Capital allocation and risk management

Details Capital allocation and risk management Capital allocation and risk management

2004-03-04

2009-08-11

Abdi, Kambiz (Department: 3692)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

C705S001100

Reexamination Certificate

active

07574387

ABSTRACT:
In an approach to financial management, a data representation is formed that defines a number of data elements and relationships between the data elements according to one or more regulatory requirements. Data characterizing availability of particular ones of the data elements for a financial institution are accepted, and actual or potential compliance by the financial institution with at least some of the regulatory requirements is then analyzed. The analysis can include identifying gaps in collection of values associated with the data elements for the regulator requirements, which can relate to calculation requirements and/or to reporting requirements for the regulations. Data representing computations associated with the regulatory requirements can be stored and the computations can then be executed to validate other implementations of the calculation.

REFERENCES:
patent: 6993505 (2006-01-01), Katz et al.
patent: 7409357 (2008-08-01), Schaf et al.
patent: 2003/0023543 (2003-01-01), Gunewardena et al.
patent: 2003/0149657 (2003-08-01), Reynolds et al.
patent: 2003/0185363 (2003-10-01), Cerami et al.
patent: 2003/0225659 (2003-12-01), Breeden et al.
patent: 2004/0111346 (2004-06-01), Macbeath et al.
patent: 2004/0167793 (2004-08-01), Masuoka et al.
patent: 2004/0177016 (2004-09-01), Jones et al.
patent: 2004/0267660 (2004-12-01), Greenwood et al.
patent: 2005/0004854 (2005-01-01), Jones et al.
patent: 2005/0021435 (2005-01-01), Hakanoglu et al.
patent: 2005/0108080 (2005-05-01), Peterson
patent: 2005/0177510 (2005-08-01), Hilt et al.
“Loss Data; Statistical/Actuarial Approaches to Operational Risk Capital,” Operational Risk (Dec. 2000), p. 14-17.
“Bank Capital Requirements,” http://web.archive.org/web/20030206081940/http://wfhummel.cnchost.com/capitalrequirements.html (Feb. 6, 2003).
“PeopleSoft to Deliver New Risk Management Solutions to Address Basel II Accord; Advanced Capabilities to Enable Banks to Develop a Complete View of Risk Across the Enterprise,” Business Wire (Oct. 22, 2002), p. 1.
Consultative Document: The New Basel Capital Accord; Bank For International Settlements (Jul. 31, 2003).(226 pages).

Affiliated with

Also associated with

Rating

Capital allocation and risk management does not yet have a rating. At this time, there are no reviews or comments for this patent.

If you have personal experience with Capital allocation and risk management, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Capital allocation and risk management will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFUS-PAI-O-4102004