JP7191522B2 - FOREX TRANSACTION CONTROL DEVICE, FOREX TRANSACTION CONTROL METHOD AND PROGRAM - Google Patents

Description

The present invention relates to a foreign exchange transaction control device, a foreign exchange transaction control method, and a program. More specifically, the present invention provides a foreign exchange transaction control apparatus for controlling cover transaction processing executed in response to a foreign exchange transaction request from a customer and executing foreign exchange transactions based on the foreign exchange transaction request. It relates to a control method and a program.

Conventionally, examples of foreign exchange operations include outward remittances (foreign remittances), foreign currency deposit transfers (for example, transfers between yen deposits and US dollar deposits), and forward exchange contracts (foreign exchange transactions based on the exchange rate for a certain time or period in the future). sales contract), etc. There are two types of transactions in the foreign exchange business: spot transactions (transactions in which the transaction currency is delivered two business days after the execution date) and futures transactions (transactions in which the transaction currency is delivered on a date more than two business days after the execution date). transactions).

Conventional spot trading uses either the official market rate or the prevailing market rate based on predetermined conditions. For example, the public market rate is used for small transactions, and the prevailing market rate is used for large transactions. (Non-Patent Document 1, page 241). The official market rate, also known as the official rate, middle rate, or TTM (Telegraphic Transfer Middle rate), is the standard rate for bank-to-customer transactions. It doesn't change during the day. The prevailing market price, also called prevailing rate, is the price of exchange actually traded in the market. As the market rate (actual rate), based on the date of the request, the exchange rate for the same day (ON: Over Night), the next day (TN: Tomorrow Next) exchange rate, and the next day (SPOT) exchange rate Used.

Financial institutions that conduct foreign exchange transactions with customers conduct market transactions that are the opposite of transactions concluded between banks and customers in order to avoid exchange fluctuation risks (Non-Patent Document 1, pp. 248-249). . An exchange transaction that offsets a position generated in an exchange transaction concluded between a bank and a customer is also called a "cover transaction" (Patent Document 1, paragraph 33).

Japanese Patent Application Laid-Open No. 2017-107295 (Patent No. 5918433)

Masaru Muro, "Introduction to Three Major Banking Businesses for System Engineers Using Illustrations", 2nd Edition, Kinzai Institute for Financial Affairs, May 13, 2014

In foreign exchange transactions such as spot transactions and forward exchange transactions, financial institutions conduct cover transactions as related transactions to customer transactions. In conventional systems, customer-to-customer transactions and cover transactions were basically conducted in real time. From the perspective of rate transparency, it was important to use the exchange rate for the same day (ON) at the time of settlement as the prevailing market rate (actual rate). ), it is desirable to adopt the same-day (ON) exchange rate even for cover transactions.

However, financial institutions had the following requests in order to make their cash management more flexible.
(1) I would like to make a cover transaction at the timing when a certain amount of transactions with customers accumulate, instead of performing a cover transaction every time there is a transaction with a customer.
(2) I want to cover transactions only when the transactions between customers cannot be offset within my bank.
(3) I would like to use different rate types (ON/TN/SPOT) for cover transactions depending on the currency pair (for example, Japanese yen and US dollar pair).

The present invention has been made to solve such problems. It is an object of the present invention to provide a foreign exchange transaction control device, a foreign exchange transaction control method, and a program that make it possible to use the rate type specified based on the option according to the conditions of (1) for the cover transaction. In addition, the present invention enables execution of one or more cover transactions at any timing, and enables execution of cover transactions only when cover transactions between multiple customers cannot be offset within the financial institution. An object of the present invention is to provide a foreign exchange transaction control device, a foreign exchange transaction control method, and a program.

A foreign exchange transaction control device, which is one aspect of the present invention, is means for receiving a transaction request including transaction-related information, the transaction-related information being selected from among a financial institution identifier, a customer identifier, currency information, and a transaction amount. means for receiving a plurality of rate information; and, based on one or more information included in the transaction-related information, a first rate information for a cover trade from among the plurality of rate information. means for selecting the rate information of the

Another aspect of the present invention is a foreign exchange transaction control method performed by a foreign exchange transaction control device, comprising receiving a transaction request including transaction-related information, the transaction-related information being a financial institution identifier, a customer identifier , currency information, and a transaction amount; receiving a plurality of rate information; and based on one or more information included in the transaction-related information, the plurality of rate information. and selecting the first rate information for the cover trade from among the.

According to the present invention, in foreign exchange transactions, even if a transaction with a customer uses a same-day (ON) exchange rate, the rate type applied to the cover transaction is an exchange rate other than the same-day (ON) exchange rate ( TN or SPOT) can be adopted. Moreover, according to the present invention, a cover transaction can be performed at the timing when a certain amount of transactions with customers accumulate, instead of performing a cover transaction every time there is a transaction with a customer. Further, according to the present invention, cover transactions can be carried out only when the cover transactions between a plurality of customers cannot be offset within the financial institution. Furthermore, according to the present invention, it becomes possible to use different rate types (ON/TN/SPOT) for cover transactions depending on the currency pair.

