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Leverage margin monitoring and management

  • US 7,577,601 B1
  • Filed: 06/20/2000
  • Issued: 08/18/2009
  • Est. Priority Date: 03/30/2000
  • Status: Expired due to Term
First Claim
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1. A method for management and monitoring of leverage relating to financial transactions, the method comprising steps of:

  • identifying an entity;

    identifying at least one market segment in which the entity holds financial positions;

    quantifying an aggregate net exposure relating to the financial positions held by the identified entity, wherein the financial positions are held in multiple products and multiple market segments and the aggregate net exposure is quantified using cross-product netting and cross-agreement netting;

    quantifying said aggregate net exposure across the identified market segment or segments;

    determining a value for collateral dedicated to offset the exposure;

    and managing leverage relating to the collateral to offset the exposure,wherein at least one of the steps is performed by a computer.

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