WO2002044847A3 - Dynamic reallocation hedge accounting - Google Patents
Dynamic reallocation hedge accounting Download PDFInfo
- Publication number
- WO2002044847A3 WO2002044847A3 PCT/US2001/044485 US0144485W WO0244847A3 WO 2002044847 A3 WO2002044847 A3 WO 2002044847A3 US 0144485 W US0144485 W US 0144485W WO 0244847 A3 WO0244847 A3 WO 0244847A3
- Authority
- WO
- WIPO (PCT)
- Prior art keywords
- exposure
- hedged
- value
- instrument
- hedging instrument
- Prior art date
Links
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/02—Banking, e.g. interest calculation or account maintenance
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/03—Credit; Loans; Processing thereof
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Asset management; Financial planning or analysis
Abstract
Priority Applications (4)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
EP01998881A EP1348180A4 (en) | 2000-11-28 | 2001-11-28 | Dynamic reallocation hedge accounting |
CA002430173A CA2430173A1 (en) | 2000-11-28 | 2001-11-28 | Dynamic reallocation hedge accounting |
JP2002546947A JP2004523819A (en) | 2000-11-28 | 2001-11-28 | Dynamic reassignment hedge accounting report |
AU2002219903A AU2002219903A1 (en) | 2000-11-28 | 2001-11-28 | Dynamic reallocation hedge accounting |
Applications Claiming Priority (2)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
US09/724,075 US7457774B1 (en) | 2000-11-28 | 2000-11-28 | Dynamic reallocation hedge accounting |
US09/724,075 | 2000-11-28 |
Publications (2)
Publication Number | Publication Date |
---|---|
WO2002044847A2 WO2002044847A2 (en) | 2002-06-06 |
WO2002044847A3 true WO2002044847A3 (en) | 2003-03-13 |
Family
ID=24908868
Family Applications (1)
Application Number | Title | Priority Date | Filing Date |
---|---|---|---|
PCT/US2001/044485 WO2002044847A2 (en) | 2000-11-28 | 2001-11-28 | Dynamic reallocation hedge accounting |
Country Status (6)
Country | Link |
---|---|
US (2) | US7457774B1 (en) |
EP (1) | EP1348180A4 (en) |
JP (1) | JP2004523819A (en) |
AU (1) | AU2002219903A1 (en) |
CA (1) | CA2430173A1 (en) |
WO (1) | WO2002044847A2 (en) |
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WO2004029781A2 (en) * | 2002-09-30 | 2004-04-08 | Goldman Sachs & Co. | System for analyzing a capital structure |
US20050021435A1 (en) * | 2002-09-30 | 2005-01-27 | Erol Hakanoglu | Method and system for valuing an equity-related instrument |
WO2004061735A1 (en) | 2002-12-30 | 2004-07-22 | Fannie Mae | System and method for creating financial assets |
US7440917B2 (en) | 2003-03-10 | 2008-10-21 | Chicago Mercantile Exchange, Inc. | Order risk management system |
US7152041B2 (en) | 2003-03-10 | 2006-12-19 | Chicago Mercantile Exchange, Inc. | Derivatives trading methods that use a variable order price |
WO2005022363A2 (en) * | 2003-09-02 | 2005-03-10 | Steven Cooper | Timing mechanism and direct messaging for electronic trading platform |
US7617138B1 (en) | 2004-05-28 | 2009-11-10 | Towers Perrin Forster & Crosby, Inc. | Estimating financial valuation of benefit plans |
US7966248B2 (en) * | 2005-02-01 | 2011-06-21 | Barclays Capital Inc. | Methods and systems for providing tax efficient hedge fund returns |
US7813985B2 (en) * | 2005-08-16 | 2010-10-12 | Elm Income Group, Inc. | Equity-indexed annuity for group savings programs |
US20070094118A1 (en) * | 2005-10-21 | 2007-04-26 | Elke Becker | Exposure management system and method |
US8200569B1 (en) | 2006-06-22 | 2012-06-12 | Power Financial Group, Inc. | Option search criteria testing |
US7840468B2 (en) * | 2007-02-05 | 2010-11-23 | Jpmorgan Chase Bank, N.A. | System and method for a risk management framework for hedging mortality risk in portfolios having mortality-based exposure |
US8156022B2 (en) | 2007-02-12 | 2012-04-10 | Pricelock, Inc. | Method and system for providing price protection for commodity purchasing through price protection contracts |
US8538795B2 (en) | 2007-02-12 | 2013-09-17 | Pricelock, Inc. | System and method of determining a retail commodity price within a geographic boundary |
US20090030822A1 (en) * | 2007-03-12 | 2009-01-29 | Jpmorgan Chase Bank, N.A. | System and Method for Contingent Equity Return Forward to Hedge Foreign Exchange Risk in Investments Having Varying Exit Parameters |