A detailed understanding of the embodiments disclosed herein can be obtained from the following description, taken in conjunction with the accompanying drawings.
1 is a configuration diagram of an entire system including a foreign exchange transaction control device according to the present invention; FIG. 1 is a system configuration diagram of a foreign exchange transaction control device according to the present invention; FIG. It is a figure explaining an example of the data structure of customer master. It is a figure explaining an example of the data structure of a financial institution master. It is a figure explaining an example of the file structure of a currency balance. It is a figure explaining an example of the file structure of a customer transaction. It is a figure explaining an example of the file structure of a cover transaction. It is a figure explaining the foreign exchange transaction control process performed by the foreign exchange transaction control apparatus which concerns on this invention. It is a figure explaining the exchange rate determination processing of a cover transaction performed by the foreign exchange transaction control apparatus which concerns on this invention. FIG. 10 is a diagram illustrating the concept of determining which one of same-day (ON), next-day (TN), and two-day (SPOT) should be selected as a rate type; It is a figure which illustrates the concept of determining whether to present a transaction rate to a customer terminal.

(overall structure)
FIG. 1 is a configuration diagram of an entire system including a foreign exchange transaction control device 100 according to the present invention. The foreign exchange transaction control device 100 is a device that provides various functions related to foreign exchange business, and may be a device that is used as an ASP server that provides an ASP service that can be shared by a plurality of financial institutions. Alternatively, it may be a device used as a server installed and operated by each financial institution. When the foreign exchange transaction control device 100 is used as an ASP server, it mutually communicates with the systems of one or more financial institutions that use ASP services, and various information (for example, each customer's credit information, etc.) can be obtained. When the foreign exchange transaction control device 100 is installed and operated in each financial institution, the foreign exchange transaction control device 100 can communicate with the host system of the financial institution and acquire various information.

The foreign exchange transaction control device 100 is connected to one or a plurality of customer terminals 110 via an existing network such as a dedicated line so as to be able to communicate with each other. The customer terminal 110 is a terminal used by a customer who desires foreign exchange transactions as exemplified in this specification. can be done. The customer terminal 110 can have an application program such as a web browser for viewing the web page of the foreign exchange transaction screen received from the foreign exchange transaction control device 100 . The customer terminal 110 transmits a transaction request to the foreign exchange transaction control device 100 via the foreign exchange transaction screen web page, and sends transaction information including the transaction rate or information indicating that the transaction is impossible to the foreign exchange transaction control device. 100 can be received. If the transaction information, including the transaction rate, is accepted by the customer, the customer terminal 110 can send a transaction execution request to the foreign exchange transaction control device 100 . When information indicating that the transaction is impossible is received from the foreign exchange transaction control device 100, the customer terminal 110 can send the transaction request to the foreign exchange transaction control device 100 again.

Foreign exchange transaction control device 100 is connected to exchange information distribution device 120 and other bank system 130 via an existing network such as a dedicated line so as to be able to communicate with each other. The exchange information distribution device 120 is a device used by a rate vendor that distributes exchange rates, and periodically distributes the prevailing market rate (actual rate) to the foreign exchange transaction control device 100 and other bank systems 130. is. In the prevailing market rate, there are same-day (ON) exchange rates, next-day (TN) exchange rates, and two-day (SPOT) exchange rates. The other bank system 130 is a system that allows interbank exchange transactions, and is a system that is used by a financial institution different from the financial institution that uses the foreign exchange transaction control device 100 .

The foreign exchange transaction control device 100 can communicate a foreign exchange transaction screen in response to an operation from the customer terminal 110 . In response to receiving a transaction request from the customer terminal 110, the foreign exchange transaction control device 100 receives a transaction rate (that is, exchange rate + profit margin) can be presented to the customer terminal 110 . If a predetermined condition is satisfied, the foreign exchange transaction control apparatus 100 may not present the transaction rate to the customer terminal 110 and may transmit information indicating that the transaction is not possible to the customer terminal 110 . The foreign exchange transaction control device 100 can execute the requested foreign exchange transaction in response to receiving the transaction execution request from the customer terminal 110 .

In addition, the foreign exchange transaction control device 100 determines the content of the cover transaction for reducing the exchange risk related to the transaction rate presented to the customer, and responds to the execution of the foreign exchange transaction based on the transaction execution request. Transaction-based exchange transactions can be executed. When determining the content of the cover transaction, the foreign exchange transaction control device 100 selects the same-day (ON) exchange rate, the next-day (TN) exchange rate, and the two-day (SPOT) exchange rate for the cover transaction. exchange rate can be selected. When executing exchange transactions based on the determined cover transactions, the foreign exchange transaction control device 100 may sequentially execute each of the determined cover transactions, offset a plurality of determined cover transactions, and Unspent cover trades may be executed, or the determined cover trades may not be executed at all.

For convenience of explanation, only one customer terminal 110 and one other bank system 130 are shown in FIG. 1, but a plurality of customer terminals 110 and other bank systems 130 may exist. In this specification, the foreign exchange transaction control device 100 is described as a device in one housing, but the various processes executed by the foreign exchange transaction control device 100 are configured to be distributed and executed in a plurality of housings. good too.

(System configuration)
FIG. 2 is a system configuration diagram of the foreign exchange transaction control device 100 according to the present invention. As shown in FIG. 2, the foreign exchange transaction control apparatus 100 includes a control section 201, a main storage section 202, an auxiliary storage section 203, an interface (IF) section, and the like, which are interconnected by a bus 220 or the like, like a general computer. 204 and output 205 may be provided. In addition, the foreign exchange transaction control device 100 can have a customer master 206, a financial institution master 207, a currency balance 208, a customer transaction 209, and a cover transaction 210 in the form of files/databases.

The control unit 201, also called a central processing unit (CPU), controls each component in the foreign exchange transaction control device 100 and calculates data, and stores various programs stored in the auxiliary storage unit 203 as main memory. It can be read out to the unit 202 and executed. The main storage unit 202 is also called a main memory, and can store various types of received data, computer-executable instructions, data after arithmetic processing according to the instructions, and the like. Auxiliary storage unit 203 is a storage device typified by a hard disk (HDD), and is used for long-term storage of data and programs.

The embodiment of FIG. 2 describes an embodiment in which the control unit 201, the main storage unit 202 and the auxiliary storage unit 203 are provided in the same computer. By using a plurality of main storage units 202 and auxiliary storage units 203, it is also possible to realize parallel distributed processing by a plurality of computers. As another embodiment, a plurality of servers for the foreign exchange transaction control device 100 may be installed, and the plurality of servers may share one auxiliary storage unit 203 .

The IF unit 204 serves as an interface for transmitting and receiving data to and from other systems and devices, and also provides an interface for receiving various commands and input data (various masters, tables, etc.) from the system operator. can be done. The output unit 205 can provide a display screen for displaying processed data, printing means for printing the data, and the like.

The customer master 206 is a master file that stores information on customers who are doing business with financial institutions. FIG. 3 is a diagram illustrating an example of the data structure of the customer master 206. As shown in FIG. Customer master 206 can include customer ID 301, basic information 302, financial institution code 303, and credit information 304, but is not limited to these data items and can include other data items.

A customer ID 301 is an identifier that identifies a customer dealing with a financial institution. As described above, foreign exchange transaction control device 100 can be used as an ASP server that provides ASP services that can be shared by a plurality of financial institutions. There are as many customer IDs 301 as the number of financial institutions with which transactions are made. For example, when company A, which is a customer company, does business with three financial institutions, there can be three customer IDs 301 associated with company A. The customer ID 301 can also function as a user ID when the customer accesses the foreign exchange transaction screen page provided by the foreign exchange transaction control device 100 .

The basic information 302 is information including the customer's name, address, contact information, account information, etc., but is not limited to the information shown in this specification. The financial institution code 303 is an identifier that identifies the financial institution with which the customer is trading. The credit information 304 is the customer's credit information provided by the customer's financial institution. The credit information includes the customer's status (e.g., excellent, caution required, etc.), credit limit, and current loan amount (e.g., has a credit limit of 100 million yen, and the current loan amount is 50 million yen, etc.). and the like, but are not limited to the exemplified information.

Returning to FIG. 2, the financial institution master 207 is a master indicating whether or not each financial institution has a contract for the service according to the present invention (a service that allows selection of multiple rate types for cover transactions). is a file. Unlike before, in this service, for cover transactions, the exchange rate for cover transactions is selected from among the same-day (ON) exchange rate, the next-day (TN) exchange rate, and the two-day (SPOT) exchange rate. can be selected. FIG. 4 is a diagram illustrating an example of the data structure of the financial institution master 207. As shown in FIG. Financial institution master 207 can include financial institution code 401 and application flag 402, but is not limited to these data items and can include other data items.

The financial institution code 401 is an identifier for identifying a financial institution, and indicates the financial institution using the ASP service provided by the foreign exchange transaction control device 100. FIG. The application flag 402 is a flag indicating whether the financial institution has applied for this service. When subscribing to the service, as described above, the desired exchange rate can be selected from among three exchange rates (ON, TN, SPOT) for cover transactions.

Returning to FIG. 2 again, the currency balance 208 is a file that stores information on one or more currency balances held by each financial institution. Currency balance 208 may store current currency balance information as well as daily currency balance information over a period of time. FIG. 5 is a diagram illustrating an example of the file structure of the currency balance 208. As shown in FIG. Currency balance 208 may include financial institution code 501, currency type 502, date 503, balance 504, and average balance 505, but is not limited to these data items and may include other data items. It is possible.

A financial institution code 501 is an identifier for identifying each financial institution. Since the financial institution codes 303, 401 and 501 have the same code system, the identifier given to a certain financial institution is common to the financial institution codes 303, 401 and 501. FIG. The currency type 502 indicates the type of currency held by the financial institution (eg US dollar, euro, etc.). Date 503 indicates the date, and balance 504 indicates the currency balance on the date indicated by date 503 . The average balance 505 is balance information calculated by the foreign exchange transaction control device 100, and indicates the average value of the balance for each currency in a predetermined period (for example, the average US dollar balance over the past week at the financial institution). . In another embodiment of the present invention, the median or lowest value of the balance for each currency over a predetermined period may be used instead of the average value.

