Abstract: A system for managing data flows includes a network server including a central processing unit, a communication port, at least one random access memory, a read-only memory and one or more databases or data storage devices. Computer program code is stored on a memory. The system includes an engine operable to determine data specifying a risk mitigation portfolio including a hybrid derivative to embed multiple exposures simultaneously and which provides a formula that is a joint function of an index and a rate. A central serial bus operably interconnects devices via a bi-directional connection.

Abstract: The present invention provides a method and system for determining hedging transactions to meet required characteristics of risks associated with an insurance instrument, and mitigating the risks associated with the insurance instrument by executing hedging transactions. The hedging transactions utilize hybrid derivatives. In general, the equity/interest rate hybrid derivative concept encapsulates any derivative, or any investment vehicle with an embedded derivative, that contains a payoff formula(s). At a minimum the formula(s), is/are a function of two items: equities, and any interest rates.

Abstract: The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.

Abstract: The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.

Abstract: The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.

Abstract: The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of the insured individual by an insurance provider, modeling the risks associated with providing insurance to the individual by the insurance provider, assessing the market risks associated with providing the insurance policy by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the insurance policy.

Abstract: The present invention provides a method and system for determining hedging transactions to meet required characteristics of risks associated with an insurance instrument, and mitigating the risks associated with the insurance instrument by executing hedging transactions. The hedging transactions utilize dividend swap agreements to hedge first order dividend risk. In general, dividend swap derivative hedging encapsulates a dividend swap containing a payoff formula, which is a function of a notional amount, a sum of dividends payable between a start date and a end date, and a breakeven level of dividends.

Abstract: The present invention provides a method and system for determining hedging transactions to meet required characteristics of risks associated with an insurance instrument, and mitigating the risks associated with the insurance instrument by executing hedging transactions. The hedging transactions utilize hybrid derivatives. In general, the equity/interest rate hybrid derivative concept encapsulates any derivative, or any investment vehicle with an embedded derivative, that contains a payoff formula (s). At a minimum the formula (s), is/are a function of two items: equities, and any interest rates.

Abstract: The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of the insured individual by an insurance provider, modeling the risks associated with providing insurance to the individual by the insurance provider, assessing the market risks associated with providing the insurance policy by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the insurance policy.

Abstract: The present invention provides a method and system for determining hedging transactions to meet required characteristics of risks associated with an insurance instrument, and mitigating the risks associated with the insurance instrument by executing hedging transactions. The hedging transactions utilize dividend swap agreements to hedge first order dividend risk. In general, dividend swap derivative hedging encapsulates a dividend swap containing a payoff formula, which is a function of a notional amount, a sum of dividends payable between a start date and a end date, and a breakeven level of dividends.

Abstract: The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.

Abstract: The present invention provides a method and system for financial risk management and administration. In the present invention, a computer implemented method and system operate to distribute selected risks, such as market risks, through a selected counterparty that can assume certain of these market risks in a financial transaction which also includes certain behavioral risks.