Exposure management system and method

• US 20070094118A1
• Filed: 10/21/2005
• Published: 04/26/2007
• Est. Priority Date: 10/21/2005
• Status: Abandoned Application

• Current Assignee: SAP SE
• Original Assignee: SAP SE
• Inventors: Loevenich, Reinhold, Schmid, Stefan, Mueller, Klaus, Becker, Elke, Jensen, Joergen, Haenle, Ulrich
• Application Number:
  US11/255,335
• Publication Number:
  US 20070094118A1
• Time in Patent Office: Days
• US Class Current: 705/36.00R
• CPC Class Codes: G06Q 40/02 Banking, e.g. interest calculation or account maintenance credit or loans G06Q40/03
• CPC Class Codes: G06Q 40/03 Credit; Loans; Processing thereof
• CPC Class Codes: G06Q 40/06 Asset management; Financial planning or analysis

Abstract

In a risk exposure system and method, a processor may receive from an external system exposure records having data elements mapped to data elements of an internal representation of an exposure record. The system and method may generate new exposure data objects based on the mapped data, automatically assign exposure data objects to exposures versions, and automatically assign exposure data objects of versions to exposure groups based on criteria defined by planning profiles. Further, the system and method may automatically generate for an exposure group and transmit to a marketplace an electronic purchase order requesting a hedging instrument to offset risk presented by the exposure group and identifying the exposure group, and, responsive to a transaction confirmation message that is received from the marketplace and that identifies the exposure group or purchase order, generate a hedging instrument data object and associate it with the exposure group.

Claims

1. A risk exposure management method, comprising:

mapping at least one data element of an exposure record to a corresponding data element of an exposure data object template of a first system;

at the first system, receiving from a second system the mapped at least one data element; and

generating an exposure data object based on the exposure data object template and the mapped at least one data element.

2. The risk exposure management method of claim 1, further comprising:

automatically assigning a first plurality of exposure data objects to an exposure group based on at least one data element type of each of the first plurality of exposure data objects.

3. The risk exposure management method of claim 2, wherein the assignment of the first plurality of exposure data objects to the exposure group is for treating risk exposures represented by the first plurality of exposure data objects as a single risk exposure.

4. The risk exposure management method of claim 1, further comprising:

generating an exposures version associated with a planning profile;

based on at least one data element of the generated exposure data object, determining whether the generated exposure data object satisfies at least one criterion of the planning profile; and

automatically assigning the generated exposure data object to the version if it is determined that the exposure data object satisfies the at least one criterion.

5. The risk exposure management method of claim 4, wherein the planning profile is associated with a particular one of a plurality of hedging requirements.

6. The risk exposure management method of claim 5, wherein a first plurality of exposure data objects including the generated exposure data object is assigned to the version, the method further comprising:

based on at least one data element type of each of the first plurality of exposure data objects, determining whether any of the first plurality of exposure data objects should be assigned to a same exposure group; and

if it is determined that, of the first plurality of exposure data objects, a second plurality of the exposure data objects should be assigned to the same exposure group, automatically assigning each of the second plurality of exposure data objects to the same exposure group;

wherein risk exposures represented by exposure data objects of a single exposure group are hedged as a single risk exposure.

7. The risk exposure management method of claim 6, wherein for different planning profiles, different data element types are used for determining whether exposure data objects of the hedge plans should be assigned to an exposure group.

8. The exposure management method of claim 6, wherein the planning profile defines the at least one data element type that is to be used for determining whether any of the first plurality of exposure data objects should be assigned to the same exposure group.

9. An article of manufacture comprising a computer-readable medium having stored thereon instructions adapted to be executed by a processor, the instructions which, when executed, define a risk exposure management method, the method comprising:

mapping at least one data element of an exposure record to a corresponding data element of an exposure data object template of a first system;

at the first system, receiving from a second system the mapped at least one data element; and

generating an exposure data object based on the exposure data object template and the mapped at least one data element.

10. A risk exposure management system, comprising:

an arrangement configured to map at least one data element of an exposure record to a corresponding data element of an exposure data object template of a first system

an arrangement at the first system configured to receive from a second system the mapped at least one data element; and

an arrangement configured to generate an exposure data object based on the exposure data object template and the at least one mapped data element.

11. A risk exposure management method, comprising:

automatically assigning at least one exposure data object to an exposures version, wherein a planning profile associated with the version defines at least one criterion for determining whether exposure data objects of the version should be grouped into a single exposure group; and

automatically forming at least one exposure group based on the at least one criterion of the planning profile.

12. An article of manufacture comprising a computer-readable medium having stored thereon instructions adapted to be executed by a processor, the instructions which, when executed, define a risk exposure management method, the method comprising:

automatically assigning at least one exposure data object to an exposures version, wherein a planning profile associated with the version defines at least one criterion for determining whether exposure data objects of the version should be grouped into a single exposure group; and

automatically forming at least one exposure group based on the at least one criterion of the planning profile.

13. A risk exposure management system, comprising:

an arrangement configured to automatically assign at least one exposure data object to an exposures version, wherein planning profile associated with the version defines at least one criterion for determining whether exposure data objects of the version should be grouped into a single exposure group; and

an arrangement configured to automatically form at least one exposure group based on the at least one criterion of the planning profile.

14. A risk exposure management method, comprising:

for one of an exposure data object and an exposure group, automatically generating an electronic purchase order (P.O.) requesting a purchase of a hedging instrument, wherein the P.O. includes a unique identification of at least one of (a) the P.O. and (b) the one of the exposure data object and the exposure group;

transmitting the P.O. to a marketplace;

receiving from the marketplace a responsive transaction notification message including transaction details and a copy of the identification;

automatically generating a hedging instrument data object based on the transaction details;

based on the copy of the identification, determining that the hedging instrument data object is to be associated with the one of the exposure data object and the exposure group; and

storing data associating the hedging instrument data object with the one of the exposure data object and the exposure group.

15. An article of manufacture comprising a computer-readable medium having stored thereon instructions adapted to be executed by a processor, the instructions which, when executed, define a risk exposure management method, the method comprising:

for one of an exposure data object and an exposure group, automatically generating an electronic purchase order (P.O.) requesting a purchase of a hedging instrument, wherein the P.O. includes a unique identification of at least one of (a) the P.O. and (b) the one of the exposure data object and the exposure group;

transmitting the P.O. to a marketplace;

receiving from the marketplace a responsive transaction notification message including transaction details and a copy of the identification;

automatically generating a hedging instrument data object based on the transaction details;

based on the copy of the identification, determining that the hedging instrument data object is to be associated with the one of the exposure data object and the exposure group; and

storing data associating the hedging instrument data object with the one of the exposure data object and the exposure group.

16. A risk exposure management system, comprising:

an arrangement configured to automatically generate, for one of an exposure data object and an exposure group, an electronic purchase order (P.O.) that requests a purchase of a hedging instrument, wherein the P.O. includes a unique identification of at least one of (a) the P.O. and (b) the one of the exposure data object and the exposure group;

an arrangement configured to transmit the P.O. to a marketplace;

an arrangement configured to receive from the marketplace a responsive transaction notification message that includes transaction details and a copy of the identification;

an arrangement configured to automatically generate a hedging instrument data object based on the transaction details;

an arrangement configured to determine, based on the copy of the identification, that the hedging instrument data object is to be associated with the one of the exposure data object and the exposure group; and

an arrangement configured to store data that associates the hedging instrument data object with the one of the exposure data object and the exposure group.