Returning to FIG. 2 again, the customer transaction 209 is a file that stores the content of the transaction request generated in response to the transaction request received from the customer terminal 110 and data generated in subsequent processing. FIG. 6 is a diagram illustrating an example of the file structure of the customer transaction 209. As shown in FIG. Customer transaction 209 may include transaction ID 601 , transaction execution date 602 , currency pair 603 , trade segment 604 , transaction amount 605 , payment method 606 , rate type 607 , exchange rate 608 , transaction rate 609 , and submission flag 610 . It can, but is not limited to these data items and can include other data items.

The transaction ID 601 is an identifier that identifies a series of processes associated with the transaction request received from the customer terminal 110, and is given by the foreign exchange transaction control device 100 when the transaction request is received. The transaction execution date 602 indicates the transaction execution date of the foreign exchange transaction requested by the customer. A currency pair 603 indicates a currency pair (for example, USD/JPY, etc.) for a foreign exchange transaction requested by the customer. A currency pair indicates that the base currency (left side) is exchanged with the settlement currency (right side). The trading category 604 indicates what kind of transaction the foreign exchange transaction is, for example, "buy" (buy the base currency, for example, buy the US dollar in Japanese yen) or "sell" (sell the base currency, for example, , sell the US dollar for Japanese yen). The transaction amount 605 indicates the amount that the customer wishes to trade. The settlement method 606 indicates a settlement method such as a spot product or forward exchange contract.

The rate type 607 indicates the type of exchange rate used in customer-to-customer transactions (for example, official rate, ON, TN, SPOT, etc.). indicate the rate. The transaction rate 609 is rate information presented to the customer terminal 110 by the foreign exchange transaction control device 100, and indicates the exchange rate used in the transaction with the customer. The transaction rate 609 can be a value obtained by considering the profit margin of the financial institution on the actual exchange rate (ie, the value of the exchange rate 608 + the profit margin). The execution request flag 610 is a flag indicating whether or not a transaction execution request has been received from the customer terminal 110 . If a trade execution request is received, a trade is made based on the trade rate offered to the customer.

Returning to FIG. 2 again, the cover transaction 210 is a file that stores information on the cover transaction for the foreign exchange transaction of the customer transaction 209 associated by the transaction ID. FIG. 7 is a diagram illustrating an example of the file structure of the cover transaction 210. As shown in FIG. The cover transaction 210 can include a transaction ID 701, a cover transaction execution date 702, a cover transaction currency pair 703, a cover transaction trade category 704, a cover transaction rate type 705, a cover transaction rate 706, and a cover transaction amount 707. It is not limited to data items and can include other data items.

The transaction ID 701 is an identifier that identifies a series of processes associated with the transaction request received from the customer terminal 110, similar to the transaction ID 601. FIG. Transaction ID 701 is associated with transaction ID 601 . The cover transaction implementation date 702 is the date on which the cover transaction is implemented, and indicates a date after the date indicated by the transaction implementation date 602 . The cover transaction currency pair 703 indicates the currency pair that is the target of the cover transaction, and is the same as the currency pair indicated by the currency pair 603 . The cover trade trade section 704 indicates what kind of trade the cover trade is, and indicates a trade that is the opposite of the trade indicated by the trade section 604 . The cover transaction rate type 705 is information indicating the type of rate in the cover transaction, and is any of the same-day (ON) exchange rate, the next-day (TN) exchange rate, and the two-day (SPOT) exchange rate. or The cover trade rate 706 indicates the exchange rate used in the cover trade. The cover transaction amount 707 indicates the amount of the cover transaction.

(processing flow)
Next, the foreign exchange transaction control processing and the exchange rate determination processing for the cover transaction executed by the foreign exchange transaction control device 100 according to the present invention will be described with reference to FIGS. 8 to 11. FIG. FIG. 8 is a diagram for explaining the foreign exchange transaction control process executed by the foreign exchange transaction control device 100 according to the present invention.

At S<b>801 , foreign exchange transaction control device 100 receives a transaction request from customer terminal 110 . The transaction request can include information such as financial institution code, customer ID, transaction execution date, currency pair, trading category, transaction amount and settlement method. In response to receiving a trade request, the foreign exchange trade controller 100 generates a transaction ID associated with the trade request and stores it in the customer trade 209 using one or more information contained in the trade request. data can be generated. More specifically, the foreign exchange transaction control device 100 uses the generated transaction ID as the transaction ID 601, and uses the transaction execution date, currency pair, trading category, transaction amount, and settlement method information included in the transaction request as the transaction execution date. Data can be generated and stored in customer transactions 209 as date 602 , currency pair 603 , trade segment 604 , transaction amount 605 and settlement method 606 .

At S802, the foreign exchange transaction control apparatus 100 inquires of the financial institution master 207 using the financial institution code included in the transaction request, and based on the value of the application flag 402, the financial institution associated with the transaction request is It is determined whether or not the service according to the present invention is subscribed. If the application has been made, the process proceeds to S803, and if the application has not been made, the process proceeds to S804.

At S803, the foreign exchange transaction control device 100 performs cover transaction control processing. Here, the details of the cover transaction control process executed in S803 will be described with reference to FIG. FIG. 9 is a diagram for explaining exchange rate determination processing for cover transactions, which is executed by the foreign exchange transaction control device 100 according to the present invention. The foreign exchange transaction control device 100 can determine whether or not to perform a cover transaction, and can execute processing for determining the transaction rate to be presented to the customer and the exchange rate for the cover transaction.

In S901, the foreign exchange transaction control apparatus 100 reads the data of the customer transaction 209 based on the transaction ID 601 to be processed, and determines whether the value of the transaction amount 605 is equal to or greater than a predetermined threshold. If it is equal to or greater than the predetermined threshold, the process proceeds to S902, and if it is not equal to or greater than the predetermined threshold, the process proceeds to S903.

At S902, the foreign exchange transaction control apparatus 100 determines whether the type of currency to be traded is a predetermined type of currency, based on the readout currency pair 603 and trading segment 604 of the customer transaction 209. If the currency to be traded is the predetermined currency, the process proceeds to S904, and if the currency to be traded is not the predetermined currency, the process proceeds to S903. .

At S903, the foreign exchange transaction control apparatus 100 can determine the transaction rate of the transaction target currency to be presented on the customer terminal 110 based on the published rate of the currency. More specifically, the foreign exchange transaction control apparatus 100 can update the rate type 607 and the transaction rate 609 with the published rate and the published rate value, respectively, for the data of the customer transaction 209 associated with the transaction ID 601 to be processed. can. Furthermore, the foreign exchange transaction control device 100 can generate data of the cover transaction 210 based on the information of the published rate to be presented. More specifically, the foreign exchange transaction control device 100 reads the transaction ID 601, transaction execution date 602, currency pair 603, and transaction amount 605 of the read customer transaction 209, and reverses the value of the trading category 604. , transaction ID 701, cover transaction execution date 702, cover transaction currency pair 703, cover transaction amount 707, and cover transaction trade classification 704, "ON" as cover transaction rate type 705, received from exchange information distribution device 120 and stored Data for the cover trade 210 can be generated using the latest prevailing rate (ON) value set aside as the cover trade rate 706 .

At S<b>904 , the foreign exchange transaction control device 100 obtains the latest exchange rate among the exchange rates periodically received from the exchange information distribution device 120 and stored. The exchange rates may include current rate same-day (ON) exchange rates, overnight (TN) exchange rates, and two-day (SPOT) exchange rates.

At S905, the foreign exchange transaction control apparatus 100 accesses the currency balance 208 based on the financial institution code included in the transaction request, and acquires the value of the balance 504 of the transaction target currency determined at S902. The foreign exchange transaction control device 100 determines whether the value of the balance 504 of the currency to be traded indicates an amount equal to or greater than a predetermined threshold. If it is equal to or greater than the predetermined threshold, the process proceeds to S906, and if it is not equal to or greater than the predetermined threshold, the process proceeds to S908.

At S906, the foreign exchange transaction control apparatus 100 accesses the currency balance 208 based on the financial institution code included in the transaction request, and obtains the value of the average balance 505 of the currency to be traded determined at S902. The foreign exchange transaction control apparatus 100 determines whether the value of the average balance 505 of the currency to be traded indicates an amount equal to or greater than a predetermined threshold. If it is equal to or greater than the predetermined threshold, the process proceeds to S907, and if it is not equal to or greater than the predetermined threshold, the process proceeds to S908.

In S907, the foreign exchange transaction control apparatus 100 determines not to perform the cover transaction because the balance 504 and the average balance 505 of the transaction target currency are equal to or greater than the reference for the transaction associated with the transaction ID, and the customer terminal 110 is determined based on the prevailing rate (ON) acquired in S904. In such a case, the foreign exchange transaction control device 100 does not generate data for the cover transaction 210 .

At S<b>908 , the foreign exchange transaction control device 100 can determine to perform a cover transaction for the transaction associated with the transaction ID and generate data for the cover transaction 210 . Details of the process of selecting prevailing rates for cover trades and generating data for cover trades 210 by performing one or more of the following methods will now be described.

In one embodiment of the present invention, the foreign exchange transaction control device 100 can select the rate type for each currency according to the fund balance for each currency. More specifically, the foreign exchange transaction controller 100 accesses the currency balance 208 based on the financial institution code included in the transaction request, and retrieves the most recent dated balance associated with the currency type 502 being traded for that financial institution. Get the value of 504. As exemplified in FIG. 10, the foreign exchange transaction control device 100 determines whether the value of the balance 504 is higher or lower than the first threshold value for the currency type, and if lower, sets the rate type to intraday (ON), and the ON prevailing rate can be selected. On the other hand, if the value of the balance 504 is higher than the first threshold for the currency type, the foreign exchange transaction control device 100 determines whether the value of the balance 504 is higher or lower than the second threshold for the currency type. If it is low, the rate type is set to next day (TN) and the prevailing TN rate is selected. can be selected. The first and second thresholds illustrated in FIG. 10 can be determined for each currency and can be determined differently for each financial institution. In other embodiments of the invention, the balance illustrated in FIG. 10 could be average balance 505, or both balance 504 and average balance 505 could be combined. In the latter case, if only the value of the balance 504 is referred to, even if the balance of the currency is sufficient, the value of the average balance 505 is also referred to determine whether the balance has accumulated due to special factors. can be determined. By doing so, the foreign exchange transaction control device 100 can select the rate type from ON, TN, or SPOT according to the value of the fund balance and/or the average balance for each currency. You will be able to select the corresponding prevailing rate.

