System and Method for Efficiently Using Collateral for Risk Offset

A non-transitory computer readable medium storing instructions, which when executed by a computer processor, perform a method comprising:

• calculating, using a processor, a margin required for a plurality of products;
• receiving data indicative of a collateral as at least a partial satisfaction of the margin required for the plurality of products;
• analyzing, using the computer processor, a relationship between the collateral and one or more of the plurality of products to establish a degree of correlation;
• and
• computing, using the computer processor, an adjustment to the margin based on the relationship between the collateral and one or more of the plurality of products, wherein an amount of the margin is inversely dependent on a degree of correlation between the collateral and one or more of the plurality of products.