Liquidity Assessment System

• US 20130173437A1
• Filed: 01/04/2012
• Published: 07/04/2013
• Est. Priority Date: 01/04/2012
• Status: Abandoned Application

• Current Assignee: Bank of America Corp.
• Original Assignee: Bank of America Corp.
• Inventors: Hascup, Brian J., Capparell, Maryfaith, Kardell, James, Gus, Itamar, Balasubramanian, Jayalakshmi, Kirshtein, Julia, Karve, Amit A., Pichai, Kannan, Ambrose-Lourdes, Ancilla, Cummings, Sara M., Vadhiyar, Balaji, Infuso, Steven F.
• Application Number:
  US13/343,140
• Publication Number:
  US 20130173437A1
• Time in Patent Office: Days
• US Class Current: 705/30
• CPC Class Codes: G06Q 10/06 Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
• CPC Class Codes: G06Q 40/02 Banking, e.g. interest calculation or account maintenance credit or loans G06Q40/03
• CPC Class Codes: G06Q 50/18 Legal services

Abstract

In some embodiments, a liquidity assessment system comprises a memory and a processor communicatively coupled to the memory. The memory is operable to store financial environment data, financial liquidity data for a financial enterprise, and financial scenario data. The processor is configured to generate a scenario financial environment by applying the financial scenario data to the financial environment data, determine scenario liquidity positions for each financial entity within a financial enterprise, and compare the scenario liquidity positions with liquidity requirements of jurisdictions governing the financial entities.

Claims

1. A liquidity assessment system, comprising:

a memory operable to store;

financial environment data, the financial environment data identifying at least one characteristic of an existing financial environment;

financial liquidity data for a financial enterprise, the financial enterprise comprising a plurality of financial entities, the plurality of financial entities comprising a first financial entity and a second financial entity, the first financial entity being subject to liquidity requirements of a first jurisdiction, the second financial entity being subject to liquidity requirements of a second jurisdiction different from the first jurisdiction, the financial liquidity data identifying a liquidity position for each financial entity in the existing financial environment;

financial scenario data, the financial scenario data identifying at least one change to the at least one characteristic of the existing financial environment; and

a processor, communicatively coupled to the memory, the processor configured to;

generate a scenario financial environment by applying the financial scenario data to the financial environment data;

determine a first scenario liquidity position for the first financial entity in the scenario financial environment;

determine a second scenario liquidity position for the second financial entity in the scenario financial environment;

compare the first scenario liquidity position to the liquidity requirements of the first jurisdiction; and

compare the second scenario liquidity position to the liquidity requirements of the second jurisdiction.

2. The system of claim 1, wherein the financial liquidity data identifies cash flow positions for each financial entity in the existing financial environment.

3. The system of claim 1, wherein the financial liquidity data identifies trade positions for each financial entity in the existing financial environment.

4. The system of claim 1, wherein the first financial entity is also subject to the liquidity requirements of the second jurisdiction, the processor further configured to compare the first scenario liquidity position to the liquidity requirements of the second jurisdiction.

5. The system of claim 1, wherein the liquidity requirements of the first jurisdiction indicate the at least one change to the at least one characteristic of the existing financial environment.

6. The system of claim 1, the processor being further configured to generate a first jurisdiction report, the first jurisdiction report comprising a scenario liquidity position for each financial entity of the plurality of financial entities subject to the liquidity requirements of the first jurisdiction.

7. The system of claim 1, wherein the liquidity requirements of the first jurisdiction and the second jurisdiction comprise liquidity buffer requirements, the liquidity buffer requirements defining a minimum liquidity buffer required for a financial entity.

8. A non-transitory computer readable medium comprising logic for execution, the logic, when executed by a processor, operable to:

receive financial environment data, the financial environment data identifying at least one characteristic of an existing financial environment;

receive financial liquidity data for a financial enterprise, the financial enterprise comprising a plurality of financial entities, the plurality of financial entities comprising a first financial entity and a second financial entity, the first financial entity being subject to liquidity requirements of a first jurisdiction, the second financial entity being subject to liquidity requirements of a second jurisdiction different from the first jurisdiction, the financial liquidity data identifying a liquidity position for each financial entity in the existing financial environment;

receive financial scenario data, the financial scenario data identifying at least one change to the at least one characteristic of the existing financial environment;

generate a scenario financial environment by applying the financial scenario data to the financial environment data;

determine a first scenario liquidity position for the first financial entity in the scenario financial environment;

determine a second scenario liquidity position for the second financial entity in the scenario financial environment;

compare the first scenario liquidity position to the liquidity requirements of the first jurisdiction; and

compare the second scenario liquidity position to the liquidity requirements of the second jurisdiction.

9. The computer-readable medium of claim 8, wherein the financial liquidity data identifies cash flow positions for each financial entity in the existing financial environment.

10. The computer-readable medium of claim 8, wherein the financial liquidity data identifies trade positions for each financial entity in the existing financial environment.

11. The computer-readable medium of claim 8, wherein the first financial entity is also subject to the liquidity requirements of the second jurisdiction, the logic when executed being further operable to compare the first scenario liquidity position to the liquidity requirements of the second jurisdiction.

12. The computer-readable medium of claim 8, wherein the liquidity requirements of the first jurisdiction indicate the at least one change to the at least one characteristic of the existing financial environment.

13. The computer-readable medium of claim 8, the logic when executed being further operable to generate a first jurisdiction report, the first jurisdiction report comprising a scenario liquidity position for each financial entity of the plurality of financial entities subject to the liquidity requirements of the first jurisdiction.

14. The computer-readable medium of claim 8, wherein the liquidity requirements of the first jurisdiction and the second jurisdiction comprise liquidity buffer requirements, the liquidity buffer requirements defining a minimum liquidity buffer required for a financial entity.

15. A method for assessing liquidity of a financial enterprise, comprising:

receiving financial environment data, the financial environment data identifying at least one characteristic of an existing financial environment;

receiving financial liquidity data for a financial enterprise, the financial enterprise comprising a plurality of financial entities, the plurality of financial entities comprising a first financial entity and a second financial entity, the first financial entity being subject to liquidity requirements of a first jurisdiction, the second financial entity being subject to liquidity requirements of a second jurisdiction different from the first jurisdiction, the financial liquidity data identifying a liquidity position for each financial entity in the existing financial environment;

receiving financial scenario data, the financial scenario data identifying at least one change to the at least one characteristic of the existing financial environment;

generating a scenario financial environment by applying the financial scenario data to the financial environment data;

determining a first scenario liquidity position for the first financial entity in the scenario financial environment;

determining a second scenario liquidity position for the second financial entity in the scenario financial environment;

comparing the first scenario liquidity position to the liquidity requirements of the first jurisdiction; and

comparing the second scenario liquidity position to the liquidity requirements of the second jurisdiction.

16. The method of claim 15, wherein the financial liquidity data identifies cash flow positions for each financial entity in the existing financial environment.

17. The method of claim 15, wherein the financial liquidity data identifies trade positions for each financial entity in the existing financial environment.

18. The method of claim 15, wherein the first financial entity is also subject to the liquidity requirements of the second jurisdiction, the method further comprising comparing the first scenario liquidity position to the liquidity requirements of the second jurisdiction.

19. The method of claim 15, wherein the liquidity requirements of the first jurisdiction indicate the at least one change to the at least one characteristic of the existing financial environment.

20. The method of claim 15, wherein the liquidity requirements of the first jurisdiction and the second jurisdiction comprise liquidity buffer requirements, the liquidity buffer requirements defining a minimum liquidity buffer required for a financial entity.