Risk transfer supply chain system
First Claim
Patent Images
1. An apparatus, comprising:
- a plurality of client management systems,means for aggregating data from said systems in accordance with a common model or schema for a plurality of clients,means for identifying one or more existing risk transfer agreements and quantifying a plurality of risks for one or more segments of value for each client where the segments of value are selected from the group consisting of current operation, derivatives, investments, market sentiment, real options and combinations thereof, andmeans for identifying an optimal set of risk transfer transactions for each client using said quantifications.
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Abstract
An automated method and system (100) for supplying risk transfer products to a client company on a continual basis. After the client company provides data to the risk transfer supply chain, swaps and/or insurance products that provide the desired risk transfer are identified and priced. The information regarding the proposed risk transfer swaps and products is optionally reviewed by the user (20) and optionally accepted. If accepted, the transaction is completed in an automated fashion. Prices and contingent capital purchases are established as required to keep the operator of the risk transfer supply chain in compliance with regulatory reserve requirements.
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Citations
41 Claims
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1. An apparatus, comprising:
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a plurality of client management systems, means for aggregating data from said systems in accordance with a common model or schema for a plurality of clients, means for identifying one or more existing risk transfer agreements and quantifying a plurality of risks for one or more segments of value for each client where the segments of value are selected from the group consisting of current operation, derivatives, investments, market sentiment, real options and combinations thereof, and means for identifying an optimal set of risk transfer transactions for each client using said quantifications. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11)
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12. A risk transfer method, comprising:
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obtaining a plurality of quantified value and risk data for one or more segments of value for one or more clients within a plurality of clients where the segments of value are selected from the group consisting of current operation, derivatives, investments, market sentiment, real options and combinations thereof, and identifying an optimal set of risk transfer transactions for each client using said quantified value and risk data where the optimal set of risk transfer transactions further comprises the set that maximizes one or more segments of value while minimizing client risk, and where a plurality of quantified value and risk data for one or more segments of value for each client further comprises value and risk data quantified by an element of value, a risk or an external factor and data that identifies existing risk transfer agreements. - View Dependent Claims (13, 14, 15, 16, 17, 18, 19, 20, 21, 22)
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23. A risk transfer operation method, comprising:
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obtaining a plurality of quantified value and risk data for one or more segments of value for one or more clients within a plurality of clients where the segments of value are selected from the group consisting of current operation, derivatives, investments, market sentiment, real options and combinations thereof, obtaining a plurality of risk transfer operation data including financial performance forecasts, financial performance goals and regulatory requirements; analyzing the data as required to quantify one or more inter-relationships between a plurality risks for different clients and a relationship between client risks and a risk transfer operation performance, generating one or more scenarios for client risk transfer requirements using said analyses where the scenarios are selected from the group consisting of normal scenarios, extreme scenarios, scenarios defined by regulations and combinations thereof; and identifying, displaying and optionally implementing an optimal set of changes in operation for satisfying said requirements under a scenario in an automated fashion where a plurality of quantified value and risk data for one or more segments of value for each client further comprises value and risk quantified by an element of value, a risk or an external factor and data that identifies existing risk transfer agreements. - View Dependent Claims (24, 25, 26)
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27. A program storage device readable by a computer, tangibly embodying a program of instructions executable by a computer to perform the method steps in a risk transfer method, comprising:
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obtaining a plurality of quantified value and risk data for one or more segments of value for each client within a plurality of clients where the segments of value are selected from the group consisting of current operation, derivatives, investments, market sentiment, real options and combinations thereof, and identifying an optimal set of risk transfer transactions for each client using said quantified value and risk data where the optimal set of risk transfer transactions further comprises the set that maximizes one or more segments of value while minimizing client risk, and where a plurality of quantified value and risk data for one or more segments of value for each client further comprises value and risk quantified by an element of value or an external factor and data that identifies existing risk transfer agreements. - View Dependent Claims (28, 29, 30, 31, 32, 33, 34, 35, 36, 37)
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38. A program storage device readable by a computer, tangibly embodying a program of instructions executable by a computer to perform the method steps in a risk transfer operation method, comprising:
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obtaining a plurality of quantified value and risk data for one or more segments of value for one or more clients within a plurality of clients where the segments of value are selected from the group consisting of current operation, derivatives, investments, market sentiment, real options and combinations thereof, obtaining a plurality of risk transfer operation data including financial performance forecasts, financial performance goals and regulatory requirements; analyzing the data as required to quantify one or more inter-relationships between a plurality risks for different clients and a relationship between client risks and a risk transfer operation performance, generating one or more scenarios for client risk transfer requirements using said analyses where the scenarios are selected from the group consisting of normal scenarios, extreme scenarios, scenarios defined by regulations and combinations thereof; and identifying, displaying and optionally implementing an optimal set of changes in operation for satisfying said requirements under a scenario in an automated fashion where a plurality of quantified value and risk data for one or more segments of value for each client further comprises value and risk quantified by an element of value, a risk or an external factor and data that identifies existing risk transfer agreements. - View Dependent Claims (39, 40, 41)
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Specification