WO2008124719A1 (en) | 2007-04-09 | 2008-10-16 | Pricelock, Inc. | System and method for providing an insurance premium for price protection |
WO2008124712A1 (en) | 2007-04-09 | 2008-10-16 | Pricelock, Inc. | System and method for constraining depletion amount in a defined time frame |
US20090037249A1 (en) * | 2007-08-02 | 2009-02-05 | Edens Corey D | Forecasted Currency Exposure Management |
EP2191431A4 (en) * | 2007-08-24 | 2012-06-06 | Bgc Partners Inc | Methods and systems for trading options and other derivatives |
US8160952B1 (en) | 2008-02-12 | 2012-04-17 | Pricelock, Inc. | Method and system for providing price protection related to the purchase of a commodity |
US20100114745A1 (en) * | 2008-10-30 | 2010-05-06 | Sap Ag | System and method for calculating and applying market data change rate sets |
US20100287113A1 (en) * | 2009-05-08 | 2010-11-11 | Lo Andrew W | System and process for managing beta-controlled porfolios |
US8909540B1 (en) | 2009-11-09 | 2014-12-09 | Marshall C. Greenbaum | Methods and systems for providing and maintaining retirement income |
US8554662B2 (en) | 2010-08-27 | 2013-10-08 | Chicago Mercantile Exchange Inc. | Delta neutral futures allocation |
US8583539B2 (en) | 2011-08-31 | 2013-11-12 | Sap Ag | Enablement of exposure management to handle priced exposure |
US20140108293A1 (en) * | 2012-09-14 | 2014-04-17 | Optionshop. Inc. | Systems and methods for trading, tracking, and managing configurable portfolio baskets |
US20140351165A1 (en) * | 2013-05-22 | 2014-11-27 | Frank Kimball | Property development hedge structure |
US20230237575A1 (en) * | 2022-01-21 | 2023-07-27 | Cryptium Capital, LLC | Self-updating trading bot platform |
Citations (3)
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US5704045A (en) * | 1995-01-09 | 1997-12-30 | King; Douglas L. | System and method of risk transfer and risk diversification including means to assure with assurance of timely payment and segregation of the interests of capital |
US6157918A (en) * | 1995-07-07 | 2000-12-05 | Swychco Infrastructure Services Pty Ltd. | Methods and apparatus relating to the formulation and trading of investment contracts |
US6360210B1 (en) * | 1999-02-12 | 2002-03-19 | Folio Trade Llc | Method and system for enabling smaller investors to manage risk in a self-managed portfolio of assets/liabilities |
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US5802500A (en) * | 1992-05-06 | 1998-09-01 | The Evergreen Group Incorporated | System and method for computing a financial projection of a prefunding program for other postretirement employee benefits under FASB statement 106 |
JP3269694B2 (en) * | 1993-03-01 | 2002-03-25 | 富士通株式会社 | Electronic trading system |
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-
2000
- 2000-11-28 US US09/724,075 patent/US7457774B1/en not_active Expired - Lifetime
-
2001
- 2001-11-28 WO PCT/US2001/044485 patent/WO2002044847A2/en active Application Filing
- 2001-11-28 JP JP2002546947A patent/JP2004523819A/en active Pending
- 2001-11-28 CA CA002430173A patent/CA2430173A1/en not_active Abandoned
- 2001-11-28 AU AU2002219903A patent/AU2002219903A1/en not_active Abandoned
- 2001-11-28 EP EP01998881A patent/EP1348180A4/en not_active Withdrawn
-
2008
- 2008-10-20 US US12/254,667 patent/US7979342B2/en not_active Expired - Fee Related
Patent Citations (3)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
US5704045A (en) * | 1995-01-09 | 1997-12-30 | King; Douglas L. | System and method of risk transfer and risk diversification including means to assure with assurance of timely payment and segregation of the interests of capital |
US6157918A (en) * | 1995-07-07 | 2000-12-05 | Swychco Infrastructure Services Pty Ltd. | Methods and apparatus relating to the formulation and trading of investment contracts |
US6360210B1 (en) * | 1999-02-12 | 2002-03-19 | Folio Trade Llc | Method and system for enabling smaller investors to manage risk in a self-managed portfolio of assets/liabilities |
Also Published As
Publication number | Publication date |
---|---|
AU2002219903A1 (en) | 2002-06-11 |
EP1348180A4 (en) | 2007-04-04 |
EP1348180A2 (en) | 2003-10-01 |
CA2430173A1 (en) | 2002-06-06 |
US20090043712A1 (en) | 2009-02-12 |
US7979342B2 (en) | 2011-07-12 |
WO2002044847A2 (en) | 2002-06-06 |
US7457774B1 (en) | 2008-11-25 |
JP2004523819A (en) | 2004-08-05 |
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