SYSTEM AND METHOD FOR EXPOSURE MANAGEMENT

• US 20090313175A1
• Filed: 08/27/2008
• Published: 12/17/2009
• Est. Priority Date: 06/16/2008
• Status: Active Grant

• Current Assignee: SAP SE
• Original Assignee: SAP AG (SAP SE)
• Inventors: MUELLER, Klaus, JAIN, Pankaj, LOEVENICH, Reinhold, R, Vinodh A
• Granted Patent: US 8,332,298 B2
• Time in Patent Office: Days
• US Class Current: 705/36.R
• CPC Class Codes: G06Q 40/00 Finance; Insurance; Tax strategies; Processing of corporate or income taxes
• CPC Class Codes: G06Q 40/02 Banking, e.g. interest calculation or account maintenance credit or loans G06Q40/03
• CPC Class Codes: G06Q 40/06 Asset management; Financial planning or analysis

Abstract

A system, method, and computer-readable medium having instructions stored thereon to implement a method for risk exposure management allowing an exposure record to influence one or more risk exposures. In an embodiment, an exposure record is received, at least one data element of the received exposure record being mapped to one or more subexposures. At least one of the one or more subexposures are mapped to one of one or more exposure positions, wherein each exposure position corresponds to exactly one of the one or more risk exposures.

Claims

1. A method for risk exposure management that allows an exposure record to influence at least one risk exposure, the method comprising:

receiving the exposure record;

mapping at least one data element of the received exposure record to at least one sub exposure; and

mapping the at least one sub exposure to exactly one of at least one exposure position, wherein each respective exposure position corresponds to exactly one of the at least one risk exposure.

2. The method of claim 1, further comprising receiving the exposure record through at least one of a manual entry, an automatic entry, and a separate system.

3. The method of claim 2, wherein a specific data element of the received exposure record corresponds to exactly one transacted item type.

4. The method of claim 3, further comprising mapping the specific data element of the received exposure record to the at least one sub exposure based on at least one allocation setting.

5. The method of claim 4, wherein at least one of the at least one allocation setting is defined by a user.

6. The method of claim 4, wherein the at least one allocation settings specifies a composition of the transacted item type corresponding to the specific data element of the received exposure record.

7. The method of claim 1, wherein the at least one sub exposure is mapped to an exposure position based on the at least one aggregation setting.

8. The method of claim 7, wherein the at least one aggregation setting is defined by a user.

9. The method of claim 7, wherein the at least one aggregation setting corresponds to at least one criteria of a planning profile.

10. The method of claim 9, wherein the planning profile is associated with a hedging requirement.

11. The method of claim 7, further comprising generating a flow data object reflecting a mapping relation between the received exposure record and the exposure position.

12. The method of claim 2, further comprising hedging the at least one exposure position at at least one of:

the first system, and a second system.

13. The method of claim 12, wherein hedging the specific exposure position includes:

automatically generating an electronic purchase order (P.O.) requesting a purchase of a hedging instrument, wherein the P.O. includes a unique identification of the specific exposure position;

transmitting the P.O. to a marketplace;

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

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

based on the copy of the identification, associating the hedging instrument data object with the specific exposure position.

14. The method of claim 1, further comprising analyzing at least one of the exposure positions at at least one of the first system, and a second system.

15. The method of claim 1, further comprising calculating a value at risk for at least one of the exposure positions at at least one of the first system and a second system.

16. A computer-readable medium having stored thereon instructions adapted to be executed by a processor, wherein the instructions, when executed, perform a method for risk exposure management that allows an exposure record to influence at least one risk exposure, the method comprising:

receiving the exposure record;

mapping at least one data element of the received exposure record to at least one sub exposure; and

mapping at least one sub exposure to exactly one exposure position, wherein a specific exposure position corresponds to exactly one risk exposure.

17. A system for risk exposure management that allows an exposure record to influence one or more risk exposures, the system comprising:

an arrangement configured to receive the exposure record;

an arrangement configured to map at least one data element of the received exposure record to one or more sub exposures; and

an arrangement configured to map at least one of the one or more sub exposures to exactly one of one or more exposure positions, wherein a specific exposure position corresponds to exactly one of the one or more risk exposures.