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WO2004001538A3 - Hedge fund risk management - Google Patents

Hedge fund risk management Download PDF

Info

Publication number
WO2004001538A3
WO2004001538A3 PCT/US2003/019219 US0319219W WO2004001538A3 WO 2004001538 A3 WO2004001538 A3 WO 2004001538A3 US 0319219 W US0319219 W US 0319219W WO 2004001538 A3 WO2004001538 A3 WO 2004001538A3
Authority
WO
WIPO (PCT)
Prior art keywords
risk
hedge fund
subscriber
data
risk management
Prior art date
Application number
PCT/US2003/019219
Other languages
French (fr)
Other versions
WO2004001538A2 (en
Inventor
David Lawrence
Original Assignee
Goldman Sachs & Co
David Lawrence
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Goldman Sachs & Co, David Lawrence filed Critical Goldman Sachs & Co
Priority to AU2003238278A priority Critical patent/AU2003238278A1/en
Publication of WO2004001538A2 publication Critical patent/WO2004001538A2/en
Publication of WO2004001538A3 publication Critical patent/WO2004001538A3/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; 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
    • G06Q40/08—Insurance

Landscapes

  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Marketing (AREA)
  • Economics (AREA)
  • Development Economics (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)

Abstract

A computerized method and system for managing risk associated with a Hedge Fund is gathered and stored as data in preparation for a risk inquiry search relating to a Hedge Fund. Documents and sources of Hedge Fund descriptor for which a risk inquiry search can be performed. The risk assessment or inquiry search can include data retrieved resultant to augmented retrieval methods. Scrubbed data as well as augmented data can be transmitted from a risk management clearinghouse (106) to a subscriber (111), or to a proprietary risk system (112) utilized by a subscriber (111), such as a risk management system maintained in-house. Risk inquiry searches can be automated and made a part of standard operating procedure for any transaction conducted by the subscriber in which a Hedge Fund is involved.
PCT/US2003/019219 2002-06-20 2003-06-17 Hedge fund risk management WO2004001538A2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
AU2003238278A AU2003238278A1 (en) 2002-06-20 2003-06-17 Hedge fund risk management

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US39029602P 2002-06-20 2002-06-20
US60/390,296 2002-06-20

Publications (2)

Publication Number Publication Date
WO2004001538A2 WO2004001538A2 (en) 2003-12-31
WO2004001538A3 true WO2004001538A3 (en) 2004-03-18

Family

ID=30000535

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2003/019219 WO2004001538A2 (en) 2002-06-20 2003-06-17 Hedge fund risk management

Country Status (2)

Country Link
AU (1) AU2003238278A1 (en)
WO (1) WO2004001538A2 (en)

Families Citing this family (8)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
GB0422411D0 (en) * 2004-10-08 2004-11-10 Crescent Technology Ltd RiskBlade - a distributed risk budgeting architecture
US7783547B1 (en) 2004-12-10 2010-08-24 HedgeCity Corporation System and method for determining hedge strategy stock market forecasts
US20080016008A1 (en) * 2006-07-11 2008-01-17 Siegel Richard J Principal guaranteed savings and investment system and method
US8019694B2 (en) 2007-02-12 2011-09-13 Pricelock, Inc. System and method for estimating forward retail commodity price within a geographic boundary
US8156022B2 (en) 2007-02-12 2012-04-10 Pricelock, Inc. Method and system for providing price protection for commodity purchasing through price protection contracts
WO2008124719A1 (en) 2007-04-09 2008-10-16 Pricelock, Inc. System and method for providing an insurance premium for price protection
US7945501B2 (en) 2007-04-09 2011-05-17 Pricelock, Inc. System and method for constraining depletion amount in a defined time frame
US8160952B1 (en) 2008-02-12 2012-04-17 Pricelock, Inc. Method and system for providing price protection related to the purchase of a commodity

Citations (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5819226A (en) * 1992-09-08 1998-10-06 Hnc Software Inc. Fraud detection using predictive modeling
US6236972B1 (en) * 1998-12-02 2001-05-22 Gary Shkedy Method and apparatus for facilitating transactions on a commercial network system
US20020138417A1 (en) * 2001-03-20 2002-09-26 David Lawrence Risk management clearinghouse
US20030069821A1 (en) * 2001-08-29 2003-04-10 Williams Michael S. Risk management system for recommending options hedging strategies

Patent Citations (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5819226A (en) * 1992-09-08 1998-10-06 Hnc Software Inc. Fraud detection using predictive modeling
US6330546B1 (en) * 1992-09-08 2001-12-11 Hnc Software, Inc. Risk determination and management using predictive modeling and transaction profiles for individual transacting entities
US6236972B1 (en) * 1998-12-02 2001-05-22 Gary Shkedy Method and apparatus for facilitating transactions on a commercial network system
US20020138417A1 (en) * 2001-03-20 2002-09-26 David Lawrence Risk management clearinghouse
US20030069821A1 (en) * 2001-08-29 2003-04-10 Williams Michael S. Risk management system for recommending options hedging strategies

Also Published As

Publication number Publication date
AU2003238278A1 (en) 2004-01-06
WO2004001538A2 (en) 2003-12-31
AU2003238278A8 (en) 2004-01-06

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