value that does not deviate from the actual situation can be obtained.

[0035] In the case of formula (2) above, the buy / sell settlement amounts are important, so it is necessary to confirm and estimate that these values are correct or reasonable. To do this, ideally all transaction data would be cross-checked between asset management company 2 and trust bank 3, but for large-scale companies, the number of transactions would be enormous, and processing this as part of the monthly asset management report would be unrealistic due to factors such as the system load and processing time. In practice, the key is how quickly and appropriately the estimates can be made.

[0036] In reality, there are almost no problems with the rate of return when trading in Japanese yen (Japanese stocks, yen-denominated bonds, etc.), and problems often arise when trading foreign assets. This is thought to be because it is more complicated and difficult to obtain data on the market value, accrued interest, unearned dividends, etc. of foreign assets compared to domestic assets, and because the rate of return is calculated after foreign assets are calculated in foreign currency and then recalculated into a base currency (customer currency) such as yen. In other words, the settlement amount included in the above formula (2) is, in a yen-based account, (Buy / Sell) Settlement Amount (Japanese Yen) = Settlement Amount (Foreign Currency) x Exchange Rate In reality, there are many cases where the exchange rate is not obtained correctly, such as when there is an error in the obtained exchange rate or the exchange rate has not been obtained at all, and as a result, the settlement amount in yen is incorrect.

[0037] On the other hand, regarding the settlement amount in yen, Purchase settlement amount (in yen) = Book value of purchased securities in yen Book value of securities after sale = Book value of securities before sale - Debit book value at time of sale Therefore, the validity can be checked by checking the book value with the trust report 31 by the balance data checking unit 12. Note that the settlement amount of a sell is always preceded by a buy, and if the exchange rate could not be obtained correctly at that time, this should have been detected and dealt with. In addition, in the case of a total sell, a realized profit / loss will result, and as described in the above-mentioned Patent Document 2, the validity of this can be checked by comparing the difference between the book value and the realized profit / loss with the trust report 31.

[0038] In this manner, in this embodiment, the book value of a foreign asset in its base currency (customer currency, Japanese yen domestically) and the difference between the book value and realized gains / losses are compared with the data in the trust report 31 to indirectly check the appropriateness of the settlement amount for purchases / sales. In other words, if the difference between the book values by currency significantly increases, it can be determined that the appropriateness of the cash flow is questionable (possibly inappropriate). Specifically, for example, using the value of the difference in book value at a certain point in time as a reference, if the difference increases beyond a level that would affect the cash flow (e.g., 10%) from the following month onward, it is determined that the cash flow is questionable. It may also be determined that there is a doubt if the value of the difference itself exceeds a predetermined threshold.

[0039] In this way, it is possible to detect doubts about the validity of cash flows by checking book values, without tracking the cash flows themselves using vast amounts of data on individual transactions, and as a result, it is possible to check the validity of the rate of return calculated using the above formula (2).

[0040] <Checking the validity of the rate of return (Method 2)> As mentioned above, there are two common methods for calculating time-weighted rates of return: the strict method (daily strict method) and the simplified method (modified Dietz method, etc.), but it is difficult to determine whether the rate of return is reasonable by looking at the calculation results from only one of these methods. In this embodiment, in addition to Method 1 described above, the rates of return calculated using both the strict method and the simplified method are compared to check whether the rate of return is abnormal (whether there are any abnormalities in the cash flow). Usually, the calculation results from both methods are nearly identical, but there may be cases where differences occur.

[0041] The modified Dietz method, which is primarily used as a simplified method, simply calculates the monthly rate of return from market capitalization at the end of each month and monthly cash flow data, but it is known that a large amount of cash flow can cause "distortions" in the calculation results. On the other hand, as mentioned above, in the daily strict method, a general calculation formula such as the above formula (1) can cause "distortions" when the amount of cash flow is large, but the calculation formula used in this embodiment, the above formula (2), can correct the "distortions."

[0042] Therefore, if the difference between the rate of return calculated using the daily strict method modified by Equation (2) and the rate of return calculated using the modified Dietz method is greater than a certain level, we first determine that there may be an abnormality in the cash flows. Secondarily, we then determine whether this difference is due to the abnormality in the cash flows themselves or to a "distortion" in the rate of return calculated using the modified Dietz method caused by the impact of the cash flows. In other words, if the investment content includes a "specified event" that generates cash flows of a magnitude that could cause a "distortion" in the rate of return calculated using the modified Dietz method, we determine that there is no problem because the difference is not due to an abnormality in the cash flows themselves but rather to a "distortion" in the rate of return calculated using the modified Dietz method.

