Extended value and risk management system
First Claim
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1. A computer implemented risk method, comprising:
- preparing data representative of an organization from a plurality of organization management systems for use in processing,transforming at least a portion of the data into a matrix of organization value that determines a value of each of one or more elements of value and each of one or more external factors that contribute to a value of each of one or more segments of organization value,quantifying a plurality of risks for the organization as a whole and for one or more segments of value for an organization where the segments of value are derivatives, market sentiment, real options and combinations thereof by using said matrix to simulate organization performance under an extreme scenario, andusing at least one of the quantified risks to identify and output a customized risk transfer program for the organizationwhere the customized risk transfer program comprises a set of risk transfer transactions that minimize organization risk for the extreme scenario and an index for at least one type of risk transfer transaction,where said index does not comprise a weather index, andwhere a plurality of organization management systems comprise a basic financial system, at least one risk management system and optionally one or more asset management systems.
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Abstract
A method of and system for creating an organization risk matrix and an organization value matrix and using said matrices to support the management and optimization of one or more aspects of organization risk and value, the development and optimized delivery of standard and customized risk transfer products for one or more organizations, and the development, valuation and sale of securities for one or more organizations.
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Citations
29 Claims
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1. A computer implemented risk method, comprising:
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preparing data representative of an organization from a plurality of organization management systems for use in processing, transforming at least a portion of the data into a matrix of organization value that determines a value of each of one or more elements of value and each of one or more external factors that contribute to a value of each of one or more segments of organization value, quantifying a plurality of risks for the organization as a whole and for one or more segments of value for an organization where the segments of value are derivatives, market sentiment, real options and combinations thereof by using said matrix to simulate organization performance under an extreme scenario, and using at least one of the quantified risks to identify and output a customized risk transfer program for the organization where the customized risk transfer program comprises a set of risk transfer transactions that minimize organization risk for the extreme scenario and an index for at least one type of risk transfer transaction, where said index does not comprise a weather index, and where a plurality of organization management systems comprise a basic financial system, at least one risk management system and optionally one or more asset management systems. - View Dependent Claims (2, 3, 4, 5, 6, 7)
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8. A computer readable medium having sequences of instructions stored therein, which when executed cause the processors in a plurality of computers that have been connected via a network to perform an organization method, comprising:
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preparing data from a plurality of organization related systems for use in processing, developing a computational model of organization market value by segment of value, element of value and external factor by completing a series of multivariate analyses in an automated fashion using at least a portion of the data, using said model to quantify a plurality of risks for the organization as a whole and develop a customized risk transfer program for the organization and complete one or more useful activities selected from the group consisting of;
identifying an efficient frontier for organization financial performance, quantifying a plurality of risks by element of value, quantifying a plurality of risks by segment of value, quantifying a plurality of risks by external factor, identifying a target share price for organization common stock, identifying one or more changes that will optimize one or more aspects of organization financial performance, calculating a net contribution of each element of value to an organization market value, calculating a net contribution of each external factor to an organization market value, calculating a value for each element of value, calculating a value impact for a plurality of risk management activities, valuing organization common stock, creating one or more hybrid securities, developing a matrix of value, developing a matrix of risk, creating one or more customized risk transfer products and combinations thereof, anddisplaying one or more results from said one or more useful activities using a paper document or electronic display where the customized risk transfer program comprises one or more securitized risk contracts, one or more hybrid securities or a combination thereof, and where the quantified risks are contingent liabilities, event risks, market volatility risks, variability risks and combinations thereof. - View Dependent Claims (9, 10, 11, 12, 13)
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14. A computer implemented analysis method, comprising:
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obtaining data regarding existing investments and liabilities for a financial service provider, preparing data from a plurality of client organization management systems for use in processing, quantifying a value and a plurality of risks for one or more segments of value and the organization as a whole for a plurality of client organizations where the segments of value are derivatives, market sentiment, real options and combinations thereof using at least a portion of said data, and analyzing the combined data as required to develop a customized risk transfer program for each client organization and complete activities selected from the group consisting of;
identify an optimal set of financial service transactions for each client organization, identify a plurality of financial service transaction price levels that optimize value for the financial service provider and identify a set of changes in financial service provider capital structure that will optimize performancewhere the customized risk transfer program comprises one or more securitized risk contracts, one or more hybrid securities or a combination thereof. - View Dependent Claims (15)
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16. A computer readable medium having sequences of instructions stored therein, which when executed cause the processors in a plurality of computers that have been connected via a network to perform an organization method, comprising:
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preparing data representative of an organization from a plurality of organization management systems for use in processing for one or more organizations, transforming at least a portion of the data into a matrix of value for each organization that determines a value of each of one or more elements of value and each of one or more external factors that have a tangible impact on one or more segments of organization value quantifying a plurality of risks for each organization as a whole and for one or more segments of value within each organization by using said matrix to simulate organization performance under a normal scenario, and analyzing the quantified risks as required to identify and output an index for at least one type of risk transfer transaction and a customized risk transfer program for each organization where the customized risk transfer program comprises a set of risk transfer transactions that minimize organization risk and maximize organization value for the normal scenario, where the elements of value are brands, customers and elements of value selected from the group consisting of alliances, channels, employees, equipment, knowledge, intellectual property, inventory, investors, partnerships, processes, vendors, and combinations thereof, where the segments of value are current operation, derivatives, market sentiment and real options, where said index does not comprise a weather index, and where a plurality of organization management systems comprise a basic financial system, at least one risk management system and optionally one or more asset management systems. - View Dependent Claims (17, 18, 19, 20, 21, 22)
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23. A risk transfer system, comprising:
networked computers each with a processor having circuitry to execute instructions;
a storage device available to each processor with sequences of instructions stored therein, which when executed cause the processors to;prepare data representative of an organization from a plurality of organization management systems for use in processing for one or more organizations, transform at least a portion of the data into a matrix of value for each organization that identifies a contribution of each of one or more elements of value and each of one or more external factors that have a tangible impact on one or more segments of organization value quantify a plurality of risks for each organization as a whole and for one or more segments of value for each organization by using said matrix to simulate organization performance under a normal scenario and an extreme scenario, and analyze the quantified risks as required to identify and output an index for at least one type of risk transfer transaction and a customized risk transfer program for each organization for each scenario where the customized risk transfer program comprises a set of risk transfer transactions that minimize organization risk and maximize organization value for the chosen scenario, where the elements of value are brands, customers and elements of value selected from the group consisting of alliances, channels, employees, equipment, knowledge, intellectual property, inventory, investors, partnerships, processes, vendors, and combinations thereof, where the segments of value are current operation, derivatives, market sentiment and real options, where said index does not comprise a weather index, and where a plurality of organization management systems comprise a basic financial system, at least one risk management system and optionally one or more asset management systems. - View Dependent Claims (24, 25, 26, 27, 28, 29)
Specification