Outlier trade detection for securities lending transactions

Details Outlier trade detection for securities lending transactions Outlier trade detection for securities lending transactions

2011-07-05

2011-07-05

Milef, Elda (Department: 3694)

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

Automated electrical financial or business practice or...

Finance

C705S035000, C705S037000

Reexamination Certificate

active

07974905

ABSTRACT:
Tools are provided for identifying outliers or variations in trade data derived from securities transactions, such as securities lending transactions. