CA-3023695-C - ASSET INFORMATION COLLATION SUPPORT SYSTEM

Abstract

An asset information collation support system, supporting management and implementation of collation tasks, includes: a report input unit that receives input of data from periodic operation reports of an asset management company and trust reports of an asset custodian company; a collation method management unit that receives input of settings information of items subject to collation; a collation processing unit that performs collation based on the settings information, and a collation status management unit that outputs a collated periodic operation report. The settings information include at least one of: information pertaining to items subject to primary collation and correspondence relationships thereof, information indicating whether to perform collation using the collation processing unit, information pertaining to criteria for accepting a result when values of target items diverge; and information for specifying accounts subject to secondary collation, which is a check of whether the primary collation has been performed.

Inventors

• TSUYOSHI KOISHI
• Kazuhiro Yoshino
• KOUSAKU KAJIDA

Assignees

• 10353744 CANADA LTD.

Dates

Publication Date

20260505

Application Date

20181109

Priority Date

20171110

Claims (20)

1. 17 Claims: 1. A computer device for collating between a periodical operation report prepared about financial assets in customer accounts of an asset management company and a trust report prepared by an asset custodian company comprising: a memory for storing data; and a processor configured to: receive input of data of the periodic operation report and data of the trust report to record the received data in a data store; receive input of settings information pertaining to target items and collation methods for a collation between the data of the periodic operation report and the data of the trust report, to record the received settings information in a data store, wherein the settings information includes: information pertaining to target items subject to primary collation in the data of the periodic operation report and the data of the trust report and correspondence relationships thereof; information indicating whether to perform collation using the collation processing unit or to accept input of results of an externally performed collation; information pertaining to criteria for accepting a result when values of target items diverge; and information for specifying accounts to be subject to secondary collation, which is a check of whether the primary collation has been performed; automatically collate the data of the periodic operation report with the data of the trust report based on the settings information and perform a secondary 18 collation when applicable, to record the collation results in the data store, wherein automatically collating includes using a predetermined deviant value detection method for evaluation of divergence between predetermined items set in the settings information, and wherein an accuracy of the deviant value detection method is improved over time by machine learning; and output, to the asset management company and the asset custodian company, based on the collation result, a new periodic operation report comprising the collation results.
2. 2. The computer device of claim 1, wherein the processor is further configured to output a checklist that displays a list of information pertaining to a collation status of each item to be collated in each customer account, based on the collation results recorded in the collation results storage unit.
3. 3. The computer device of claim 1, wherein the processor is further configured to perform evaluation in combination with a second item which has a trade-off relationship with the divergence, using another item that does not diverge between the periodic operation report and the trust report, to evaluate the divergence between predetermined first items set in the settings information.
4. 4. The computer device of claim 3, wherein the first item is a book value.
5. 5. The computer device of claim 3, wherein the second item is a realized gain/loss.
6. 6. The computer device of claim 1, wherein the processor is further configured to extract sample accounts to be subject to secondary collation that is performed externally, based on a predetermined condition set in the settings information.
7. 7. The computer device of claim 1, wherein the data includes data of reports.
8. 8. The computer device of any one of claims 1 to 7, wherein the data further includes data of collation methods.
9. 9. The computer device of any one of claims 1 to 8, wherein the data further includes data of 19 collation results.
10. 10. A computer system for collating between a periodical operation report prepared about financial assets in customer accounts of an asset management company and a trust report prepared by an asset custodian company, the system including: a report input unit configured to receive input of data of the periodic operation report and data of the trust report to record the received data in a report storage unit; a collation method management unit configured to: receive input of settings information pertaining to target items and collation methods for a collation between the data of the periodic operation report and the data of the trust report, to record the received settings information in a collation method storage unit, wherein the settings information includes: information pertaining to target items subject to primary collation in the data of the periodic operation report and the data of the trust report and correspondence relationships thereof; information indicating whether to perform collation using the collation processing unit or to accept input of results of an externally performed collation; information pertaining to criteria for accepting a result when values of target items diverge; and information for specifying accounts to be subject to secondary collation, which is a check of whether the primary collation has been performed; a collation processing unit configured to: automatically collate the data of the periodic operation report with the data of the trust report based on the settings information and perform a secondary collation when applicable, to record the collation results in the data store, wherein automatically collating includes using a predetermined deviant value detection method for evaluation of divergence between predetermined items set in the settings information, and wherein an accuracy of the deviant value detection method is improved over time by machine learning; and a collation status management unit configured to output, based on the collation results recorded in the collation results storage unit, a new periodic operation report comprising the collation results, to the asset management company and the asset custodian company.
11. 11. The computer system of claim 10, wherein the collation status management unit is further configured to output a checklist that displays a list of information pertaining to a collation status of each item to be collated in each customer account, based on the collation results recorded in the collation results storage unit.
12. 12. The computer system of claim 10, wherein the collation processing unit is further configured to perform evaluation in combination with a second item which has a trade-off relationship with the divergence, using another item that does not diverge between the periodic operation report and the trust report, to evaluate the divergence between predetermined first items set in the settings information.
13. 13. The computer system of claim 12 wherein the first item is a book value.
14. 14. The computer system of claim 12, wherein the second item is a realized gain/loss.
15. 15. The computer system of claim 10, wherein the collation processing unit is further configured to extract sample accounts to be subject to secondary collation that is performed externally, based on a predetermined condition set in the settings information.
16. 16. The computer system of any one of claims 10 to 15, wherein the computer system for supporting asset information collation includes server devices.
17. 17. The computer system of any one of claims 10 to 15, wherein the computer system for 21 supporting asset information collation includes virtual servers on a cloud computing service.
18. 18. The computer system of any one of claims 10 to 17, wherein the computer system for supporting asset information collation further includes databases for storing data.
19. 19. The computer system of claim 18, wherein the data includes data of reports.
20. 20. The computer system of any one of claims 18 to 19, wherein the data further includes data of collation methods.

