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    • 1. 发明申请
    • AUTOMATIC COLLATERAL EXCHANGE FOR REHYPOTHECATED COLLATERAL
    • 自动对角线交换机
    • WO2014107510A1
    • 2014-07-10
    • PCT/US2014/010072
    • 2014-01-02
    • THE BANK OF NEW YORK MELLON
    • BLANK, BrianJHAVERI, TejasGUNASEELAN, MahendranGOPAL, MariappanLEE, Kim
    • G06Q40/00
    • G06Q40/04
    • A system for managing rehypothecated collateral allocations in financial transactions includes processors coupled to memory configured to store deal attributes. The processors may execute a collateral allocation module that is operable to receive a request to release a collateral allocation, identify the collateral allocation in one or more deals at a first level, and identify a rehypothecated portion of the collateral allocation in deals at subsequent levels. Where an entirety of the collateral allocation is identified at each subsequent level, the collateral allocation module may credit the one or more deals at each subsequent level with net free equity equal to an amount of cash to be exchanged at a prior level of the subsequent levels. When a total of the net free equity credit is equal to an amount of cash to be exchanged at the first level, the collateral allocation module may release the collateral allocation.
    • 用于管理金融交易中的重新抵押的抵押品分配的系统包括耦合到被配置为存储交易属性的存储器的处理器。 处理器可以执行抵押品分配模块,该模块可操作以接收释放抵押品分配的请求,在一级中的一个或多个交易中识别抵押品分配,并且在随后的级别上以交易的方式识别抵押品分配的重新假设部分。 如果每个后续级别确定了抵押品分配的全部,则抵押品分配模块可以在每个后续级别对一个或多个交易进行信用,其中净免费权益等于在先前级别的后续级别要交换的现金量 。 当净免费股权信用总额等于一级交换的现金数额时,抵押品分配模块可以发放抵押品配售。
    • 7. 发明申请
    • ROLLING SETTLEMENT FOR TRI PARTY TRANSACTIONS
    • 三方交易的滚动解决
    • WO2013173515A2
    • 2013-11-21
    • PCT/US2013/041238
    • 2013-05-15
    • THE BANK OF NEW YORK MELLON
    • MORIK, JohnAUSTIN, Charles V.LUNCEFORD, ErikaBLANK, Brian
    • G06Q40/06G06Q40/04
    • A system for settling trades in Tri-Party repurchasing agreements includes one or more processors configured to execute one or more computer program modules. The computer program modules are configured to obtain, on electronic storage media accessible to the one or more processors, security information associated with a plurality of securities securitizing a Tri-Party repurchasing agreement between a dealer and an investor. The computer program modules are also configured to execute one or more computer program modules configured to receive a cash amount from the dealer, the cash amount being less than required to repurchase an entirety of the plurality of securities. The computer program modules are further configured to execute one or more computer program modules configured to release a subset of the entirety of securities to the dealer, the subset of the entirety of securities being repurchased by the cash amount received from the dealer.
    • 用于在三方回购协议中结算交易的系统包括配置成执行一个或多个计算机程序模块的一个或多个处理器。 计算机程序模块被配置为在一个或多个处理器可访问的电子存储介质上获得与经销商和投资者之间的三方回购协议证券化的多个证券相关联的安全信息。 计算机程序模块还被配置为执行被配置为从经销商接收现金金额的一个或多个计算机程序模块,现金金额小于回购多个证券的整体所需的现金金额。 所述计算机程序模块还被配置为执行一个或多个计算机程序模块,所述计算机程序模块被配置为向所述经销商发放全部证券的子集,所述整个证券的子集由所述经销商收到的现金金额回购。