[0043] The inventor has been able to grasp the above "prescribed events" as patterns to a certain extent based on his accumulated practical experience, and is able to systematically determine whether or not each pattern applies. For example, even if there is a difference between the return rate based on the daily strict method and the return rate based on the modified Dietz method for domestic stock assets, he has empirically determined that there is no problem if the difference between the return rate based on the daily strict method and the return rate based on the modified Dietz method for the entire portfolio, including other assets such as bonds and foreign assets, is about the same as the difference for domestic stocks.

[0044] Furthermore, even if the difference between domestic stocks and the difference for the entire portfolio is not the same, if there is a discrepancy, and there is principal deposits and withdrawals, large purchases and sales by asset type, off-balance sheet transactions, etc., we have empirically proven that the discrepancy is simply due to the rate of return calculated using the modified Dietz method being distorted by the impact of cash flow, and is not a problem. On the other hand, if there are no such transactions, it can be inferred that there is an abnormality in the cash flow, such as the inclusion of abnormal data, or partial disconnection or missing data.

[0045] <Calculating the rate of return on bond trading> In the asset information reconciliation work, reconciliation processing is usually performed based on the periodic investment report data 21 and the trust report 31 data related to transactions up to the end of the month, and the periodic investment report 17 is submitted to the client's asset management company 2 at the beginning of the month, but if the rate of return cannot be determined in time, it becomes necessary to revise the periodic investment report 17 after it has been submitted, or to recalculate and replace the rate of return. In calculating the rate of return, apart from evaluating its validity, in practice there is a demand to calculate the rate of return by the end of the monthly reconciliation work, and to avoid revisions or replacements after the periodic investment report 17 has been submitted. This demand is particularly strong when calculating the rate of return on bond transactions.

[0046] The settlement amount (cash flow) is also required to calculate the rate of return on bond transactions. The settlement amount for buying and selling bonds is: Settlement amount = Contract amount + Accrued interest The validity of the accrued interest can be checked by a matching process such as that described in the above-mentioned Patent Document 2. The validity of the settlement amount (contract amount) excluding the accrued interest can be checked by comparing the book value with the trust report 31, as shown in the above-mentioned Method 1.

[0047] Here, there are roughly two ways of thinking about the cash flow of accrued interest. That is, the contract amount is determined on the date of the trade agreement, while accrued interest is calculated as interest up to the subsequent settlement date, so it is incorrect to consider the same amount as the interest received on the contract date as the cash flow of accrued interest. Another way of thinking is that since the settlement amount remains unchanged, it is possible to generate a cash flow of accrued interest on the contract date.

[0048] In practice, the latter approach is generally adopted due to the simplicity of processing, but even if a cash flow of accrued interest is generated on the settlement date, there are frequent cases where it is corrected to the settlement date, or where the movement of prepaid accrued interest is not confirmed until the settlement date. In such cases, for example, if the settlement date is at the end of the month and the settlement date is the following month, which spans two months, the correction of accrued interest cannot be made in time for the reconciliation work at the beginning of the month, and corrections must be made after the preparation of the periodic investment report 17, which may result in the need to revise the periodic investment report 17 or recalculate the rate of return.

[0049] Therefore, in this embodiment, the former approach is adopted, and the cash flow of the contract amount is generated on the contract date, while the cash flow of the accrued interest is generated on the settlement date, and the settlement amount is calculated based on the contract amount and accrued interest calculated at that time in the matching operation at the beginning of the month to obtain the rate of return. In other words, if the settlement date falls across months, the accrued interest generated here will not be subject to the matching process for that month, but will be postponed to the matching process for the following month.

[0050] As a result, even if the period between the contract date and the settlement date crosses a month, it becomes possible to calculate the rate of return in the reconciliation process at the beginning of the month and submit the periodic investment report 17 without later corrections or replacements. Note that in this embodiment, regardless of whether the settlement date crosses a month, the cash flow of the contract amount is generated on the contract date, and the cash flow of the accrued interest is generated on the settlement date and separated, but the present invention is not limited to such processing. For example, it is also possible to separate the dates of generation of the cash flows of the contract amount and accrued interest only when the settlement date crosses a month.

[0051] <Processing flow> 2 is a flowchart outlining an example of the flow of the matching process in this embodiment. First, the periodic investment report data 21 and the trust report 31 created by the investment management company 2 and the trust bank 3, respectively, are input at a predetermined time such as monthly (S01). Then, triggered by the input of both the periodic investment report data 21 and the trust report 31, or on the condition that both data have been input, the balance data matching unit 12 checks the validity of the balance data, for example, by performing a matching process such as that described in the above-mentioned Patent Document 2 (S02).

