Patent application number | Description | Published |
20090313175 | SYSTEM AND METHOD FOR EXPOSURE MANAGEMENT - A system, method, and computer-readable medium having instructions stored thereon to implement a method for risk exposure management allowing an exposure record to influence one or more risk exposures. In an embodiment, an exposure record is received, at least one data element of the received exposure record being mapped to one or more subexposures. At least one of the one or more subexposures are mapped to one of one or more exposure positions, wherein each exposure position corresponds to exactly one of the one or more risk exposures. | 12-17-2009 |
20110055111 | HEDGING AGREEMENT ROLL-OVERS - Systems, methods, and articles for managing hedging agreement roll overs in forward securities transactions are provided. In an embodiment, a forward securities transaction business object records data relating to a hedging agreement as well as any subsequent roll over data. In an embodiment, the original hedging agreement data and the subsequent roll over data may be used in an embodiment to calculate the effectiveness of the hedging agreement to determine whether hedge accounting may be used to account for the hedging agreement. The data in the forward securities transaction business object may be used in some embodiments in other calculations as well, such as accounting calculations or rate of return calculations. | 03-03-2011 |
20110087572 | FINANCIAL INSTRUMENT MANAGEMENT USING OBJECT DIFFERENTIATION - Object differentiation used in the context of complex financial instruments and financial instrument management software is described. A computer-implemented method for the management of complex financial instruments using object differentiation is described. A processor may parse a data object stored on a computer-readable storage medium into a plurality of subparts. The data object may represent a single complex financial instrument. An object differentiation key may be retrieved for each of the plurality of subparts. Using at least the retrieved object differentiation keys, a key figure may be generated for each of the plurality of subparts. A list of the plurality of subparts and the generated key figures may be displayed. | 04-14-2011 |
20110106725 | FINANCIAL INSTRUMENT POSITION AND SUBPOSITION MANAGEMENT - An analyzer module may receive a request to perform risk analysis on a financial object based upon a transaction associated with the financial object. A processor may choose a selector module based upon a type associated with the financial object. A chosen selector module may request business transaction data associated with the financial object from a position management module. Deal management data associated with the transaction data may be requested from a transaction management module and the deal management data may include a market data container. A processor may calculate risk information for the financial object based upon the business transaction data and the deal management data and the risk information for the financial object may be presented on a display device. | 05-05-2011 |
20110106726 | FINANCIAL INSTRUMENT POSITION AND SUBPOSITION MANAGEMENT - An analyzer module may read a selector key and a financial object number stored within a financial object. The financial object number may be sent to a selector module associated with the selector key. The selector module may read a selector strategy key stored within the financial object. A processor programmed by the selector module may retrieve a set of position values associated with the financial object based, at least in part, on the selector strategy key. A mapping module may be chosen by the selector module based upon a financial instrument type. The mapping module may store the position values within the financial object. A price calculator may generate a key figure for each of the position values. A list of the position values may be displayed to a user on a display device. | 05-05-2011 |
Patent application number | Description | Published |
20100114745 | SYSTEM AND METHOD FOR CALCULATING AND APPLYING MARKET DATA CHANGE RATE SETS - A system and method for simulating development of market data. In an embodiment, a set of market data change rates are calculated from historical market data values. The set of calculated market data change rates is then applied to a market data start value to generate one or more forecast market data values, each forecast market data value associated with a horizon date. | 05-06-2010 |
20120047048 | DELIVERY AND PRICING INFORMATION IN EXPOSURE MANAGEMENT - An exposure management system may include customizable pricing and delivery components interfacing with existing organizational systems and third party systems. The pricing component may enable an organization to enter variable pricing terms, such as customizable pricing formulas that depend on a published price averaged over time. Data used in the pricing formulas and terms may be obtained electronically from various sources. The delivery component may enable the exposure management system to measure risks associated with split or periodic deliveries. The delivery component may also interface with existing systems, such as ERP, CRM, and inventory management systems, to verify that deliveries actually occurred. Methods and devices are provided. | 02-23-2012 |
20130054302 | ENABLEMENT OF EXPOSURE MANAGEMENT TO HANDLE PRICED EXPOSURE - A message may be used to update computing system of a commodity transaction. The message may include a commodity identifier, a date term, a quantity term, and a price term. The price term may include a formula arrangement or reference to a formula arrangement for calculating a fractional exposure of the entity to the commodity on each date in which an event affecting commodity transaction occurs. Each of these fractional exposures may be calculated for each commodity transaction and stored as separate entries in a data structure. The entries may then be updated, queried, and/or reorganized to generate an exposure position. | 02-28-2013 |
20130054437 | LOGISTICS-EXPOSURE MANAGEMENT INTEGRATION FOR COMMODITY PRICE RISKS - A message may be used to update computing system of a commodity transaction. The message may include a commodity identifier, a date term, a quantity term, and a price term. The price term may include a formula arrangement or reference to a formula arrangement for calculating a fractional exposure of the entity to the commodity on each date in which an event affecting commodity transaction occurs. Each of these fractional exposures may be calculated for each commodity transaction and stored as separate entries in a data structure. The entries may then be updated, queried, and/or reorganized to generate an exposure position. | 02-28-2013 |
20140040082 | FLEXIBLE EXPOSURE LIFECYCLE MANAGEMENT - The disclosure generally describes computer-implemented methods, computer-readable media, and computer systems for flexible exposure lifecycle management. One computer-implemented method includes defining at least one custom exposure lifecycle, wherein the at least one custom exposure lifecycle includes at least one custom exposure category and at least one custom exposure activity, receiving exposure category data associated with the at least one custom exposure category, receiving exposure activity data associated with the at least one custom exposure activity, mapping, by operation of at least one computer, the received exposure category data with one of a required set of transaction categories associated with a required exposure lifecycle, and mapping, by operation of at least one computer, the received exposure activity data with one of a required set of transaction activities associated with the required exposure lifecycle. | 02-06-2014 |
20150046309 | COMMODITY CURVES BASED ON DERIVATIVE CONTRACT SPECIFICATIONS - A system receives a commodity identification, a curve type, and a curve category. The system also receives an interpolation identification, an extrapolation identification, a read procedure, and a maximum number of days for a readback. The system further receives contract data, the contract data including a market identifier code, a derivative contract specification (DCS) identification, and a price type. The system uses the contract data to generate a commodity curve based on DCS, and displays the commodity curve based on DCS on an electronic display unit. | 02-12-2015 |
20150073964 | MARKET DATA HANDLING BASED ON DERIVATIVE CONTRACT SPECIFICATIONS - In an example embodiment a market data management system allows users to track information regarding commodities. A representative market data management system comprises physical commodity objects including a plurality of fields that describe a real world commodity, market identifier objects including market identifier codes, and contract specification objects including a plurality of fields that describe a derivative contract specification for a particular commodity traded at a particular commodity market. In the data model, a one to many relationship may exist for a physical commodity object and contract specification objects (e.g., a given commodity may be traded according to different derivative contract specifications). The data model may also allow a many to many relationship between contract specification objects and market identifier objects (e.g., a given market may have multiple derivative contract specifications and/or a given derivative contract specification may have the same terms at different markets). | 03-12-2015 |