AU2002219903A1 - Dynamic reallocation hedge accounting - Google Patents

Dynamic reallocation hedge accounting

Info

Publication number
AU2002219903A1
AU2002219903A1 AU2002219903A AU1990302A AU2002219903A1 AU 2002219903 A1 AU2002219903 A1 AU 2002219903A1 AU 2002219903 A AU2002219903 A AU 2002219903A AU 1990302 A AU1990302 A AU 1990302A AU 2002219903 A1 AU2002219903 A1 AU 2002219903A1
Authority
AU
Australia
Prior art keywords
dynamic reallocation
hedge accounting
hedge
accounting
reallocation
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Abandoned
Application number
AU2002219903A
Inventor
Timothy Bridges
Mark Evans
Oliver Frankel
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
Goldman Sachs and Co LLC
Original Assignee
Goldman Sachs and Co LLC
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Goldman Sachs and Co LLC filed Critical Goldman Sachs and Co LLC
Publication of AU2002219903A1 publication Critical patent/AU2002219903A1/en
Abandoned legal-status Critical Current

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation or account maintenance
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/03—Credit; Loans; Processing thereof
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Development Economics (AREA)
  • Technology Law (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Economics (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Game Theory and Decision Science (AREA)
  • Human Resources & Organizations (AREA)
  • Operations Research (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
AU2002219903A 2000-11-28 2001-11-28 Dynamic reallocation hedge accounting Abandoned AU2002219903A1 (en)

Applications Claiming Priority (3)

Application Number Priority Date Filing Date Title
US09/724,075 2000-11-28
US09/724,075 US7457774B1 (en) 2000-11-28 2000-11-28 Dynamic reallocation hedge accounting
PCT/US2001/044485 WO2002044847A2 (en) 2000-11-28 2001-11-28 Dynamic reallocation hedge accounting

Publications (1)

Publication Number Publication Date
AU2002219903A1 true AU2002219903A1 (en) 2002-06-11

Family

ID=24908868

Family Applications (1)

Application Number Title Priority Date Filing Date
AU2002219903A Abandoned AU2002219903A1 (en) 2000-11-28 2001-11-28 Dynamic reallocation hedge accounting

Country Status (6)

Country Link
US (2) US7457774B1 (en)
EP (1) EP1348180A4 (en)
JP (1) JP2004523819A (en)
AU (1) AU2002219903A1 (en)
CA (1) CA2430173A1 (en)
WO (1) WO2002044847A2 (en)

Families Citing this family (28)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20050021435A1 (en) * 2002-09-30 2005-01-27 Erol Hakanoglu Method and system for valuing an equity-related instrument
AU2003272815A1 (en) * 2002-09-30 2004-04-19 Goldman Sachs And Co. System for analyzing a capital structure
AU2003291570A1 (en) 2002-12-30 2004-07-29 Fannie Mae System and method for creating financial assets
US7152041B2 (en) 2003-03-10 2006-12-19 Chicago Mercantile Exchange, Inc. Derivatives trading methods that use a variable order price
US7440917B2 (en) 2003-03-10 2008-10-21 Chicago Mercantile Exchange, Inc. Order risk management system
AU2004269772A1 (en) * 2003-09-02 2005-03-10 Icap Services North America Llc Timing mechanism and direct messaging for electronic trading platform
US7617138B1 (en) 2004-05-28 2009-11-10 Towers Perrin Forster & Crosby, Inc. Estimating financial valuation of benefit plans
US7966248B2 (en) * 2005-02-01 2011-06-21 Barclays Capital Inc. Methods and systems for providing tax efficient hedge fund returns
US7813985B2 (en) * 2005-08-16 2010-10-12 Elm Income Group, Inc. Equity-indexed annuity for group savings programs
US20070094118A1 (en) * 2005-10-21 2007-04-26 Elke Becker Exposure management system and method
US8200569B1 (en) 2006-06-22 2012-06-12 Power Financial Group, Inc. Option search criteria testing
US7840468B2 (en) * 2007-02-05 2010-11-23 Jpmorgan Chase Bank, N.A. System and method for a risk management framework for hedging mortality risk in portfolios having mortality-based exposure
US8156022B2 (en) 2007-02-12 2012-04-10 Pricelock, Inc. Method and system for providing price protection for commodity purchasing through price protection contracts
US8019694B2 (en) 2007-02-12 2011-09-13 Pricelock, Inc. System and method for estimating forward retail commodity price within a geographic boundary
US20090030822A1 (en) * 2007-03-12 2009-01-29 Jpmorgan Chase Bank, N.A. System and Method for Contingent Equity Return Forward to Hedge Foreign Exchange Risk in Investments Having Varying Exit Parameters
WO2008124719A1 (en) 2007-04-09 2008-10-16 Pricelock, Inc. System and method for providing an insurance premium for price protection
US7945501B2 (en) 2007-04-09 2011-05-17 Pricelock, Inc. System and method for constraining depletion amount in a defined time frame
US20090037249A1 (en) * 2007-08-02 2009-02-05 Edens Corey D Forecasted Currency Exposure Management
US20090192930A1 (en) * 2007-08-24 2009-07-30 Michael Breitenbach Methods and systems for trading options and other derivatives
US8160952B1 (en) 2008-02-12 2012-04-17 Pricelock, Inc. Method and system for providing price protection related to the purchase of a commodity
US20100114745A1 (en) * 2008-10-30 2010-05-06 Sap Ag System and method for calculating and applying market data change rate sets
US20100287113A1 (en) * 2009-05-08 2010-11-11 Lo Andrew W System and process for managing beta-controlled porfolios
US8909540B1 (en) 2009-11-09 2014-12-09 Marshall C. Greenbaum Methods and systems for providing and maintaining retirement income
US8554662B2 (en) 2010-08-27 2013-10-08 Chicago Mercantile Exchange Inc. Delta neutral futures allocation
US8583539B2 (en) 2011-08-31 2013-11-12 Sap Ag Enablement of exposure management to handle priced exposure
US20140108293A1 (en) * 2012-09-14 2014-04-17 Optionshop. Inc. Systems and methods for trading, tracking, and managing configurable portfolio baskets
US20140351165A1 (en) * 2013-05-22 2014-11-27 Frank Kimball Property development hedge structure
WO2023141267A1 (en) * 2022-01-21 2023-07-27 Cryptium Capital, LLC Self-updating trading bot platform

