# US 2014/0279384 A1 · Monitoring financial risks using a quantity ledger

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- Number: US 2014/0279384 A1
- Document ID: US20140279384A1
- Status: Published application
- Kind: A1
- Application number: 13/835,994
- Filed: 2013-03-15
- Published: 2014-09-18
- Earliest claimed: 2013-03-15
- Assignees: Sap SE
- Inventors: Reinhold Loevenich
- Web page: https://patentgrep.com/patent/US20140279384A1

## CPC

- G06Q 40/03: Credit; Loans; Processing thereof
- 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

## Abstract

The present disclosure describes methods, systems, and computer program products for monitoring financial risks using a quantity ledger. One computer-implemented method includes 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, logging the derived at least one associated future transaction to a quantity ledger, aggregating, by operation of a computer, the logged quantity ledger data to determine the presence of an exposure, and applying at least one rule to determine if an exposure mitigating action should be performed based upon the aggregated logged quantity ledger data.

## Claims

### Claim 1

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;
logging the derived at least one associated future transaction to a quantity ledger;
aggregating, by operation of a computer, the logged quantity ledger data to determine the presence of an exposure; and
applying at least one rule to determine if an exposure mitigating action should be performed based upon the aggregated logged quantity ledger data.

### Claim 2 (depends on 1)

The method of claim 1, wherein the at least one associated future transaction is derived in parallel for two or more identified transactions.

### Claim 3 (depends on 1)

The method of claim 1, wherein the logged data is stored in the quantity ledger as at least one quantity flow.

### Claim 4 (depends on 3)

The method of claim 3, 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.

### Claim 5 (depends on 3)

The method of claim 3, wherein an exposure is defined as a quantity flow with a contract value deviating from an internal value.

### Claim 6 (depends on 3)

The method of claim 3, further comprising selecting flows in the quantity ledger based upon at least one quantity position.

### Claim 7 (depends on 1)

The method of claim 1, wherein aggregated quantity flows must balance to zero.

### Claim 8

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.

### Claim 9 (depends on 8)

The medium of claim 8, wherein the at least one associated future transaction is derived in parallel for two or more identified transactions.

### Claim 10 (depends on 8)

The medium of claim 8, wherein the logged data is stored in the quantity ledger as at least one quantity flow.

### Claim 11 (depends on 10)

The medium of claim 10, 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.

### Claim 12 (depends on 10)

The medium of claim 10, wherein an exposure is defined as a quantity flow with a contract value deviating from an internal value.

### Claim 13 (depends on 10)

The medium of claim 10, further comprising instructions to select flows in the quantity ledger based upon at least one quantity position.

### Claim 14 (depends on 8)

The medium of claim 8, wherein aggregated quantity flows must balance to zero.

### Claim 15

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.

### Claim 16 (depends on 15)

The system of claim 15, wherein the at least one associated future transaction is derived in parallel for two or more identified transactions.

### Claim 17 (depends on 15)

The system of claim 15, wherein the logged data is stored in the quantity ledger as at least one quantity flow.

### Claim 18 (depends on 17)

The system of claim 17, 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.

### Claim 19 (depends on 17)

The system of claim 17, wherein an exposure is defined as a quantity flow with a contract value deviating from an internal value.

### Claim 20 (depends on 17)

The system of claim 17, further configured to select flows in the quantity ledger based upon at least one quantity position.

### Claim 21 (depends on 15)

The system of claim 15, wherein aggregated quantity flows must balance to zero.

### Claim 22

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.