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81. Computer system for processing data related to risks associated with financial instruments
申请号: US13309266
申请日: 2011-12-01
公开（公告）号: US08346650B2
公开（公告）日: 2013-01-01
发明人: David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.
更多82. Risk management system
申请号: US12004413
申请日: 2007-12-20
公开（公告）号: US08073758B2
公开（公告）日: 2011-12-06
发明人: David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.
更多83. Financial risk management system
申请号: US12004307
申请日: 2007-12-20
公开（公告）号: US20090182678A1
公开（公告）日: 2009-07-16
发明人: David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of the insured individual by an insurance provider, modeling the risks associated with providing insurance to the individual by the insurance provider, assessing the market risks associated with providing the insurance policy by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the insurance policy.
更多84. Risk management system
申请号: US12004413
申请日: 2007-12-20
公开（公告）号: US20090030852A1
公开（公告）日: 2009-01-29
发明人: David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.
更多85. METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT EXPOSURE
申请号: PCT/US2004030620
申请日: 2004-09-16
公开（公告）号: WO2005029274A3
公开（公告）日: 2007-03-29
发明人: MIRI JOHN; HEATH COREY; SILHAVY MARK; ABASSI MISBAH; MECHE EDDIE; HAYNIE CYNTHIA; REID DAN; BELSHAW JAROD; FARLEY SAMUEL JESSE; HENDRICKS COLIN; KAISHARIS PAUL
Software aggregates and integrates credit exposure data across accounting, trading and operational systems within an energy trading organization. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is then assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships, and taking into account netting, setoff, and margin requirements, collateral requirements and contract terms, internal and external views of exposure and liquidity, and risk concentrations based on both system and user-defined risk categories. After aggregating the exposure information, credit, transactions, risk and other properties are determined at any level in the hierarchy and then the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and outlays for both a company and its counterparties. Walkforward views of potential credit exposure taking into account current and future prices and volumes are also provided.
更多86. Financial risk management system
申请号: US12004307
申请日: 2007-12-20
公开（公告）号: US08060422B2
公开（公告）日: 2011-11-15
发明人: David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of the insured individual by an insurance provider, modeling the risks associated with providing insurance to the individual by the insurance provider, assessing the market risks associated with providing the insurance policy by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the insurance policy.
更多87. METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT EXPOSURE
申请号: PCT/US2004/030620
申请日: 2004-09-16
公开（公告）号: WO2005029274A2
公开（公告）日: 2005-03-31
发明人: MIRI, John; HEATH, Corey; SILHAVY, Mark; ABASSI, Misbah; MECHE, Eddie; HAYNIE, Cynthia; REID, Dan; BELSHAW, Jarod; FARLEY, Samuel, Jesse; HENDRICKS, Colin; KAISHARIS, Paul
Software aggregates and integrates credit exposure data across accounting, trading and operational systems within an energy trading organization. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is then assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships, and taking into account netting, setoff, and margin requirements, collateral requirements and contract terms, internal and external views of exposure and liquidity, and risk concentrations based on both system and user-defined risk categories. After aggregating the exposure information, credit, transactions, risk and other properties are determined at any level in the hierarchy and then the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and outlays for both a company and its counterparties. Walkforward views of potential credit exposure taking into account current and future prices and volumes are also provided.
更多88. SYSTEM AND METHOD FOR GENERATING LIQUIDITY
申请号: PCT/US2005038850
申请日: 2005-10-27
公开（公告）号: WO2006047712A3
公开（公告）日: 2007-02-22
发明人: HECKMAN CHRIS
A switch engine module enables advantageous management of a risk portfolio. The switch engine receives interest rate risk portfolios from a plurality of traders, and for each prospective trader, provides available switches based on positions in other counterparty portfolios that offset the viewing traders' positions. The offsetting positions are encoded with credit preference information in order to identify eligible trades based on both counterparties credit preferences. The credit preferences of the participating traders can be taken in consideration in making switches.
更多89. Methods for risk portfolio management within an electronic trading system
申请号: US11326931
申请日: 2006-01-06
公开（公告）号: US07571136B2
公开（公告）日: 2009-08-04
发明人: R. Raymond May
A switch engine module enables advantageous management of a risk portfolio. The switch engine receives interest rate risk portfolios from a plurality of traders, and for each prospective trader, provides available switches based on positions in other counterparty portfolios that offset the viewing traders' positions. The offsetting positions are encoded with credit preference information in order to identify eligible trades based on both counterparties credit preferences. The credit preferences of the participating traders can be taken in consideration in making switches.
