Financial product proposal device and financial product proposal method

Abstract

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

Description

[Technical Field]

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

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

[0003] Weather derivatives have been proposed as financial instruments that allow companies to hedge against the risks arising from such climate change. Weather derivatives are financial instruments that hedge (reduce) losses (revenue reductions or increased expenses) that may arise from abnormal or unseasonable weather.

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

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

[0006] [Patent Document 1] Japanese Patent Application Laid-Open No. 2006-134116 [Patent Document 2] Japanese Patent Application Laid-Open No. 2004-252569 Summary of the Invention [Problem to be solved by the invention]

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[0023] The weather derivative product DB 300 is data that stores details of multiple weather derivative products. For example, the weather derivative product DB 300 includes information on payment amounts according to predetermined thresholds (deductible values) of weather parameters at predetermined locations (product target locations).

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

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

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

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

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

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

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

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

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

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

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

[0035] The expected price may be a price determined by the company selling the weather derivative product, or may be automatically calculated using weather data etc. in accordance with a predetermined algorithm (pricing means), or may be based on both. Pricing means are disclosed, for example, in Japanese Patent Application Laid-Open Nos. 2002-288437 and 2003-122918.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[0052] The method of identifying the observation point described here is an example. For example, instead of identifying the observation point closest to the energy measurement point, the weather risk calculation unit 112 may identify the observation point corresponding to the energy measurement point by referring to a predetermined database that associates energy measurement points with observation points.

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

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

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

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

[0057] The energy management system 30 may perform the same process as step s204 in advance. The energy management system 30 may also manage, for example, data on fluctuations in power usage linked to weather and data on fluctuations in power usage not linked to weather separately.

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

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

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

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

[0062] Also displayed on the display screen 800 are a list of ranges 805 (classes) of the weather parameter values ​​and an average value 806 of the energy usage amount within each range. Also displayed on the display screen 800 are information 807 about the calculated change points.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

[0078] (Weather Derivative Prescription) 11 is a diagram showing an example of the display screen of weather derivative prescription 500. This display screen 1000 displays a selected weather derivative information display field 1010 that displays information about the selected weather derivative, and a reference data display field 1020.

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

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

[0081] Specifically, the reference data display field 1020 displays the following information for each reference period 1021, energy usage for that reference period 1022, energy-related expenses for that reference period (energy charges 1023), estimated prices 1024, weather parameter values ​​for that reference period (index values ​​1025), amount received for that reference period 1026, and hedged energy-related expenses 1027.

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

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

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

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

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

[0087] This allows for proper assessment of the risk of weather derivatives based on the correlation between weather parameters and energy usage.

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

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

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

[0091] In this way, by outputting the total balance when the selected weather derivative is purchased, the user can make a comprehensive judgment as to whether purchasing the selected weather derivative is economically appropriate.

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

[0093] In this way, by identifying weather derivatives that meet predetermined criteria based on the change points of weather parameters relative to energy usage, it is possible to identify the optimal weather derivatives according to the characteristics of the weather derivative products.

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

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

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

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

[0098] The present invention is not limited to the above-described embodiments, and can be implemented using any components within the scope of the present invention. The above-described embodiments and modifications are merely examples, and the present invention is not limited to these contents as long as the characteristics of the invention are not impaired. Furthermore, although various embodiments and modifications have been described above, the present invention is not limited to these contents. Other aspects conceivable within the scope of the technical idea of ​​the present invention are also included within the scope of the present invention.

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

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

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

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

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

[0104] 30 Energy Management System, 40 Financial Product Proposal Device, 400 Weather Risk Visualization Report, 500 Weather Derivative Prescription

Claims

1. a storage device that stores information on a plurality of financial products for which payout amounts are set according to predetermined conditions set with respect to the value of a weather index; and a data acquisition process for acquiring information on energy usage; a weather risk calculation process for identifying a correlation between the value of the weather index and the acquired energy usage; a product identification process for identifying financial products that satisfy predetermined criteria from the plurality of financial products based on the information on the financial products, the identified correlations, and the predetermined conditions; an information presentation process for outputting information about the identified financial product; a control device that executes the the control device, in the information presentation process, predicts a payment amount in the case of purchasing the specified financial product based on past values ​​of the weather index, and outputs information on the predicted payment amount; In the product identification process, the financial product proposal device acquires information on the purchase amount of each financial product and information on costs related to energy usage, predicts the total balance amount for purchasing the identified financial product based on the acquired purchase amount information, cost information, and information on the predicted payment amount, and outputs information on the predicted total balance amount.

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

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

4. The control device outputs information on the specified value or range in the weather risk calculation process. The financial product proposal device according to claim 3.

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

6. A method for proposing financial products using an information processing device including a control device and a storage device that stores information on a plurality of financial products for which payment amounts are set according to predetermined conditions set with respect to the value of a weather index, comprising: The control device a data acquisition process for acquiring information on energy usage; a weather risk calculation process for identifying a correlation between the value of the weather index and the acquired energy usage; a product identification process for identifying financial products that satisfy predetermined criteria from the plurality of financial products based on the information on the financial products, the identified correlations, and the predetermined conditions; an information presentation process for outputting information about the identified financial product; Run In the information presentation process, a payment amount in the case of purchasing the specified financial product is predicted based on past values ​​of the weather index, and information on the predicted payment amount is output; A financial product proposal method in which, in the product identification process, information on the purchase amount of each financial product and information on costs related to energy usage are obtained, and based on the obtained purchase amount information, cost information, and information on the predicted payment amount, the total balance amount related to the purchase of the identified financial product is predicted, and information on the predicted total balance amount is output.

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