[0052] Thereafter, based on the periodic investment report data 21 from the investment management company 2, the return calculation unit 13 calculates the return for each asset class (e.g., domestic bonds, domestic CBs (convertible bonds), domestic stocks, foreign bonds, foreign stocks, short-term funds, and the entire portfolio of these) using two methods: the strict method and the simplified method. That is, the return (referred to as "return A" in the figure) is calculated using the daily strict method as the strict method (S03), and the return (referred to as "return B" in the figure) is calculated using the modified Dietz method as the simplified method (S04). Note that return A is calculated using the above-mentioned formula (2) to eliminate "distortions" in the cash flow and take the impact of the cash flow into account. If these returns have already been calculated in the periodic investment report data 21, they can be used.

[0053] Thereafter, to check the validity of the calculated rate of return (rate of return A in this embodiment) using the above-described method 1, the contents of the periodic investment report data 21 are compared with the data in the trust report 31 for the book value in the base currency (customer currency, Japanese yen domestically) to obtain the difference (S05). It is then determined whether the difference is greater than a predetermined value (S06). The predetermined value here may be, for example, an absolute value such as a predetermined threshold, or a relative value such as a value obtained by increasing the difference once determined to be valid by a certain percentage (e.g., 10%). If it is determined that the difference in the book value in the base currency is greater than the predetermined value (Yes in step S06), it is determined that there is a doubt about the cash flow, and a notification or output to that effect is issued (S07).

[0054] After that (including when it is determined in step S06 that the difference in book value is equal to or less than the predetermined value), the difference between the rate of return A and the rate of return B is obtained (S08) and it is determined whether or not the difference is greater than a predetermined value (S09) in order to check the validity of the rate of return A using the above-mentioned method 2. The predetermined value here may be, for example, an absolute value such as a predetermined threshold value.

[0055] If it is determined that the difference is greater than a predetermined value (Yes in step S09), it is determined whether the operation details match any of the predetermined patterns (S10) to determine whether this difference is due to the abnormality in the cash flow itself or to a "distortion" caused by the influence of the cash flow on the rate of return B calculated by the modified Dietz method.

[0056] As described above, the predetermined patterns here are, for example, a pattern in which the difference for domestic stocks and the difference for the entire portfolio are similar, or a pattern in which the differences are not similar but there is a divergence, and there is a deposit or withdrawal of principal, a large purchase or sale by asset, or an off-balance sheet transaction, etc., and these are events that are empirically established in advance to show that the divergence is simply due to the rate of return B calculated by the modified Dietz method being distorted by the influence of cash flow and that there is no problem.

[0057] If it is determined that the operational details do not match any of the predetermined patterns (No in step S10), it is determined that there is a doubt about the cash flow, and a notification or output to that effect is made (S11). At this time, by accumulating patterns of what events are causing the doubtful details and what data should be investigated, it is possible to speed up the correction work.

[0058] Thereafter (including when it is determined in step S09 that the difference between rate of return A and rate of return B is equal to or less than a predetermined value, and when it is determined in step S10 that the contents of the management match a predetermined pattern), the matching status management unit 14 outputs a regular management report 17 in a predetermined format based on the contents of the regular management report data 21 and the matching result data 16 (S12), and the processing ends.

[0059] The above-mentioned processing flow is an example, and the processing order may be reversed or may be performed in parallel as long as the processing is equivalent overall. Also, in the above-mentioned processing flow, the validity of the rate of return is checked by double-checking using both Method 1 (checking cash flow by comparing book values) and Method 2 (comparison of rate of return calculated by the strict method and the simplified method), but it is also possible to perform only one of them.

[0060] As described above, the asset information matching support system 1, which is one embodiment of the present invention, makes it possible to calculate the rate of return taking into account the impact of cash flow and check its validity simply and quickly in the process of matching the periodic investment report data 21 from the asset management company 2 with the trust report 31 from the trust bank 3. Furthermore, in the calculation of the rate of return on bond transactions, it is possible to eliminate the burdensome work of reflecting and correcting the data after monthly matching processing, thereby making it possible to calculate the rate of return simply and quickly.