Family Cites Families (44)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5136501A (en) * 1989-05-26 1992-08-04 Reuters Limited Anonymous matching system
US5148365A (en) * 1989-08-15 1992-09-15 Dembo Ron S Scenario optimization
US5802500A (en) * 1992-05-06 1998-09-01 The Evergreen Group Incorporated System and method for computing a financial projection of a prefunding program for other postretirement employee benefits under FASB statement 106
JP3269694B2 (en) * 1993-03-01 2002-03-25 富士通株式会社 Electronic trading system
AU7686994A (en) * 1993-08-18 1995-03-21 Wells Fargo Nikko Investment Advisors Investment fund management method and system
JPH07105239A (en) * 1993-09-30 1995-04-21 Omron Corp Data base managing method and data base retrieving method
US5812988A (en) 1993-12-06 1998-09-22 Investments Analytic, Inc. Method and system for jointly estimating cash flows, simulated returns, risk measures and present values for a plurality of assets
EP0734556B1 (en) * 1993-12-16 2002-09-04 Open Market, Inc. Network based payment system and method for using such system
US6343272B1 (en) * 1994-01-21 2002-01-29 Fdi/Genesis System for analyzing and managing equity participation life insurance and annuity contracts
US6018722A (en) * 1994-04-18 2000-01-25 Aexpert Advisory, Inc. S.E.C. registered individual account investment advisor expert system
GB9416673D0 (en) * 1994-08-17 1994-10-12 Reuters Ltd Data exchange filtering system
US5761442A (en) * 1994-08-31 1998-06-02 Advanced Investment Technology, Inc. Predictive neural network means and method for selecting a portfolio of securities wherein each network has been trained using data relating to a corresponding security
US5704045A (en) 1995-01-09 1997-12-30 King; Douglas L. System and method of risk transfer and risk diversification including means to assure with assurance of timely payment and segregation of the interests of capital
US5784696A (en) * 1995-02-24 1998-07-21 Melnikoff; Meyer Methods and apparatus for evaluating portfolios based on investment risk
US5696907A (en) * 1995-02-27 1997-12-09 General Electric Company System and method for performing risk and credit analysis of financial service applications
AU698181B2 (en) 1995-07-07 1998-10-29 Swychco Infrastructure Services Pty Ltd Methods and apparatus relating to the formulation and trading of investment contracts
US5774553A (en) * 1995-11-21 1998-06-30 Citibank N.A. Foreign exchange transaction system
US5819237A (en) * 1996-02-13 1998-10-06 Financial Engineering Associates, Inc. System and method for determination of incremental value at risk for securities trading
US5884287A (en) * 1996-04-12 1999-03-16 Lfg, Inc. System and method for generating and displaying risk and return in an investment portfolio
US5787402A (en) * 1996-05-15 1998-07-28 Crossmar, Inc. Method and system for performing automated financial transactions involving foreign currencies
US5924083A (en) * 1996-05-29 1999-07-13 Geneva Branch Of Reuters Transaction Services Limited Distributed matching system for displaying a book of credit filtered bids and offers
US6061662A (en) * 1997-08-15 2000-05-09 Options Technology Company, Inc. Simulation method and system for the valuation of derivative financial instruments
US5963923A (en) * 1996-11-12 1999-10-05 Garber; Howard B. System and method for trading having a principal market maker
US5905974A (en) * 1996-12-13 1999-05-18 Cantor Fitzgerald Securities Automated auction protocol processor
US5884312A (en) 1997-02-28 1999-03-16 Electronic Data Systems Corporation System and method for securely accessing information from disparate data sources through a network
US5949044A (en) * 1997-06-13 1999-09-07 Walker Asset Management Limited Partnership Method and apparatus for funds and credit line transfers
US5991743A (en) * 1997-06-30 1999-11-23 General Electric Company System and method for proactively monitoring risk exposure
US6049783A (en) * 1997-08-08 2000-04-11 Power Financial Group, Inc. Interactive internet analysis method
US6144959A (en) 1997-08-18 2000-11-07 Novell, Inc. System and method for managing user accounts in a communication network
US6006202A (en) * 1997-09-03 1999-12-21 International Business Machines Corporation Method to provide sensitivity information for lost-sale (R, s,S) inventory systems
US6393409B2 (en) * 1997-10-31 2002-05-21 Morgan Stanley Dean Witter & Co. Computer method and apparatus for optimizing portfolios of multiple participants
US6021397A (en) * 1997-12-02 2000-02-01 Financial Engines, Inc. Financial advisory system
US5943656A (en) 1997-12-03 1999-08-24 Avista Advantage, Inc. Methods and systems for computerized bill consolidating, billing and payment authorization, computerized utility bill consolidating, utility billing access and payment and utility provider consolidated billing systems
US6064985A (en) * 1998-01-21 2000-05-16 Assured Equities, Inc. Automated portfolio management system with internet datafeed
US6078904A (en) * 1998-03-16 2000-06-20 Saddle Peak Systems Risk direct asset allocation and risk resolved CAPM for optimally allocating investment assets in an investment portfolio
US5950476A (en) * 1998-03-20 1999-09-14 Sms Engineering, Inc. Method and apparatus to tension hot strip during coiling
US6061663A (en) * 1998-04-21 2000-05-09 The Nasdaq Stock Market, Inc. Index rebalancing
US6161098A (en) * 1998-09-14 2000-12-12 Folio (Fn), Inc. Method and apparatus for enabling small investors with a portfolio of securities to manage taxable events within the portfolio
US6360210B1 (en) 1999-02-12 2002-03-19 Folio Trade Llc Method and system for enabling smaller investors to manage risk in a self-managed portfolio of assets/liabilities
US6513019B2 (en) * 1999-02-16 2003-01-28 Financial Technologies International, Inc. Financial consolidation and communication platform
US6101484A (en) 1999-03-31 2000-08-08 Mercata, Inc. Dynamic market equilibrium management system, process and article of manufacture
AU4674700A (en) 1999-04-30 2000-11-17 Creative Planet Inc. System and method for managing film and show production
US6321212B1 (en) * 1999-07-21 2001-11-20 Longitude, Inc. Financial products having a demand-based, adjustable return, and trading exchange therefor
US7571140B2 (en) * 2002-12-16 2009-08-04 First Data Corporation Payment management

