Compliance rules analytics engine

• US 8,108,422 B2
• Filed: 10/09/2009
• Issued: 01/31/2012
• Est. Priority Date: 02/18/2005
• Status: Active Grant

• Current Assignee: Taiwan Semiconductor Manufacturing Company Limited
• Original Assignee: Taiwan Semiconductor Manufacturing Company Limited
• Inventors: Anderson, Randall Marvin, Tabet, Said, Doulamis, John, Rabines, Rolando
• Primary Examiner(s): Fleurantin, Jean B
• Application Number:
  US12/576,785
• Publication Number:
  US 20100030718A1
• Time in Patent Office: 844 Days
• Field of Search: 707600-831, 706/47
• US Class Current: 707/770
• CPC Class Codes: G06F 16/248 Presentation of query results
• CPC Class Codes: G06F 16/40 of multimedia data, e.g. slideshows comprising image and additional audio data retrieval of still image data G06F16/50; retrieval of audio data G06F16/60; retrieval of video data G06F16/70
• CPC Class Codes: G06F 21/6218 to a system of files or objects, e.g. local or distributed file system or database
• CPC Class Codes: G06F 21/6227 where protection concerns the structure of data, e.g. records, types, queries
• CPC Class Codes: G06Q 40/06 Asset management; Financial planning or analysis
• CPC Class Codes: Y10S 707/99932 Access augmentation or optimizing

Abstract

The present invention relates to compliance rules analytics systems and methods for facilitating compliance, such as the compliance of an investment portfolio or a set of investment portfolios, with a rule or a set of rules.

Claims

1. A system for enforcing rules-based portfolio compliance, said system comprising:

a compliance rules computer coupled with an electronic data network and configured to maintain computer accessible data for a plurality of portfolio compliance rules; and

a compliance-engine computer server coupled with said electronic data network and configured to execute a compliance analytics engine (CAE) operative to receive from an order management system (OMS) via said electronic data network, an electronic request to evaluate compliance of a set of proposed electronic trade orders stored on said OMS prior to execution of said trade orders, to access said plurality of portfolio compliance rules maintained on said compliance rules computer server, to perform a compliance evaluation of said set of proposed electronic orders based at least in part on the portfolio compliance rules, and to generate an electronic message including data for one or more violations of the portfolio compliance rules to the OMS based upon said evaluation, wherein said CAE is configured to perform said compliance evaluation using, at least in part, a RETE-based process.

2. A computer implemented method of providing rules-based portfolio compliance comprising steps of:

providing a data server coupled with an electronic data network and configured to maintain computer accessible data;

storing computer accessible data for a plurality of portfolio compliance rules on said data server;

providing a computer server coupled with said electronic data network; and

programming said computer server with executable instructions to configure said computer server to execute a compliance analytics engine (CAE) operative to receive from an order management system (OMS) via said electronic data network, an electronic request to evaluate compliance of a set of proposed electronic trade orders stored on said OMS prior to execution of said trade orders, to access said plurality of portfolio compliance rules, to perform a compliance evaluation of said set of proposed electronic orders based at least in part on the portfolio compliance rules, and to generate an electronic message including data for one or more violations of the portfolio compliance rules to the OMS based upon said evaluation, wherein said compliance evaluation is performed using, at least in part, a RETE-based process.

3. A system for enforcing rules-based portfolio compliance, said system comprising:

means for storing computer accessible data for a plurality of portfolio compliance rules on a data server;

means for providing a computer server coupled with said electronic data network; and

means for programming said computer server with executable instructions to configure said computer server to execute a compliance analytics engine (CAE) operative to receive from an order management system (OMS) via said electronic data network, an electronic request to evaluate compliance of a set of proposed electronic trade orders stored on said OMS prior to execution of said trade orders, to access said plurality of portfolio compliance rules, to perform a compliance evaluation of said set of proposed electronic orders based at least in part on the portfolio compliance rules, and to generate an electronic message including data for one or more violations of the portfolio compliance rules to the OMS based upon said evaluation, wherein said means for programming said computer server is further configured to program said computer server to perform said compliance evaluation using, at least in part, a RETE-based process.

4. The system according to claim 3, further comprising means for receiving natural language compliance rules and translating said natural language compliance rules into computer-executable portfolio compliance rules, and storing said portfolio compliance rules said data server.