Patent ID: 7949590

Claim:
A computer-implemented method for designing securities transactions, comprising: receiving securities portfolio data on a computer system; receiving macro-economic event data, wherein the macro-economic event data includes data associated with a plurality of macro-economic variables; analyzing the received securities portfolio data and the macro-economic event data to determine a plurality of risks and exposures to economic and market factors using said computer system, wherein said analysis includes: generating by the computer system economic wavefront data based on the received macro-economic event data, wherein the economic wavefront data describes total incremental impact of the macro-economic event on the plurality of macro-economic variables; generating by the computer system industry wavefront data based on the economic wavefront data, wherein the industry wavefront data describes relative response of industry sales to the economic wavefront data; generating by the computer system fundamental wavefront data based on the industry wavefront data, wherein the fundamental wavefront data describes impact of the industry wavefront data at company level on microeconomic variables; and generating by the computer system valuation wavefront data based on the fundamental wavefront data, wherein the valuation wavefront data describes the impact of the fundamental wavefront data on relative value of the securities portfolio; reconfiguring by the computer system said securities portfolio based on the valuation wavefront data resulting from the analysis to manage the plurality of risks and exposures to the economic and market factors.