Dynamic management and netting of transactions using executable rules

摘要

Systems and methods for dynamically managing and netting transactions based on one or more sets of netting rules are disclosed. The present invention dynamically associates transactions with one or more collections based on the execution of netting rules to identify transactions that may be ideal for netting and to perform netting operations and calculations accordingly. The present invention may execute the netting rules according to the priority of the netting rule within a rule hierarchy and utilizes unique solutions allowing for the efficient processing of transactions even as netting rules are created, modified and removed from time-to-time. In addition, embodiments of the disclosed netting system utilize denormalized sets of data and maintain a complete audit trail for all operations.

主权项

1. A computer system to dynamically manage transactions for netting one or more transactions associated with a collection, the computer system comprising:
a database stored in memory, the database including netting data of the one or more transactions; a netting engine, using processor components, to perform at least the following operations,
receiving the one or more transactions;associating the one or more transactions with the collection based on a general rule set and a specific rule set,determining a net transaction value for the collection, andcausing a settlement of the one or more transactions associated with the collection based on the determined net transaction value; and a rule engine for generating rules in at least one of the specific rule set or the general rule set, said rules in the general rule set and the specific rule set are associated with at least one priority.