[0061] The invention made by the inventor has been specifically described above based on the embodiments, but it goes without saying that the present invention is not limited to the above embodiments and can be modified in various ways without departing from the spirit of the invention. Furthermore, the above embodiments have been described in detail to clearly explain the present invention, and the present invention is not necessarily limited to those having all of the described configurations. Furthermore, it is possible to add, delete, or replace part of the configuration of the above embodiments with other configurations.

[0062] Furthermore, the above-described configurations, functions, processing units, processing means, etc. may be partially or entirely implemented in hardware, for example, by designing them as integrated circuits. The above-described configurations, functions, etc. may also be implemented in software, with a processor interpreting and executing a program that implements each function. Information such as the programs, tables, and files that implement each function can be stored in a storage device such as a memory, a hard disk, or an SSD (Solid State Drive), or in a storage medium such as an IC card, SD card, or DVD.

[0063] In addition, in the above figures, the control lines and information lines shown are those that are considered necessary for explanation, and do not necessarily show all the control lines and information lines that are actually implemented. In reality, it can be assumed that almost all components are interconnected. [Industrial Applicability]

[0064] The present invention can be used in an asset information matching support system that supports the matching of information relating to customers' financial assets between an asset management company and an asset custody company. [Explanation of symbols]

[0065] 1...Asset information matching support system, 2...Management company, 3...Trust bank, 11...Report input section, 12...Balance data matching section, 13...Profitability calculation section, 14...Matching status management section, 15...Report data, 16...Matching result data, 17...Periodic investment report, 21...Regular operation report data, 31...Trust Report

Claims

1. An asset information matching support system that supports a matching operation between a periodic management report prepared by an asset management company regarding financial assets in a customer's account and a trust report prepared by an asset custody company, a balance data collating unit that collates the balance data in the periodic investment report with the balance data in the trust report; a return calculation unit that calculates a return based on the data in the periodic investment report and checks the validity of the return and / or the data used in the calculation, The profitability calculation unit Based on the data of the periodic management report, the rate of return is calculated for each asset class. (Today's market capitalization + Settlement amount of selling) / (Previous day's market capitalization + Settlement amount of buying) and compares, for the base currency of the foreign assets, the difference between the book value or the book value and the realized profit or loss in the data of the periodic management report with the difference between the book value or the book value and the realized profit or loss in the data of the trust report, and if the difference between the two is greater than a predetermined value, outputs a message indicating that the value of the rate of return may not be valid.

2. 2. The asset information matching support system according to claim 1, The predetermined value is a value obtained by increasing the difference value by a certain percentage when the value of the rate of return was previously determined to be appropriate.

3. An asset information matching support system that supports a matching operation between a periodic management report prepared by an asset management company regarding financial assets in a customer's account and a trust report prepared by an asset custody company, a balance data collating unit that collates the balance data in the periodic investment report with the balance data in the trust report; a return calculation unit that calculates a first return based on data in the periodic investment report and checks the validity of the first return and / or the data used in the calculation, The profitability calculation unit The first rate of return is calculated for each asset class based on the data in the periodic investment report. (Today's market capitalization + Settlement amount of selling) / (Previous day's market capitalization + Settlement amount of buying) and calculates a second rate of return by the modified Dietz method, and if the difference between the first rate of return and the second rate of return is greater than a predetermined value and the content of the data in the investment report does not match any of predetermined patterns, outputs a message indicating that the value of the rate of return may not be valid.

4. An asset information matching support system that supports a matching operation between a periodic management report prepared by an asset management company regarding financial assets in a customer's account and a trust report prepared by an asset custody company, a balance data collating unit that collates the balance data in the periodic investment report with the balance data in the trust report; a return calculation unit that calculates a return based on the data in the periodic investment report, The profitability calculation unit Based on the data in the periodic investment report, the rate of return for bond transactions is calculated as follows: (Today's market capitalization + Settlement amount of selling) / (Previous day's market capitalization + Settlement amount of buying) and in so doing, for the settlement amount calculated as the sum of the contract amount and the accrued interest, the cash flow of the contract amount is deemed to have occurred on the contract date, and the cash flow of the accrued interest is deemed to have occurred on the delivery date, and if the contract date and the delivery date straddle a different month, the cash flow of the accrued interest is postponed to the calculation of the settlement amount for the following month, and with regard to the accrued interest, the system compares the difference between the accrued interest in the data of the periodic investment report and the accrued interest in the data of the trust report, and with regard to the contract amount, compares the difference between the book value in the data of the periodic investment report and the book value in the data of the trust report, and if the difference between the comparison of at least one of the accrued interest and the contract amount is greater than a predetermined value, outputs a message indicating that the value of the rate of return may not be appropriate.

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