Method and system for determining margin requirements

Details Method and system for determining margin requirements Method and system for determining margin requirements

2007-06-21

2010-10-12

Kramer, James A (Department: 3693)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

C705S035000

Reexamination Certificate

active

07813988

ABSTRACT:
The present invention provides for a system and method of applying value-at-risk determination of a financial portfolio to a performance bond requirement and comparing the value-at-risk determination with a traditional scenario-based performance bond requirement.

REFERENCES:
patent: 2003/0009408 (2003-01-01), Korin
patent: 2004/0128222 (2004-07-01), Turbeville et al.
patent: 2006/0190383 (2006-08-01), May
patent: 2006/0277134 (2006-12-01), Glinberg et al.
patent: 2007/0118456 (2007-05-01), Glinberg et al.

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