| 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 |
