System and method for testing hedge effectiveness

US7707084B1 · kind B1 · utility

Assignee

• SAP AG · DE

Inventors

• Christoph Meinel · Heidelberg, DE
• Gordon Seiffart · Dossenheim, DE
• Julius F. Fetthauer · Bellinzona, CH
• Georg Reiser · Baden, AT

Key dates

• Filing date: Jun 15, 2004
• Grant date: Apr 27, 2010
• Expiry date: Dec 22, 2027

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q40/06
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

Abstract

In one embodiment, systems and methods are disclosed to select a hedge from a plurality of hedges, select a first test method from a plurality of test methods, calculate a first indicia of hedge effectiveness using the first test method, store the first indicia of hedge effectiveness, repeat the calculating and the storing for each of the plurality of test methods; and determine a final indicia of hedge effectiveness by applying the stored plurality of indicia to a rule set. In another embodiment, systems and methods are disclosed to further perform an initial test to determine if additional, more complex tests are required. Embodiments disclosed herein may also display the state or meaning of a final effectiveness indicator to a user.