Method and system for determining netted margins

• US 20020077947A1
• Filed: 12/14/2000
• Published: 06/20/2002
• Est. Priority Date: 12/14/2000
• Status: Abandoned Application

• Current Assignee: American Management Systems, Incorporated (CGI, Inc.)
• Original Assignee: American Management Systems, Incorporated (CGI, Inc.)
• Inventors: Ward, David Charles, Milligan, Alan Spencer
• Application Number:
  US09/735,794
• Publication Number:
  US 20020077947A1
• Time in Patent Office: Days
• US Class Current: 705/36
• CPC Class Codes: G06Q 40/02 Banking, e.g. interest calculation or account maintenance credit or loans G06Q40/03
• CPC Class Codes: G06Q 40/06 Asset management; Financial planning or analysis

Abstract

An electronic information processing repository which receives position information from clearing houses, determines netted margin and cover information using the position information for an entity, and provides the netted margin and cover information back to the clearing houses.

Claims

1. A method for determining netted margin positions, comprising:

inputting position information from a plurality of clearers;

determining a netted margin position and a cover for an entity, based upon said position information; and

outputting the netted margin information and the cover to the plurality of clearers.

2. The method for determining netted margin positions according to claim 1, wherein determining the netted margin position is performed using portfolio analysis.

3. The method for determining netted margin positions according to claim 1, wherein determining the netted margin position is performed by netting-out equivalent but opposite inputted positions.

4. The method for determining netted margin positions according to claim 1, further comprising:

inputting margin information from a plurality of clearers; and

determining a gross margin based upon the inputted margin information.

5. The method for determining netted margin positions according to claim 1, further comprising:

determining margin charges for the plurality of clearers based upon the inputted position information; and

determining a gross margin based upon the margin charges.

6. The method for determining netted margin positions according to claim 5, further comprising:

securing a capital guarantee for the difference between the gross margin and the determined netted margin.

7. The method for determining netted margin positions according to claim 4, wherein determining the cover is performed by calculating the difference between the netted margin positions and the gross margin.

8. The method for determining netted margin positions according to claim 1, wherein the entity is a financial institution.

9. A method for determining netted margin positions, comprising:

inputting position information from a plurality of clearers;

determining a netted margin position and a cover for an entity, based upon said position and margin information; and

outputting payment instructions to the entity based upon the netted margin information, and outputting the cover to the plurality of clearers.

10. The method for determining netted margin positions according to claim 9, wherein the entity makes payments to the plurality of clearers based upon the payment instructions.

11. The method for determining netted margin positions according to claim 9, wherein determining the netted margin position is performed using portfolio analysis.

12. The method for determining netted margin positions according to claim 9, wherein determining the netted margin position is performed by netting-out equivalent but opposite inputted positions.

13. The method for determining netted margin positions according to claim 9, further comprising:

inputting margin information from a plurality of clearers; and

determining a gross margin based upon the inputted margin information.

14. The method for determining netted margin positions according to claim 13, further comprising:

securing a capital guarantee for the difference between the gross margin and the determined netted margin.

15. The method for determining netted margin positions according to claim 9, further comprising:

determining margin charges for the plurality of clearers based upon the inputted position information; and

determining a gross margin based upon the margin charges.

16. The method for determining netted margin positions according to claim 13, wherein determining the cover is performed by calculating the difference between the netted margin positions and the gross margin.

17. The method for determining netted margin positions according to claim 9, wherein the entity is a financial institution.

19. The method for determining netted margin positions according to claim 18, further comprising:

inputting a plurality of rebates from the plurality of clearers.

20. The method for determining netted margin positions according to claim 18, wherein determining the netted margin position is performed using portfolio analysis.

21. The method for determining netted margin positions according to claim 18, wherein determining the netted margin position is performed by netting-out equivalent but opposite inputted positions.

22. The method for determining netted margin positions according to claim 18, further comprising:

inputting margin information from a plurality of clearers; and

determining a gross margin based upon the inputted margin information.

23. The method for determining netted margin positions according to claim 18, further comprising:

securing a capital guarantee for the difference between the gross margin and the determined netted margin.

24. The method for determining netted margin positions according to claim 18, further comprising:

determining margin charges for the plurality of clearers based upon the inputted position information; and

determining a gross margin based upon the margin charges.

25. The method for determining netted margin positions according to claim 22, wherein determining the cover is performed by calculating the difference between the netted margin positions and the gross margin.

26. The method for determining netted margin positions according to claim 18, wherein the entity is a financial institution.

28. The method of determining netted margin positions according to claim 27, wherein the plurality of clearers send rebates to the entity based upon the rebate instructions.

29. The method for determining netted margin positions according to claim 27, wherein determining the netted margin position is performed using portfolio analysis.

30. The method for determining netted margin positions according to claim 27, wherein determining the netted margin position is performed by netting-out equivalent but opposite inputted positions.

31. The method for determining netted margin positions according to claim 27, further comprising:

inputting margin information from a plurality of clearers; and

determining a gross margin based upon the inputted margin information

32. The method for determining netted margin positions according to claim 31, further comprising:

securing a capital guarantee for the difference between the gross margin and the determined netted margin.

33. The method for determining netted margin positions according to claim 27, further comprising:

determining margin charges for the plurality of clearers based upon the inputted position information; and

determining a gross margin based upon the margin charges.

34. The method for determining netted margin positions according to claim 31, wherein determining the cover is performed by calculating the difference between the netted margin positions and the gross margin.

35. The method for determining netted margin positions according to claim 27, wherein the entity is a financial institution.

37. The method for determining netted margin positions according to claim 36, wherein the entity is a financial institution.

38. The method for determining netted margin positions according to claim 36, wherein the determining a netted margin cost is facilitated by netting-out equivalent but opposite inputted position information.

18. A method for determining netted margin positions, comprising:

inputting position information from a plurality of clearers;

determining a netted margin position and a cover for an entity, based upon said position and margin information; and

outputting a rebate to the entity based upon the netted margin information, and outputting the cover to the plurality of clearers.

27. A method for determining netted margin positions, comprising:

inputting position information from a plurality of clearers;

determining a netted margin position and a cover for an entity, based upon said position and margin information; and

outputting rebate instructions and the cover to the plurality of clearers based upon the netted margin information.

36. A method for determining netted margin positions, comprising:

inputting position information from a plurality of clearers;

determining a netted margin cost for an entity, based upon said position information;

generating a statement with the netted margin cost; and

sending the statement to the entity.