Description

Asset Information Collation Support System Technical Field [0001] The present invention relates to technology for managing financial assets, and more particularly to a technology that is effective when applied to an asset information collation support system that supports collation of information pertaining to customers' financial assets between an asset management company and an asset custodian company. Background Art [0002] Private corporate pension funds and the like with large investment assets may, for example, entrust management operations to an asset management company that performs asset management work. On the other hand, financial products and other assets owned by such customers of asset management companies are held in by asset custodian company such as a trust bank. At monthly intervals or some other regular interval, the asset management company submits a periodic operations report to its customers, and the asset custodian company submits a trust report. [0003] One technique relating to establishing consistency m the information submitted to customers pertaining to details of asset management is disclosed in Japanese Patent Application Laid-Open No. 2005-216228 (Patent Document 1 ), which describes a technique whereby an asset custodian company, such as a trust bank, checks, based on matching conditions, the consistency of transaction data relating to management of assets to be disclosed to the asset management company, and, if the results indicate inconsistency, issues a warning. With this arrangement, it is indicated that asset custodian companies can disclose appropriate transaction data that meets predetermined matching conditions to customers and asset management companies. It is also indicated that, by issuing a warning in the event of transaction data being inconsistent, it will be possible to easily identify any transaction data that is inconsistent. Prior Art Documents Patent Documents [0004] Patent Document 1: Japanese Patent Application Laid-Open No. 2005-216228 Summary of the Invention Problem to be Solved by the Invention [0005] According to the prior art, it is possible for the asset custodian company to ensure consistency in transaction data relating to asset management submitted to a customer or an asset management company. In addition, as part of the duties pertaining to asset management, an asset management company is also generally required to respond to inspections by the authorities by collating information pertaining to the customer assets which the asset management company itself recognizes and information pertaining to the assets recognized by the asset custodian company. [0006] However, for items among the collated item whose values are determined based on a fixed evaluation or processing, such as items whose values change as time elapses, a discrepancy can arise between the value recognized by the asset management company and the value recognized by the asset custodian company due to differences in the timing and conditions of the valuation. Therefore, in collation work, it is necessary to properly detect and gain an understanding of such discrepancies and assess whether or not each discrepancy is acceptable. However, in large-scale asset management companies, the number of customers is large and the number of items needing to be collated can be enormous. [0007] Conventionally, such collation work would consist of little more than the implementation of a system-based collation of accounts containing simple assets. For accounts containing complicated assets for which system-based collation was not possible, for example, primary collation (a first check) may be made by an employee in charge of checking trust reports submitted by the asset custodian company, and a secondary check of the collation results may be conducted by a more senior employee (second check). [0008] In this case, since time and effort are required to understand and manage the accounts to 2 be inspected and the combination of items to be checked tends to differ depending on the inspection, it is difficult to gain an understanding of the checking situation overall. In addition, since the secondary check does not involve actual collation of each item, but merely confirmation of whether the primary checker has actually collated the items subject to collation, there was, depending on the inspection, a tendency for the content of the secondary check (in other words, the confirmation of which items were collated in the primary check) to be human-dependent. The present inventors believed that the content of the secondary check could be system based, to some extent. [0009] The object of the present invention to support management and implementation of collation tasks by an asset management company, including gaining an understanding of accounts subject to the collation tasks by the asset management company, management of collation items, and, where possible, automatic collation of items, as well as management