Also, FIG. 10 shows an example in which the SPOT prevailing rate is selected as the balance increases, and the ON prevailing rate is selected as the balance decreases. The example shown in FIG. 10 may be reversed, that is, the ON prevailing rate is selected as the balance is higher, and the SPOT prevailing rate is selected as the balance is lower. As is well known to those skilled in the art, exchange rates change from moment to moment, and exchange rates include discounts (a depreciation of the base currency: for example, between the yen and the US dollar, the yen appreciates against the dollar). and a premium (increase in base currency: in the same example, the yen depreciates against the dollar) (Non-Patent Document 1, page 251), and financial institutions are aware of exchange trends and currencies It is possible to select a favorable market rate for the financial institution by considering the balance information of .

In another embodiment of the present invention, it is also possible to specify the rate type according to the specification from the financial institution or according to the currency pair. For example, the foreign exchange transaction control device 100 may be configured so that a specific rate type can be selected only for transactions of currency pairs designated by financial institutions, or only when the currency pairs are in a specific combination, A specific rate type may be configured to be selectable.

In another embodiment of the present invention, the foreign exchange transaction control device 100 can select the rate type for each currency based on the credit information of the corporate customer. More specifically, the foreign exchange transaction controller 100 can query the customer master 206 to obtain credit information 304 based on the financial institution code and customer ID included in the transaction request. The credit information 304 includes the customer's status (e.g., excellent, caution required, etc.), credit limit, and current loan amount (for example, he has a credit limit of 100 million yen, and the current loan amount is 50 million yen, etc.). It is possible to include information such as The foreign exchange transaction control device 100 can select the rate type for the cover transaction from ON, TN, or SPOT based on one or more information of the credit information 304, and selects the prevailing rate corresponding to the selected rate type. can do.

In one embodiment of the present invention, the foreign exchange transaction control device 100 does not present the rate to the customer when the difference between the cover transaction rate and the prevailing rate (ON) presented to the customer exceeds a predetermined threshold. It is possible. More specifically, the foreign exchange transaction control device 100 calculates the cover transaction rate based on one or more methods as described above, and then calculates the calculated cover transaction rate (ON, TN or SPOT rate) and the actual rate for customer presentation (ON) can be compared, and the range of deviation between the two can be calculated. As illustrated in FIG. 11, the foreign exchange transaction control device 100 can determine whether or not the calculated deviation exceeds the presentation availability threshold. If it exceeds, the rate will not be presented to the customer, and if it does not exceed, the rate can be presented to the customer. In another embodiment of the present invention, the foreign exchange transaction control device 100 multiplies the calculated cover transaction rate by the transaction amount and the result of multiplying the prevailing rate (ON) for customer presentation by the transaction amount. It may be configured to compare and determine whether or not the range of divergence between the two exceeds a predetermined presentation permission/prohibition threshold. Even in such a case, if it exceeds, the rate is not presented to the customer, and if it does not exceed, the rate is presented to the customer.

At S909, the foreign exchange transaction control device 100 can determine whether the rate type of the prevailing rate selected for the cover transaction indicates other than ON. If it indicates other than ON, the process proceeds to S910, and if it does not indicate other than ON, the process proceeds to S912.

At S910, the foreign exchange transaction control device 100 determines whether the difference between the exchange rate of the rate type (TN or SPOT) selected for the cover transaction and the exchange rate of the rate type (ON) is within a predetermined difference. can judge. In another embodiment of the present invention, the foreign exchange transaction control device 100 multiplies the exchange rate of the rate type (TN or SPOT) selected for the cover transaction by the transaction amount, and the exchange rate of the rate type (ON). A value obtained by multiplying the rate by the transaction amount can be compared to determine whether the two values are within a predetermined difference. If the difference is within the predetermined difference, the process proceeds to S911, and if not within the predetermined difference, the process proceeds to S913.

