Method and system for improved collateral monitoring and control

Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance

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705 36, 705 37, 705 38, G06F 1700

Patent

active

060187212

ABSTRACT:
A system and method is provided for advanced multi-currency collateral monitoring and controlling for use in a variety of businesses. The system maintains portfolios of collateral accounts and liability information. It supports transaction processing whether by manual input or SWIFT messaging. The system has the ability to apply acceptance rules in determining whether a security purchase by a client is of a sufficient quality as to have collateral value. Additionally, the system may hold-up or prevent a security sale based upon insufficient collateral remaining in the client's accounts. Tables, preferably located in a relational database are included within the system for assessing the risk associated with holding securities of a particular type, and the risk associated with holding securities in currencies other than the liability currency.

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Rubin et al, Public versus private markets, Real estate Finance, pp. 1-4, 1996.

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