Monitoring financial risks using a quantity ledger

A non-transitory, computer-readable medium storing computer-readable instructions executable by a computer to:

• receive a contract, wherein the contract includes at least one transaction;
• parse the contact to identify the at least one transaction;
• derive at least one associated future transaction for the at least one transaction;
• log the derived at least one associated future transaction to a quantity ledger;
• aggregate the logged quantity ledger data to determine the presence of an exposure;
• and
• apply at least one rule to determine if an exposure mitigating action should be performed based upon the aggregated logged quantity ledger data.

A computer system, comprising:

• a memory configured to hold a contract;
• and
• at least one computer interoperably coupled to the memory and configured to:
• receive the contract, wherein the contract includes at least one transaction;
• parse the contact to identify the at least one transaction;
• derive at least one associated future transaction for the at least one transaction;
• log the derived at least one associated future transaction to a quantity ledger;
• aggregate the logged quantity ledger data to determine the presence of an exposure;
• and
• apply at least one rule to determine if an exposure mitigating action should be performed based upon the aggregated logged quantity ledger data.

A computer-implemented method comprising:

• receiving a contract, wherein the contract includes at least one transaction;
• parsing the contact to identify the at least one transaction;
• deriving, by operation of a computer, at least one associated future transaction for the at least one transaction, wherein the at least one associated future transaction is derived in parallel for two or more identified transactions;
• logging the derived at least one associated future transaction to a quantity ledger, wherein the logged data is stored in the quantity ledger as at least one quantity flow, and wherein the quantity ledger is divided into at least one quantity position, each quantity position representing a set of selection criteria associated with a valuation purpose for at least one quantity flow;
• selecting flows in the quantity ledger based upon at least one quantity position;
• aggregating, by operation of a computer, the logged quantity ledger data to determine the presence of an exposure, wherein an exposure is defined as a quantity flow with a contract value deviating from an internal value, and wherein aggregated quantity flows must balance to zero;
• and
• applying at least one rule to determine if an exposure mitigating action should be performed based upon the aggregated logged quantity ledger data.