UNIDIRECTIONALLY PROTECTED, FULLY AUTOMATED ASSET ALLOCATION AND ASSET MONITORING APPARATUSES, AND A CORRESPONDING METHOD

• US 20090063236A1
• Filed: 06/30/2008
• Published: 03/05/2009
• Est. Priority Date: 06/28/2007
• Status: Active Grant

• Current Assignee: Swiss Reinsurance Company
• Original Assignee: Swiss Reinsurance Company
• Inventors: Pennay, Richard
• Granted Patent: US 8,335,710 B2
• Time in Patent Office: Days
• US Class Current: 705/8
• CPC Class Codes: G06Q 10/06 Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
• CPC Class Codes: G06Q 10/0631 Resource planning, allocation, distributing or scheduling for enterprises or organisations
• CPC Class Codes: G06Q 30/0201 Market modelling; Market analysis; Collecting market data
• CPC Class Codes: G06Q 30/0206 Price or cost determination based on market factors

Abstract

A computer-aided asset allocation and asset monitoring apparatus comprising a unidirectional, data-protected control signal apparatus, in which data from locally arranged, protected databases can be transferred via a network to the asset allocation and asset monitoring apparatus and can be evaluated and in which electronic control signals and/or control data can be transmitted to at least one authorized receiver station.

Claims

1. A computer-aided asset allocation and asset monitoring apparatus comprising a unidirectional, data-protected control signal apparatus, in which data from locally arranged, protected databases can be transferred via a network to the asset allocation and asset monitoring apparatus and can be evaluated and in which electronic control signals and/or control data can be transmitted to at least one authorized receiver station,

wherein the asset allocation and asset monitoring apparatus comprises a filter module, where a lookup table in the filter module can be used to associate portfolio elements in a memory unit with one another and, on the basis of the associated portfolio elements, the filter module can be used to select data from the protected databases periodically within a definable time window and to transmit them to the control signal apparatus,

wherein a weighting module can be used to associate the transferred data with the portfolio elements of the lookup table in weighted fashion on the basis of variable weighting parameters, the weighting parameters being generated at least on the basis of filtered and selected market sum value parameters for the respective portfolio element,

wherein an index module comprises at least one first, second and third incrementable memory stack, where the first memory stack comprises a filtered market value factor, which market value factor can be incremented periodically by means of a determinable first stack factor, where the second memory stack comprises a filtered first return factor which is weighted by means of the market value factor, which first return factor can be incremented periodically by means of a determinable second stack factor on the basis of coupon sum values, and where the third memory stack comprises a filtered second return factor which is weighted by means of the market value factor, which second return factor can be incremented periodically by means of a determinable second stack factor on the basis of periodically detected quoted sum values of the portfolio elements, and

wherein the control signal apparatus can be used to generate the electronic control signals and/or control data on the basis of the unidirectionally filtered first, second and third memory stack values and to transmit them to the at least one authorized receiver station.

2. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein the control signal data is graphically displayed on the receiver station, with the graphical display being periodically corrected perspectively in line with the control signal data.

3. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein the index module comprises:

a fourth memory stack, where the fourth memory stack comprises a filtered third return factor which is weighted by means of the market value factor and which can be increased on the basis of the cumulated first return factor and second return factor, and where the index module can be used to generate the electronic control signals and/or control data on the basis of the unidirectionally filtered first, second, third and fourth memory stack values and to transmit them to the at least one authorized receiver station.

4. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein for the unidirectional filtering of the first, second and third memory stack values the asset allocation and asset monitoring apparatus comprises an interface module for the access-controlled transfer of the memory stack values.

5. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein the portfolio elements comprise definable parameters for catastrophe bonds.

6. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein the market value factor comprises the market sum value of a portfolio element on the basis of a definable starting time value.

7. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein the third return factor comprises a sum value for the total profit from all portfolio elements.

8. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein the receiver station can be used to receive access-controlled, electronic control signal data by transferring access request data to a conditional access server via a network, and wherein the conditional access server can be used to transfer access authorization data on the basis of the access request data to the respective receiver station via the network.

9. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein charging data can be transmitted to a transaction server via a network for the purpose of charging for the service used in receiving the electronic control signal data.

10. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein chronological control signals and/or control data for each portfolio element are provided in a separate history module up to a stipulatable time in the past for transmission to one or more reception stations.

11. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 1, wherein the control signal apparatus can be used to produce a unidirectional data stream, with reception stations being able to be used to take specific control signals and/or control data automatically from the data stream and to display them and/or store them.

12. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 11, wherein the data stream is an encapsulated data package stream.

13. The computer-aided asset allocation and asset monitoring apparatus as claimed in claim 11, wherein the data stream is a DAB/DVB data stream.

14. A computer-aided asset allocation and asset monitoring method using asset allocation and asset monitoring apparatuses comprising a unidirectional, data-protected control signal apparatus, in which data from locally arranged, protected databases are transferred via a network to the asset allocation and asset monitoring apparatuses and are evaluated and in which electronic control signals and/or control data are transmitted to at least one authorized receiver station,

wherein a filter module in the asset allocation and asset monitoring apparatuses is used to associate portfolio elements in a memory unit with one another using a lookup table and, on the basis of the associated portfolio elements, the filter module is used to select data from the protected databases periodically within a definable time window and to transfer them to the control signal apparatus,

wherein a weighting module is used to associate the transferred data with the portfolio elements of the lookup table in weighted fashion on the basis of variable weighting parameters, the weighting parameters being generated at least on the basis of filtered and selected market sum value parameters for the respective portfolio element,

wherein an index module comprises a first, second and third incrementable memory stack, where the first memory stack comprises a filtered market value factor, which market value factor can be incremented periodically by means of a determinable first stack factor, where the second memory stack comprises a filtered first return factor which is weighted by means of the market value factor, which first return factor can be incremented periodically by means of a determinable second stack factor on the basis of coupon sum values, and where the third memory stack comprises a filtered second return factor which is weighted by means of the market value factor, which second return factor can be incremented periodically by means of a determinable second stack factor on the basis of periodically detected quoted sum values of the portfolio elements,

wherein the index module is used to generate the electronic control signals and/or control data on the basis of the unidirectionally filtered first, second and third memory stack values, and also a third return factor comprising the second and third memory stacks, and to transmit them to the at least one authorized receiver station.

15. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein the control signal data are graphically displayed by means of the receiver station, the graphical display being periodically corrected perspectively in line with the control signal data.

16. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein the index module is used to weight a third return factor using the market value factor and to transfer it to a fourth memory stack, which is incremented on the basis of the cumulated first and second return factors, and where the index module is used to generate the electronic control signals and/or control data on the basis of the unidirectionally filtered first, second, third and fourth memory stack values and to transmit them to the at least one authorized receiver station.

17. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein the asset allocation and asset monitoring apparatus is used to filter the first, second and third memory stack values unidirectionally, with an interface module in the asset allocation and asset monitoring apparatus being used to transfer the memory stack values under access control for a user.

18. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein at least some of the portfolio elements are generated as definable parameters for catastrophe bonds.

19. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein the market value factor is at least partly generated as a market sum value for a portfolio element on the basis of a definable starting time value.

20. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein the third return factor is generated as a sum value for the total profit from all portfolio elements.

21. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein the receiver station for receiving access-controlled, electronic control signals and/or control data is used to transfer access request data to a conditional access server via a network and wherein the conditional access server is used to transfer access authorization data on the basis of the access request data to the respective receiver station via the network.

22. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein charging data for charging for the service used in receiving the electronic control signals and/or control data are transmitted to a transaction server via a network.

23. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein chronological control signals and/or control data for each portfolio element are provided in a separate history module up to a stipulatable time in the past for access by means of the reception stations.

24. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein the control signal apparatus is used to produce a unidirectional data stream, with reception stations being able to be used to take specific control signals and/or control data from the data stream automatically and being used to display and/or store them.

25. The computer-aided asset allocation and asset monitoring method as claimed in claim 24, wherein the data stream is generated as an encapsulated data package stream.

26. The computer-aided asset allocation and asset monitoring method as claimed in claim 14, wherein the data stream is generated as a DAB/DVB data stream.

27. A computer-readable medium having computer-readable instructions recorded thereon that can perform a method when the instructions are loaded to a memory of a computer and are executed by the instructions are loaded to a memory of a computer and are executed by the computer, the method performing the steps as claimed in one of claims 14 to 26.