At S911, the foreign exchange transaction control apparatus 100 can generate data for the cover transaction 210 based on information on the prevailing rate (TN or SPOT) selected for the cover transaction. More specifically, the foreign exchange transaction control device 100 reads the transaction ID 601, transaction execution date 602, currency pair 603, and transaction amount 605 of the read customer transaction 209, and reverses the value of the trading category 604. , transaction ID 701, cover transaction execution date 702, cover transaction currency pair 703, cover transaction amount 707, cover transaction trading category 704, corresponding "TN" or "SPOT" as cover transaction rate type 705, exchange information distribution The cover trade 210 data can be generated with the corresponding value of the latest prevailing rate (TN or SPOT) received from the device 120 and stored as the cover trade rate 706 . Furthermore, the foreign exchange transaction control device 100 makes the transaction rate presented to the customer terminal 110 based on the exchange rate of the rate type (ON) instead of the rate type (TN or SPOT) selected for the cover transaction. be able to. More specifically, the foreign exchange transaction control apparatus 100 sets the rate type 607, the exchange rate 608, and the transaction rate 609 to the rate type (ON) and the prevailing rate, respectively, for the data of the customer transaction 209 associated with the transaction ID 601 to be processed. It can be updated with the value of the rate (ON) and the value of the transaction rate calculated based on the prevailing rate (ON).

At S912, the foreign exchange transaction control apparatus 100 can generate data for the cover transaction 210 based on information on the prevailing rate (ON) selected for the cover transaction. More specifically, the foreign exchange transaction control device 100 reads the transaction ID 601, transaction execution date 602, currency pair 603, and transaction amount 605 of the read customer transaction 209, and reverses the value of the trading category 604. , transaction ID 701, cover transaction execution date 702, cover transaction currency pair 703, cover transaction amount 707, cover transaction trade classification 704, corresponding "ON" as cover transaction rate type 705, received from exchange information distribution device 120 The data of the cover trade 210 can be generated using the latest prevailing rate (ON) value stored as the cover trade rate 706 . Furthermore, the foreign exchange transaction control device 100 can base the transaction rate presented on the customer terminal 110 on the exchange rate of the rate type (ON) selected for the cover transaction. More specifically, the foreign exchange transaction control apparatus 100 sets the rate type 607, the exchange rate 608, and the transaction rate 609 to the rate type (ON) and the prevailing rate, respectively, for the data of the customer transaction 209 associated with the transaction ID 601 to be processed. It can be updated with the value of the rate (ON) and the value of the transaction rate calculated based on the prevailing rate (ON).

At S913, the foreign exchange transaction control apparatus 100 does not present the transaction rate for the transaction request received at S801 to the customer terminal 110, and generates a message indicating that the transaction for this request cannot be performed. In such a case, the foreign exchange transaction controller 100 may update the transaction rate 609 of the customer transaction 209 with any value indicating non-submission.

Returning to FIG. 8 again, at S804, the foreign exchange transaction control apparatus 100 either presents the official rate or presents the prevailing rate ( ON) can be determined. The foreign exchange transaction control device 100 causes the customer terminal 110 to display the published rate or actual rate (ON) that has been decided to be presented. After that, the customer determines whether or not to execute a transaction based on the presented rate as before. 100 can execute foreign exchange trades based on posted rates or prevailing rates (ON) based on trade submissions.

At S805, the foreign exchange transaction control apparatus 100 reads the transaction rate 609 of the customer transaction 209 associated with the transaction ID 601 to be processed, and can determine whether there is a transaction rate to be presented to the customer terminal 110. . If there is a transaction rate to be presented, the process proceeds to S807, and if there is no transaction rate to be presented, the process proceeds to S806.

At S806, the foreign exchange transaction control apparatus 100 communicates the message generated at S913 to the customer terminal 110, and indicates that the transaction cannot be performed without presenting the transaction rate in response to the transaction request received at S801. be able to.

At S807, the foreign exchange transaction control apparatus 100 can transmit the transaction rate for the transaction request to the customer terminal 110 via the foreign exchange transaction screen web page. The transaction rate is displayed on the customer terminal 110 via the foreign exchange transaction screen web page. The displayed trading rate may be maintained for a period of time.

In S808, when the foreign exchange transaction control apparatus 100 detects that a button (not shown) for requesting transaction execution displayed on the foreign exchange transaction screen has been pressed, the foreign exchange transaction screen is displayed. A transaction ID associated with the transaction information (eg, transaction rate) may be received from the customer terminal 110 . The transaction execution request transmitted from the customer terminal 110 to the foreign exchange transaction control device 100 should include at least the transaction ID, and may include other information (for example, transaction rate).

At S809, the foreign exchange transaction control device 100 updates the value of the execution request flag 610 to "transaction execution requested" based on the received transaction ID, and executes processing corresponding to the customer transaction 209. can be done. In such a case, the foreign exchange transaction control device 100 may further determine whether or not the transaction can be executed by determining whether it is within a certain period of time after the transaction rate is presented to the customer terminal 110 . The foreign exchange transaction control device 100 can present transaction execution results to the customer terminal 110 .

In addition, the foreign exchange transaction control apparatus 100 accesses the customer transaction 209 at a predetermined timing, reads the data whose execution request flag 610 has a value of "transaction execution requested", and reads the cover transaction associated with the corresponding transaction ID. can be executed. More specifically, the foreign exchange transaction controller 100 is capable of making corresponding cover transactions in response to the transactions of customer transactions 209 being executed one by one, or by performing transactions of customer transactions 209. are executed, the data of cover trades associated with the executed trades can be read, and the read cover trades can be executed. In such a case, it is possible to execute all of the cover transactions that have been read, or to execute only the cover transactions that have not been offset after offsetting those that can be offset among the read cover transactions.

