최소 단어 이상 선택하여야 합니다.
최대 10 단어까지만 선택 가능합니다.
다음과 같은 기능을 한번의 로그인으로 사용 할 수 있습니다.
NTIS 바로가기다음과 같은 기능을 한번의 로그인으로 사용 할 수 있습니다.
DataON 바로가기다음과 같은 기능을 한번의 로그인으로 사용 할 수 있습니다.
Edison 바로가기다음과 같은 기능을 한번의 로그인으로 사용 할 수 있습니다.
Kafe 바로가기국가/구분 | United States(US) Patent 등록 |
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국제특허분류(IPC7판) |
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출원번호 | US-0839891 (2010-07-20) |
등록번호 | US-8160942 (2012-04-17) |
발명자 / 주소 |
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출원인 / 주소 |
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대리인 / 주소 |
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인용정보 | 피인용 횟수 : 0 인용 특허 : 414 |
An automated billing workflow system receives credit valuation adjustment (CVA) amounts associated with derivatives trades. The automated billing workflow system interacts with an Accounting System in order to make appropriate Profit and Loss (P&L) entries for the CVA amounts. The CVA amounts are bi
An automated billing workflow system receives credit valuation adjustment (CVA) amounts associated with derivatives trades. The automated billing workflow system interacts with an Accounting System in order to make appropriate Profit and Loss (P&L) entries for the CVA amounts. The CVA amounts are billed to the business units which actually created the risk. The invention employs a plurality of Workflow Queues. As an item makes it way through the billing workflow, it may be slotted in one or more of these queues where further action will take place.
1. A computer system for allocating charges related to derivatives trading to a business unit in a business organization, comprising: a computer memory configured to store reserve amount information based on an exposure associated with a derivative trade; anda risk allocation computer operatively co
1. A computer system for allocating charges related to derivatives trading to a business unit in a business organization, comprising: a computer memory configured to store reserve amount information based on an exposure associated with a derivative trade; anda risk allocation computer operatively coupled to the computer memory, the risk allocation computer configured to calculate a credit valuation adjustment amount associated with a derivative trade; anda workflow queue computer operatively coupled to the risk allocation computer, the workflow queue computer configured to hold the credit valuation adjustment amount for further review. 2. The system of claim 1, wherein the workflow queue computer comprises a frozen/excluded queue configured to hold the credit valuation adjustment amount if the derivative trade is on an excluded list. 3. The system of claim 1, wherein the workflow queue computer comprises a failed threshold queue configured to assess whether the credit valuation adjustment amount exceeds a predefined threshold amount. 4. The system of claim 1, wherein the workflow queue computer comprises a business queue configured to provide access to the credit valuation adjustment amount to an individual associated with a business unit involved in the derivative trade. 5. The system of claim 1, wherein the workflow queue computer comprises an invoice queue configured to bill the credit valuation adjustment amount to a business unit involved in the derivative trade. 6. The system of claim 1, wherein the workflow queue computer comprises a disputed item queue configured to bill the credit valuation adjustment amount to a business unit involved in the derivative trade. 7. The system of claim 1, wherein the workflow queue computer comprises an event queue configured to store information relating to a derivative trade having an associated event. 8. The system of claim 1, wherein the workflow queue computer comprises a do not bill queue configured to receive a derivative trade for which the credit valuation adjustment amount is not charged to a business unit involved in the derivative trade. 9. A method for managing a credit valuation adjustment amount related to a derivative trade to a business unit in a business organization, comprising: receiving, by a computer processor, derivative trade information;calculating, by the computer processor, a credit valuation adjustment amount based on the derivative trade information; andproviding, by the computer processor, the derivative trade information and credit valuation adjustment amount to at least one of a plurality of workflow queues configured to facilitate further review or processing of the derivative trade information and the credit valuation adjustment amount. 10. The method of claim 9, wherein the at least one of the plurality of work flow queues comprises a frozen,/excluded queue configured to hold the credit valuation adjustment amount if the derivative trade is on an excluded list. 11. The method of claim 9, wherein the at least one of the plurality of workflow queues comprises a failed threshold queue configured to assess whether the credit valuation adjustment amount exceeds a predefined threshold amount. 12. The method of claim 9, wherein the at least one of the plurality of work flow queues comprises a business queue configured to provide access to the credit valuation adjustment amount m an individual associated with a business unit involved in the derivative trade. 13. The method of claim 9, wherein, the at least one of the plurality, of workflow queues comprises an invoice queue configured to bill the credit valuation adjustment amount to a business unit involved in the derivative trade. 14. The method of claim 9, wherein the at least one of the plurality of workflow queues comprises a disputed item queue configured to bill the credit valuation adjustment amount to a business unit involved in the derivative trade. 15. The method of claim 9, wherein the at least one of the plurality of workflow queues comprises an event queue configured to store information relating to a derivative trade having an associated event. 16. The method of claim 9, wherein the at least one of the plurality of workflow queues comprises a do not bill queue: configured to receive a derivative trade for which the credit valuation adjustment amount is not charged to a business unit involved in the derivative trade. 17. A program storage device readable by a machine, tangibly embodying a program of instructions executable on the machine to perform method steps for crediting charges to entities creating derivatives exposure, the method steps comprising: receiving reserve information associated with a derivative;identifying an entity creating the derivative exposure; andgenerating billing information for the entity creating the derivative exposure.
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