System and method for optimizing collateral management
OwnerBrian BLANK, Song HE +2inventors
InventorsBrian BLANK, Song HE, Madhusudan RANA, Pavithran RAJENDRAN
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OwnerBrian BLANK, Song HE +2inventors
InventorsBrian BLANK, Song HE, Madhusudan RANA, Pavithran RAJENDRAN
Estimating the term…
A system for managing collateral allocations in Tri-Party repurchasing agreement(s) includes memory element(s) coupled to processor(s) and configured to store deal attributes including rule sets associated with a lender l, and collateral characteristic(s) for collateral provided by the borrower b that are associated with each of the Tri-Party repurchasing agreements. The system includes at least one collateral allocation module, configured through the processor(s) to optimize auto cash, an amount short, a cost of carry index, and optimize a collateralization index, associated with the Tri-Party repurchasing agreement(s). A similar system includes at least one collateral allocation module, configured through the processor(s) to optimize a settlement index, a collateralization index, and a cost of carry index, associated with the Tri-Party repurchasing agreement(s). Associated methods are also disclosed.
A system for managing collateral allocations in one or more Tri-Party repurchasing agreements, the system comprising:
A system for managing collateral allocations in one or more Tri-Party repurchasing agreements, the system comprising:
A method for managing collateral allocations in one or more Tri-Party repurchasing agreements, the method comprising:
A method for managing collateral allocations in one or more Tri-Party repurchasing agreements, the method comprising:
Dependencies are inferred from the claim text.