According to the present invention, in foreign exchange transactions, even if a transaction with a customer uses a same-day (ON) exchange rate, the rate type applied to the cover transaction is an exchange rate other than the same-day (ON) exchange rate ( TN or SPOT) can be adopted. Moreover, according to the present invention, a cover transaction can be performed at the timing when a certain amount of transactions with customers accumulate, instead of performing a cover transaction every time there is a transaction with a customer. Further, according to the present invention, cover transactions can be carried out only when the cover transactions between a plurality of customers cannot be offset within the financial institution. Furthermore, according to the present invention, it becomes possible to use different rate types (ON/TN/SPOT) for cover transactions depending on the currency pair.

Although the principles of the present invention have been described with reference to exemplary embodiments, those skilled in the art will appreciate that various embodiments can be implemented that change in arrangement and detail without departing from the spirit of the invention. will understand. That is, the present invention can be embodied as, for example, a system, device, method, program, storage medium, or the like.

100 foreign exchange transaction control device 110 customer terminal 120 exchange information distribution device 130 other bank system 201 control unit 202 main storage unit 203 auxiliary storage unit 204 interface (IF) unit 205 output unit 206 customer master 207 financial institution master 208 currency balance 209 customer transaction 210 cover trade 220 bus

Claims (12)

A foreign exchange transaction control device,
means for receiving a transaction request including transaction-related information, said transaction-related information including one or more of a financial institution identifier, a customer identifier, currency information, and a transaction amount;
means for receiving a plurality of rate information;
means for selecting first rate information for a cover transaction from among the plurality of rate information based on customer credit information associated with the financial institution identifier and the customer identifier included in the transaction-related information; a foreign exchange transaction controller. A foreign exchange transaction control device,
means for receiving a transaction request including transaction-related information, said transaction-related information including one or more of a financial institution identifier, a customer identifier, currency information, and a transaction amount;
means for receiving a plurality of rate information;
for a cover transaction out of the plurality of rate information according to the result of comparing the balance information of the currency identified based on the financial institution identifier and the currency information included in the transaction-related information with one or more thresholds; means for selecting the first rate information of
Said comparison is
comparing balance information for the identified currency to a first threshold;
and comparing balance information for the identified currency with a second threshold if the balance information for the identified currency is higher than the first threshold. 3. The foreign exchange transaction control device of claim 2, wherein the identified balance information of the currency comprises balance information of the currency on a predetermined day and/or average balance information of the currency over a predetermined period. means for generating a transaction rate for a customer based on second rate information different from said first rate information;
means for determining whether a deviation between the first rate included in the first rate information and the transaction rate for the customer exceeds a predetermined threshold;
3. The foreign exchange transaction control device according to claim 1, wherein the transaction rate for the customer is not transmitted to the customer terminal when the deviation exceeds a predetermined threshold. 3. The foreign exchange transaction control apparatus according to claim 1, further comprising means for transmitting the customer-oriented transaction rate to the customer terminal in response to the generation of the customer-oriented transaction rate. 2. The first rate information includes a rate type and a corresponding exchange rate, and the rate type indicates one of same-day (ON), next-day (TN), and two-day (SPOT). The foreign exchange transaction control device according to claim 2. means for generating cover deal data based on the selected first rate information;
3. The foreign exchange transaction control device according to claim 1, further comprising means for executing a cover transaction based on said cover transaction data based on a predetermined trigger. The predetermined trigger is
one transaction based on the transaction rate for the customer is executed, or multiple transactions based on the transaction rate for the customer are executed;
8. The foreign exchange transaction control device according to claim 7, wherein when a plurality of transactions based on a transaction rate for a customer are executed, those corresponding cover transactions that can be offset are offset, and only the remaining cover transactions are executed. . A foreign exchange transaction control method executed by a foreign exchange transaction control device,
receiving a transaction request including transaction-related information, the transaction-related information including one or more of a financial institution identifier, a customer identifier, currency information, and a transaction amount;
receiving a plurality of rate information;
selecting first rate information for a cover transaction from among the plurality of rate information based on customer credit information associated with the financial institution identifier and the customer identifier included in the transaction-related information; A foreign exchange transaction control method comprising: A program which, when executed by a processor, causes a foreign exchange transaction controller to perform the method of claim 9. A foreign exchange transaction control method executed by a foreign exchange transaction control device,
receiving a transaction request including transaction-related information, the transaction-related information including one or more of a financial institution identifier, a customer identifier, currency information, and a transaction amount;
receiving a plurality of rate information;
for a cover transaction out of the plurality of rate information according to the result of comparing the balance information of the currency identified based on the financial institution identifier and the currency information included in the transaction-related information with one or more thresholds; selecting the first rate information of
Said comparison is
comparing balance information for the identified currency to a first threshold;
Comparing balance information for the identified currency with a second threshold if the balance information for the identified currency is higher than the first threshold.
A method of controlling foreign exchange transactions , comprising: A program that, when executed by a processor, causes a foreign exchange transaction controller to perform the method of claim 11.

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