WO2003038547A3 - Chambre de compensation de la gestion de risques - Google Patents

Chambre de compensation de la gestion de risques Download PDF

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Publication number
WO2003038547A3
WO2003038547A3 PCT/US2002/032339 US0232339W WO03038547A3 WO 2003038547 A3 WO2003038547 A3 WO 2003038547A3 US 0232339 W US0232339 W US 0232339W WO 03038547 A3 WO03038547 A3 WO 03038547A3
Authority
WO
WIPO (PCT)
Prior art keywords
risk
risk management
advisories
rmc
world events
Prior art date
Application number
PCT/US2002/032339
Other languages
English (en)
Other versions
WO2003038547A2 (fr
Inventor
David Lawrence
Original Assignee
Goldman Sachs & Co
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 & Co filed Critical Goldman Sachs & Co
Priority to AU2002334940A priority Critical patent/AU2002334940A1/en
Publication of WO2003038547A2 publication Critical patent/WO2003038547A2/fr
Publication of WO2003038547A3 publication Critical patent/WO2003038547A3/fr

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
    • G06Q40/08—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)
  • Medical Treatment And Welfare Office Work (AREA)

Abstract

La présente invention se rapporte à un procédé et à un système informatique de la gestion des risques permettant de faciliter l'analyse et la quantification des risques associés à une transaction financière. Un système automatisé de type chambre de compensation de la gestion des risques (RMC) gère une base de données associées à des variables de risques incluant des avis gouvernementaux d'événements mondiaux, ainsi que d'autres sources d'informations avec un risque potentiel pour une institution financière. Ce système RMC peut faire l'objet d'un accès direct ou être lié à des systèmes informatiques frontaux ou dorsaux aux fins d'une surveillance automatique des transactions. Un système d'évaluation est utilisé pour évaluer le risque en fonction de critères tels que des avis de risque, des données historique, l'interprétation d'événements mondiaux ou d'autres variables qui peuvent avoir un effet sur le risque.
PCT/US2002/032339 2001-10-30 2002-10-09 Chambre de compensation de la gestion de risques WO2003038547A2 (fr)

Priority Applications (1)

Application Number Priority Date Filing Date Title
AU2002334940A AU2002334940A1 (en) 2001-10-30 2002-10-09 Risk management clearinghouse

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US2112401A 2001-10-30 2001-10-30
US10/021,124 2001-10-30

Publications (2)

Publication Number Publication Date
WO2003038547A2 WO2003038547A2 (fr) 2003-05-08
WO2003038547A3 true WO2003038547A3 (fr) 2004-12-23

Family

ID=21802462

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2002/032339 WO2003038547A2 (fr) 2001-10-30 2002-10-09 Chambre de compensation de la gestion de risques

Country Status (2)

Country Link
AU (1) AU2002334940A1 (fr)
WO (1) WO2003038547A2 (fr)

Families Citing this family (6)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
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
US7945501B2 (en) 2007-04-09 2011-05-17 Pricelock, Inc. System and method for constraining depletion amount in a defined time frame
US7945500B2 (en) 2007-04-09 2011-05-17 Pricelock, Inc. System and method for providing an insurance premium for price protection
US8160952B1 (en) 2008-02-12 2012-04-17 Pricelock, Inc. Method and system for providing price protection related to the purchase of a commodity
US10699276B1 (en) * 2015-12-03 2020-06-30 Wells Fargo Bank, N.A. Intraday alert volume adjustments based on risk parameters

Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5615109A (en) * 1995-05-24 1997-03-25 Eder; Jeff Method of and system for generating feasible, profit maximizing requisition sets
US6278981B1 (en) * 1997-05-29 2001-08-21 Algorithmics International Corporation Computer-implemented method and apparatus for portfolio compression
US6598087B1 (en) * 1999-09-08 2003-07-22 Ge Capital Commercial Finance, Inc. Methods and apparatus for network-enabled virtual printing

Patent Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5615109A (en) * 1995-05-24 1997-03-25 Eder; Jeff Method of and system for generating feasible, profit maximizing requisition sets
US6278981B1 (en) * 1997-05-29 2001-08-21 Algorithmics International Corporation Computer-implemented method and apparatus for portfolio compression
US6598087B1 (en) * 1999-09-08 2003-07-22 Ge Capital Commercial Finance, Inc. Methods and apparatus for network-enabled virtual printing

Also Published As

Publication number Publication date
WO2003038547A2 (fr) 2003-05-08
AU2002334940A1 (en) 2003-05-12

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