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    • 4. 发明授权
    • System and method for computer implemented collateral management
    • 计算机实施抵押品管理的制度和方法
    • US08145552B2
    • 2012-03-27
    • US12832428
    • 2010-07-08
    • Brian Blank
    • Brian Blank
    • G06Q40/00
    • G06Q40/06G06Q40/12
    • A computer-implemented method for managing collateral risk associated with financial instrument trading and a data processing system includes a processor and memory/database configured to store user-definable rulesets relating to a desired trade. A search module identifies and stores accounts that could accept potentially eligible security positions based upon user-selectable search criteria, and identifies potentially eligible security positions for consideration as collateral for the trade. A user configurable collateral analysis module determines eligibility of security positions as collateral for the trade by applying one or more user-definable rulesets in an algorithm that operates in a processor to determine collateral position eligibility of security positions for the trade by testing eligibility along one or more logical paths defined by user-definable rulesets. The processor outputs either a collateral eligibility or ineligibility indication via a user interface for various security positions based upon the collateral position eligibility analysis, including all reasons for ineligibility.
    • 用于管理与金融工具交易相关联的抵押风险的计算机实现的方法和数据处理系统包括配置成存储与期望交易相关的用户可定义规则集的处理器和存储器/数据库。 搜索模块根据用户可选择的搜索条件识别并存储可能接受潜在合格的安全职位的帐户,并识别潜在的合格安全职位,作为交易的抵押品。 用户可配置抵押品分析模块通过在处理器中运行的算法中应用一个或多个用户可定义的规则集来确定证券交易的抵押品的资格,以通过测试沿着一个或多个交易的资格来确定交易的担保位置的抵押品位置资格 由用户可定义的规则集定义的更多逻辑路径。 处理器通过基于抵押位置资格分析的各种安全职位的用户界面输出抵押资格或不合格指示,包括所有不合格的原因。
    • 5. 发明授权
    • System and method for optimizing collateral management
    • 优化抵押品管理的制度和方法
    • US08762246B2
    • 2014-06-24
    • US13362980
    • 2012-01-31
    • Brian BlankBryan Chan
    • Brian BlankBryan Chan
    • G06Q40/00
    • G06Q40/06
    • A computer-implemented system and method for managing collateral allocations associated with Tri-Party repurchasing agreements and a collateral allocation system includes one or more processors and memory/database configured to store user-definable rulesets and collateral characteristics relating to the Tri-Party repurchasing agreements. A collateral allocation module recalls collateral from the Tri-Party repurchasing agreements to a common Dealer Box, and reallocates the collateral to the Tri-Party repurchasing agreements utilizing a self organizing map, so as to minimize margins to reduce over-collateralization and/or undercollateralization. Other considerations, such as basket identifiers and cost of carry considerations may be weighed in the reallocation as well.
    • 用于管理与三方回购协议和抵押品分配系统相关联的抵押品分配的计算机实现的系统和方法包括一个或多个处理器和被配置为存储用户可定义的规则集的存储器/数据库和与三方回购协议相关的抵押特征 。 抵押品分配模块将三方回购协议中的抵押品回收给共同经销商箱,并使用自组织图将担保物重新分配给三方回购协议,以尽量减少利润以减少过度抵押和/或未抵押 。 在重新分配中也可以衡量其他考虑因素,例如篮子识别码和携带考虑的成本。
    • 6. 发明授权
    • System and method for computer implemented collateral management
    • 计算机实施抵押品管理的制度和方法
    • US08315939B2
    • 2012-11-20
    • US13368952
    • 2012-02-08
    • Brian Blank
    • Brian Blank
    • G06Q40/00
    • G06Q40/06G06Q40/12
    • A data processing system manages collateral risk associated with a trade of a financial instrument includes a processor and a memory that contains a database configured to store a ruleset relating to determining eligibility of collateral to be considered for a desired trade. A search module searches for accounts that could potentially accept a security position based upon established search criteria. Search results are stored in the memory, and are used to identify one or more security positions eligible for use as collateral for the trade. A collateral analysis module determines a collateral preference ranking by at least applying the ruleset via an algorithm executed by the processor so as to confirm an eligibility of security positions eligible for use as collateral for the trade by testing in accordance with the ruleset. The processor outputs a relative collateral preference indication via a user interface.
    • 数据处理系统管理与金融工具的交易相关联的抵押风险包括处理器和存储器,该存储器包含数据库,该数据库被配置为存储关于确定为期望交易考虑的抵押品的资格的规则。 搜索模块根据建立的搜索条件搜索可能接受安全职位的帐户。 搜索结果存储在内存中,用于识别有资格作为交易抵押品使用的一个或多个安全职位。 抵押品分析模块通过至少通过处理器执行的算法来应用规则集来确定抵押品偏好排序,以便通过根据规则集测试来确认有资格作为交易的抵押品的安全位置的资格。 处理器通过用户界面输出相对的抵押偏好指示。