Risk management system
First Claim
Patent Images
1. A computer implemented risk transfer method, comprising:
- integrate a plurality of transaction data from a plurality of management systems for a plurality of clients in accordance with a common schema,analyze said data with a series of models as required to quantity a value impact and a risk for one or more elements of value and one or more market value factors for each of one or more segments of value for each of a plurality of customers,analyzing said data to identify an optimal set of risk transfer transactions for each customer where the optimal set of risk transfer transactions is the set that minimizes the value impact of retained risks within the constraints on risk transfer imposed by the capital available for risk transfer purchases under a scenario selected from the group consisting of normal, extreme and combinations thereof, andoptionally implement an optimal set of risk transfer transactions for one or more customerswhere risk transfer transactions are selected from the group consisting of a swap of an element of value risk, a swap of an external factor risk and combinations thereof for one or more segments of value.
3 Assignments
0 Petitions
Accused Products
Abstract
An automated method and system (100) for risk analysis, management and optimization for a plurality of commercial enterprises.
117 Citations
18 Claims
-
1. A computer implemented risk transfer method, comprising:
-
integrate a plurality of transaction data from a plurality of management systems for a plurality of clients in accordance with a common schema, analyze said data with a series of models as required to quantity a value impact and a risk for one or more elements of value and one or more market value factors for each of one or more segments of value for each of a plurality of customers, analyzing said data to identify an optimal set of risk transfer transactions for each customer where the optimal set of risk transfer transactions is the set that minimizes the value impact of retained risks within the constraints on risk transfer imposed by the capital available for risk transfer purchases under a scenario selected from the group consisting of normal, extreme and combinations thereof, and optionally implement an optimal set of risk transfer transactions for one or more customers where risk transfer transactions are selected from the group consisting of a swap of an element of value risk, a swap of an external factor risk and combinations thereof for one or more segments of value. - View Dependent Claims (2, 3, 4, 5, 6)
-
-
7. A computer readable medium having sequences of instructions stored therein, which when executed causes a processor in at least one computer to perform risk transfer method, comprising:
-
integrate a plurality of transaction data from a plurality of management systems for a plurality of clients in accordance with a common schema, analyze said data with a series of models as required to quantity a value impact and a risk for one or more elements of value and one or more market value factors for each of one or more segments of value for each of a plurality of customers, analyzing said data to identify an optimal set of risk transfer transactions for each customer where the optimal set of risk transfer transactions is the set that minimizes the value impact of retained risks within the constraints on risk transfer imposed by the capital available for risk transfer purchases under a scenario selected from the group consisting of normal, extreme and combinations thereof, and optionally implement an optimal set of risk transfer transactions for one or more customers where risk transfer transactions are selected from the group consisting of a swap of an element of value risk, a swap of an external factor risk, and combinations thereof for one or more segments of value, and where the segments of value are a current operation, a real option segment and segments of value selected from the group consisting of derivatives, excess financial assets, market sentiment and combinations thereof. - View Dependent Claims (8, 9, 10, 11, 12)
-
-
13. An enterprise system, comprising a computer with a processor having circuitry to execute instructions;
- a storage device available to said processor with sequences of instructions stored therein, which when executed cause the processor to;
integrate a plurality of transaction data from a plurality of management systems for a plurality of clients in accordance with a common schema, analyze said data with a series of models as required to quantity a value impact and a risk for one or more elements of value and one or more market value factors for each of one or more segments of value for each of a plurality of customers, analyzing said data to identify an optimal set of risk transfer transactions for each customer where the optimal set of risk transfer transactions is the set that minimizes the value impact of retained risks within the constraints on risk transfer imposed by the capital available for risk transfer purchases under a scenario selected from the group consisting of normal, extreme and combinations thereof, and optionally implement an optimal set of risk transfer transactions for one or more customers where risk transfer transactions are selected from the group consisting of a swap of an element of value risk, a swap of an external factor risk and combinations thereof for one or more segments of value, and where the segments of value are a current operation, a derivative segment, a real option segment and segments of value selected from the group consisting of excess financial assets, market sentiment and combinations thereof. - View Dependent Claims (14, 15, 16, 17, 18)
- a storage device available to said processor with sequences of instructions stored therein, which when executed cause the processor to;
Specification