更多90. Credit handling in an anonymous trading system
申请号: US09898305
申请日: 2001-06-29
公开（公告）号: US20020099641A1
公开（公告）日: 2002-07-25
发明人: Gregory D. Mills; Robert Walder; Alastair G. Crane; Srivathsan Krishnasami; Roy S. McPherson; Paul M. Ginsberg
In an anonymous trading system, credit between counterparties is effectively increased by netting buy and sell trades to reflect the true risk to which each party is exposed. Credit limits are adjusted by calculating the exposure in each currency at the relevant time and then converted into the credit limit currency equivalent. The credit limits are adjusted accordingly. The resulting credit limits may be different for bids and offers by or from a given counterparty.
更多91. Methods for risk portfolio management within an electronic trading system
申请号: US11326931
申请日: 2006-01-06
公开（公告）号: US20070011079A1
公开（公告）日: 2007-01-11
发明人: R. May
A switch engine module enables advantageous management of a risk portfolio. The switch engine receives interest rate risk portfolios from a plurality of traders, and for each prospective trader, provides available switches based on positions in other counterparty portfolios that offset the viewing traders' positions. The offsetting positions are encoded with credit preference information in order to identify eligible trades based on both counterparties credit preferences. The credit preferences of the participating traders can be taken in consideration in making switches.
更多92. METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT LIMITS
申请号: US11557890
申请日: 2006-11-08
公开（公告）号: US20080215388A1
公开（公告）日: 2008-09-04
发明人: John Miri; Jarod Belshaw; Samuel Jesse Farley; Colin Hendricks; Paul Kaisharis; Corey Heath; Mark Silhavy; Misbah Abassi; Dan Reid; Cynthia Haynie
Software aggregates and integrates credit exposure and credit data across accounting, trading and operational systems within an organization and generates views of available credit in light of the exposure and credit limits. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships. Credit limits are set across the enterprise, supporting the organization's unique methodology and business process, and on a granular basis, incorporating factors such as external credit ratings, internal credit scores, commodity, geographic region, deal duration, and security instruments. Credit, transactions, and risk are then determined at any level in the hierarchy. After aggregating exposure and credit limit information, the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and available credit for both a company and its counterparties, making it easy for users to identify trouble spots by counterparty, geography, industry, and credit rating and to manage the company's liquidity.
更多93. Method, system and program for credit risk management utilizing credit exposure
申请号: US10942196
申请日: 2004-09-16
公开（公告）号: US20050125341A1
公开（公告）日: 2005-06-09
发明人: John Miri; Jarod Belshaw; Samuel Farley; Colin Hendricks; Paul Kaisharis; Corey Heath; Mark Silhavy; Misbah Abassi; Eddie Meche; Dan Reid; Cynthia Haynie
Software aggregates and integrates credit exposure data across accounting, trading and operational systems within an energy trading organization. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is then assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships, and taking into account netting, setoff, and margin requirements, collateral requirements and contract terms, internal and external views of exposure and liquidity, and risk concentrations based on both system and user-defined risk categories. After aggregating the exposure information, credit, transactions, risk and other properties are determined at any level in the hierarchy and then the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and outlays for both a company and its counterparties. Walkforward views of potential credit exposure taking into account current and future prices and volumes are also provided.
更多94. Method, system and program for credit risk management utilizing credit limits
申请号: US11557890
申请日: 2006-11-08
公开（公告）号: US07890398B2
公开（公告）日: 2011-02-15
发明人: John Miri; Jarod Belshaw; Samuel Jesse Farley; Colin Hendricks; Paul Kaisharis; Corey Heath; Mark Silhavy; Misbah Abassi; Dan Reid; Cynthia Haynie
Software aggregates and integrates credit exposure and credit data across accounting, trading and operational systems within an organization and generates views of available credit in light of the exposure and credit limits. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships. Credit limits are set across the enterprise, supporting the organization's unique methodology and business process, and on a granular basis, incorporating factors such as external credit ratings, internal credit scores, commodity, geographic region, deal duration, and security instruments. Credit, transactions, and risk are then determined at any level in the hierarchy. After aggregating exposure and credit limit information, the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and available credit for both a company and its counterparties, making it easy for users to identify trouble spots by counterparty, geography, industry, and credit rating and to manage the company's liquidity.
