Asset and liability modeling tool

US7627512B2 · kind B2 · utility

Assignee

• MORGAN STANLEY · US

Inventors

• Trevor Samuel Harris · Closter, US
• Richard Graham Foster · Haslemere, GB
• David Braben · Cambridge, GB
• Jonathan S. Roach · St Ives, GB
• Marc Daniel Donner · New York, US
• Matthew P. Thomas · Rye, US

Key dates

• Filing date: Mar 27, 2006
• Grant date: Dec 1, 2009
• Expiry date: Jul 26, 2027

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q40/10
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

Abstract

A method of displaying results of a financial model for forecasting at least one financial variable relating to a client. The method comprises the steps of receiving asset and liability data regarding the client; generating forecasted values for the financial variables over a number of simulations using the asset and liability data; and displaying a topographical chart on a user interface. The topographical chart may be positioned on a plane shown in the user interface. The plane may be defined by a time axis and a value axis for the at least one financial variable, such that a coordinate set on the plane represents the value of the at least one financial variable at a time point. The height of a first point on the topographical chart corresponding to the coordinate set may indicate a portion of the simulations that result in the coordinate set.