WO2001022305A8 - A financial risk and exposure management system - Google Patents

A financial risk and exposure management system

Info

Publication number
WO2001022305A8
WO2001022305A8 PCT/GB2000/003671 GB0003671W WO0122305A8 WO 2001022305 A8 WO2001022305 A8 WO 2001022305A8 GB 0003671 W GB0003671 W GB 0003671W WO 0122305 A8 WO0122305 A8 WO 0122305A8
Authority
WO
WIPO (PCT)
Prior art keywords
management system
risk
server
financial risk
tables
Prior art date
Application number
PCT/GB2000/003671
Other languages
French (fr)
Other versions
WO2001022305A2 (en
Inventor
Gavin Bell
Original Assignee
Sungard Software Inc
Gavin Bell
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 Sungard Software Inc, Gavin Bell filed Critical Sungard Software Inc
Priority to AU74367/00A priority Critical patent/AU7436700A/en
Publication of WO2001022305A2 publication Critical patent/WO2001022305A2/en
Publication of WO2001022305A8 publication Critical patent/WO2001022305A8/en

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
    • G06Q40/08—Insurance

Landscapes

  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Development Economics (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)

Abstract

Dans un système de gestion (1) des risques financiers, un serveur (2) reçoit en temps réel des données de vérification du plafond avant la transaction, de mise à jour du risque et d'avertissement de violation, en provenance de systèmes de traitement éloignés (4). Une base de données (3) stocke des tables statiques de données comprenant des données de contrat-cadre. Les tables dynamiques de données contenant les détails des accords de compensation existants sont liées aux tables du contrat. Le serveur (2) lance un moteur de modélisation (13) afin d'appliquer une série de tests de validité pour une proposition concernant un accord de compensation stocké et calcule alors automatiquement le risque.In a financial risk management system (1), a server (2) receives in real time data for checking the ceiling before the transaction, updating the risk and warning of violation, coming from processing systems. distant (4). A database (3) stores static data tables comprising framework contract data. The dynamic data tables containing the details of the existing compensation agreements are linked to the contract tables. The server (2) launches a modeling engine (13) in order to apply a series of validity tests for a proposal concerning a stored compensation agreement and then automatically calculates the risk.

PCT/GB2000/003671 1999-09-23 2000-09-25 A financial risk and exposure management system WO2001022305A2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
AU74367/00A AU7436700A (en) 1999-09-23 2000-09-25 A financial risk and exposure management system

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
GB9922589.8 1999-09-23
GB9922589A GB2354608A (en) 1999-09-23 1999-09-23 A financial risk and exposure management system

Publications (2)

Publication Number Publication Date
WO2001022305A2 WO2001022305A2 (en) 2001-03-29
WO2001022305A8 true WO2001022305A8 (en) 2001-12-27

Family

ID=10861506

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/GB2000/003671 WO2001022305A2 (en) 1999-09-23 2000-09-25 A financial risk and exposure management system

Country Status (3)

Country Link
AU (1) AU7436700A (en)
GB (1) GB2354608A (en)
WO (1) WO2001022305A2 (en)

Families Citing this family (10)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7389265B2 (en) 2001-01-30 2008-06-17 Goldman Sachs & Co. Systems and methods for automated political risk management
US7181428B2 (en) * 2001-01-30 2007-02-20 Goldman, Sachs & Co. Automated political risk management
US8121937B2 (en) 2001-03-20 2012-02-21 Goldman Sachs & Co. Gaming industry risk management clearinghouse
US7778914B1 (en) * 2002-01-14 2010-08-17 Goldman Sachs & Co. Method and apparatus for agreement netting
US8510300B2 (en) 2004-07-02 2013-08-13 Goldman, Sachs & Co. Systems and methods for managing information associated with legal, compliance and regulatory risk
US8442953B2 (en) 2004-07-02 2013-05-14 Goldman, Sachs & Co. Method, system, apparatus, program code and means for determining a redundancy of information
US8996481B2 (en) 2004-07-02 2015-03-31 Goldman, Sach & Co. Method, system, apparatus, program code and means for identifying and extracting information
US8762191B2 (en) 2004-07-02 2014-06-24 Goldman, Sachs & Co. Systems, methods, apparatus, and schema for storing, managing and retrieving information
US10102578B2 (en) * 2014-03-24 2018-10-16 State Street Bank And Trust Company Techniques for automated call cross trade imbalance execution
CN105631047A (en) * 2016-02-17 2016-06-01 中国工商银行股份有限公司 Hierarchically-cascaded data processing method and hierarchically-cascaded data processing system

Family Cites Families (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
ATE191574T1 (en) * 1993-05-28 2000-04-15 Swychco Infrastructure Service METHOD AND APPARATUS FOR FORMULATION AND NEGOTIATION OF RISK MANAGEMENT CONTRACTS
US5784696A (en) * 1995-02-24 1998-07-21 Melnikoff; Meyer Methods and apparatus for evaluating portfolios based on investment risk

Also Published As

Publication number Publication date
GB2354608A (en) 2001-03-28
GB9922589D0 (en) 1999-11-24
WO2001022305A2 (en) 2001-03-29
AU7436700A (en) 2001-04-24

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