更多95. Method, system and program for credit risk management utilizing credit limits
申请号: US10942185
申请日: 2004-09-16
公开（公告）号: US07571138B2
公开（公告）日: 2009-08-04
发明人: John Miri; Jarod Belshaw; Samuel Jesse Farley; Colin Hendricks; Paul Kaisharis; Corey Heath; Mark Silhavy; Misbah Abassi; Dan Reid; Cynthia Haynie
Software aggregates and integrates credit exposure and credit data across accounting, trading and operational systems within an organization and generates views of available credit in light of the exposure and credit limits. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships. Credit limits are set across the enterprise, supporting the organization's unique methodology and business process, and on a granular basis, incorporating factors such as external credit ratings, internal credit scores, commodity, geographic region, deal duration, and security instruments. Credit, transactions, and risk are then determined at any level in the hierarchy. After aggregating exposure and credit limit information, the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and available credit for both a company and its counterparties, making it easy for users to identify trouble spots by counterparty, geography, industry, and credit rating and to manage the company's liquidity.
更多96. Method, system and program for credit risk management utilizing credit limits
申请号: US10942185
申请日: 2004-09-16
公开（公告）号: US20050114244A1
公开（公告）日: 2005-05-26
发明人: John Miri; Jarod Belshaw; Samuel Farley; Colin Hendricks; Paul Kaisharis; Corey Heath; Mark Silhavy; Misbah Abassi; Dan Reid; Cynthia Haynie
Software aggregates and integrates credit exposure and credit data across accounting, trading and operational systems within an organization and generates views of available credit in light of the exposure and credit limits. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships. Credit limits are set across the enterprise, supporting the organization's unique methodology and business process, and on a granular basis, incorporating factors such as external credit ratings, internal credit scores, commodity, geographic region, deal duration, and security instruments. Credit, transactions, and risk are then determined at any level in the hierarchy. After aggregating exposure and credit limit information, the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and available credit for both a company and its counterparties, making it easy for users to identify trouble spots by counterparty, geography, industry, and credit rating and to manage the company's liquidity.
更多97. Computer system and method for selectively monetizing and trading the results of risk factor populations found in financial exposures
申请号: US09920176
申请日: 2001-08-01
公开（公告）号: US20030208422A1
公开（公告）日: 2003-11-06
发明人: Adam Burczyk
A system and method for decomposing risk factors that are embedded within accounted, underwritten exposures, and monetizing a selection of these risk factors for trades with a counterparty in a risk management environment. Each risk factor has a quantifiable contribution to an overall exposure, measured by the financial result of a subpopulation within the exposure sharing a qualifying data element value, such as an attribute, or outcome. Some subpopulations are disproportionately responsible for a high share of exposure losses, shortfalls, or uncertainties. These subpopulations can be identified by their risk factors, and their future prospective results selected for monetizing and trading with a willing counterparty, in exchange for financial consideration.
更多98. METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT LIMITS
申请号: PCT/US2004030270
申请日: 2004-09-16
公开（公告）号: WO2005029254A2
公开（公告）日: 2005-03-31
发明人: MIRI JOHN; HEATH COREY; SILHAVY MARK; ABASSI MISBAH; KAISHARIS PAUL; HAYNIE CYNTHIA; REID DAN; BELSHAW JAROD; FARLEY SAMUEL JESSE; HENDRICKS COLIN
Software aggregates and integrates credit exposure and credit data across accounting, trading and operational systems within an organization and generates views of available credit in light of the exposure and credit limits. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships. Credit limits are set across the enterprise, supporting the organization's unique methodology and business process, and on a granular basis, incorporating factors such as external credit ratings, internal credit scores, commodity, geographic region, deal duration, and security instruments. Credit, transactions, and risk are then determined at any level in the hierarchy. After aggregating exposure and credit limit inforrnation, the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and available credit for both a company and its counterparties, making it easy for users to identify trouble spots by counterparty, geography, industry, and credit rating and to manage the company's liquidity.
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