US 7,689,486 B2Granted

System and method for banking market analysis

AssigneeMorgan Stanley

InventorYunlei Zhang

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Abstract

Methods of estimating a fee earned by one or more advisors from various types of investment banking deals and transactions are disclosed. The deals or transactions may be a merger or acquisition, an initial public offering, an offering of convertible securities, a secondary offering, a block trade of securities, an offering of investment-grade debt securities and/or an offering of high-yield securities. The advisors may be investment banks performing on the roles of the various tiers of a syndicate, such as book runner, lead manager, co-lead manager, or co-manager. The method comprises retrieving data regarding the financial deal or deals of interest. The data may include an identification of the one or more advisors, the role of those advisors, and a parameter of the deal, such as the size of the deal, the geographic region for the deal, or the maturity date when the deal involves the issuance of debt securities.

Claims10

Dependent claims

A method of estimating a wallet share for one or more advisors for investment banking deals involving investment-grade debt offerings that occurred during an evaluation time period, the method comprising:

storing, in a database of a computer system, data regarding the deals investment-grade debt offerings during the evaluation time period, wherein the data includes an identification of the one or more advisors for each of the deals investment-wade debt offerings during the evaluation time period, the role of the one or more advisors in the investment-grade debt offerings during the evaluation time period, and a plurality of parameters for the investment-grade debt offerings, wherein the plurality of parameters comprise:
a maturity of the investment-grade debt offerings;
a credit rating for the investment-grade debt offerings;
a geographic region for the investment-made debt offerings;
determining, by the computer system, a fee estimate for the one or more advisors for the investment-grade debt offerings during the evaluation time period, wherein the fee estimate for each investment-grade debt offering is determined by determining the geographic region for each investment-grade debt offering;
for investment-grade debt offering that occurred in a first geographic region, determining the estimates for the one or more advisors based on a first set of parameters using a first look-up table for the first geographic region;
and
for investment-grade debt offerings that occurred in a second geographic region that is different from the first geographic region, determining the estimates for the one or more advisors based on a second set of parameters that is different from the first set
of parameters using a second look-up table for the second geographic region;
and
determining, by the computer system, a wallet share for the one or more advisors over the evaluation time period based on an aggregation of the fee estimates for the one or more advisors during the evaluation time period,
wherein the computer system comprises a processor and a computer-readable medium that stores instructions that are executed by the processor.

9 more elements

A computer system for estimating a wallet share for one or more advisors for investment banking deals involving investment-grade debt offerings that occurred during an evaluation time period, the computer system comprising:

a database that stores data regarding the investment-grade debt offerings during the evaluation time period, wherein the data includes an identification of the one or more advisors for each of the investment-grade debt offerings during the evaluation time period, the role of the one or more advisors in the investment-grade debt offerings during the evaluation time period, and a plurality of parameters for the investment-grade debt offerings, wherein the plurality of parameters comprise:
a maturity of the investment-grade debt offerings;
a credit rating for the investment-grade debt offerings;
a geographic region for the investment-grade debt offerings;
a processor in communication with the database;
and
a memory in communication with the processor, wherein the memory stores instructions that when executed by the processor cause the processor to estimate the wallet share for the one or more advisors by:
determining a fee estimate for the one or more advisors for investment-grade debt offerings during the evaluation time period by:
determining the geographic region for each investment-grade debt offering;
for investment-grade debt offering that occurred in a first geographic region, determining the estimates for the one or more advisors based on a first set of parameters using a first look-up table for the first geographic region;
and
for investment-grade debt offerings that occurred in a second geographic region that is different from the first geographic region, determining the estimates for the one or more advisors based on a second set of parameters using a second look-up table for the second geographic region, wherein the first set of parameters are different from the second set of parameters;
and
determining the wallet share for the one or more advisors over the evaluation time period based on an aggregation of the fee estimates for the one or more advisors during the evaluation time period.

11 more elements

Dependencies are inferred from the claim text.