Patent ID: 11922504
Assignee: NISA INVESTMENT ADVISORS, LLC
Field: IT methods for management (Electrical engineering)
Classification: CPC G | IPC G

Claim 19:
20. An asset management system comprising:
a network interface through which an asset management tool communicates with a plurality of financial databases and a plurality of end user computers, the network interface allowing electronic content stored with the plurality of financial databases and inputs submitted by the plurality of end user computers to enter the asset management tool, and the network interface allowing the asset management tool to send executable instructions to the plurality of financial databases;
a memory that comprises (1) the asset management tool, (2) user accounts, (3) electronic content from the plurality of financial databases, and (4) a plurality of data structures;
a calculation engine as part of the asset management tool, the calculation engine having a plurality of components and a service bus, the plurality of components having each a component interface and a component data structure of the plurality of data structures, wherein each component of the plurality of components is defined in isolation within the calculation engine to allow for independent operation or modification, the plurality of components able to communicate with one another both synchronously and asynchronously, wherein synchronous communication is achieved through a remote procedure call from a first component of the plurality of components having a first component interface to a second component interface of a second component of the plurality of components, and wherein asynchronous communication is achieved through a publication from the first component of a topic to the service bus and a subscription by the second component or any other component of the plurality of components to the topic on the service bus to notify the second component or any other component of the plurality of components subscribed to the topic of an event published on the service bus referencing the topic;
an aggregated cash flow matrix created by the first component of the calculation engine and stored in a first component data structure as one of the plurality of data structures;
an default loss matrix created by the first component of the calculation engine and stored in the first component data structure as one of the plurality of data structures;
an adjusted aggregated cash flow matrix created by the first component of the calculation engine and stored in the first component data structure as one of the plurality of data structures;
an annual cashflow matrix created by the first component of the calculation engine and stored in the first component data structure as one of the plurality of data structures;
an adjusted investment amount matrix created by the first component of the calculation engine and stored in the first component data structure as one of the plurality of data structures;
a total portfolio amount matrix created by the first component of the calculation engine and stored in a second component of the calculation engine having a second component data structure as one of the plurality of data structures; and
a processor for cooperation with the memory, the calculation engine of the asset management tool, the plurality of data structures, and the network interface, the processor configured to:
create the aggregated cash flow matrix with the first component for a plurality of assets available to a liability profile of an end user, the plurality of assets being associated with a second component of the calculation engine and stored within a second component data structure of the plurality of data structures, the first component communicatively linkable in synchronous and asynchronous communication with the second component to receive the plurality of assets used to create the aggregated cash flow matrix;
compute the default loss matrix with the first component against the aggregated cash flow matrix stored in a first component data structure to determine acceptable loss of the liability profile over a period and create the adjusted aggregated cash flow matrix with the first component;
compute the annual cashflow matrix with the first component via a calculation algorithm for the liability profile, the calculation algorithm stored in the first component data structure;
adjust for an over purchase amount of the plurality of assets available to the liability profile of the end user via creation of the adjusted investment amount matrix with the first component; and
output the total portfolio amount matrix with the first component representative of the plurality of assets and a monetary amount for each of the plurality of assets to accurately match the liability profile requested by the end user, the total portfolio amount matrix transmittable by the first component through either synchronous or asynchronous communication to the second component, the second component storing the total portfolio amount matrix in the second component data structure associated with the liability profile of the end user.