Also Published As

Publication number Publication date
US20090043712A1 (en) 2009-02-12
EP1348180A2 (en) 2003-10-01
US7457774B1 (en) 2008-11-25
US7979342B2 (en) 2011-07-12
JP2004523819A (en) 2004-08-05
WO2002044847A2 (en) 2002-06-06
EP1348180A4 (en) 2007-04-04
CA2430173A1 (en) 2002-06-06
WO2002044847A3 (en) 2003-03-13

Similar Documents

Publication Publication Date Title
AU2002219903A1 (en) Dynamic reallocation hedge accounting
AU2001263936A1 (en) Dynamic call admission
AU2001228708A1 (en) Coin-validation arrangement
AU2001262847A1 (en) Language-understanding
AU2001292739A1 (en) 1-oxorapamycins
AU2000267458A1 (en) Hypercomputer
AU2001254546A1 (en) Aminopiperidines
AU2001239310A1 (en) Decahydro-isoquinolines
AU2001220246A1 (en) Neckphone
AU2002211620A1 (en) Autoanastomosis
AU2001258349A1 (en) Bisacylguanidine
AU2001296577A1 (en) Chlorophyllases
AU2001279754A1 (en) Indoloquinazolinones
AU2001285886A1 (en) 2-guanidino-4-aryl-quinazoline
AU2002211128A1 (en) Step-bike
AU2001290931A1 (en) Ski-snowboard
AU2001293852A1 (en) Sulfonylguanidine
AU2001258924A1 (en) Microsatellite-aflp
AU2001281921A1 (en) Bdellosomes
AU2001291876A1 (en) Triazolo-epothilones
AU2001246864A1 (en) Hypotensors
AU2002214354A1 (en) Neck-phone
AU2683601A (en) Damping
AU2000241402A1 (en) Securing an enclosed area
AU2001226668A1 (en) Crankshaft-starter-generator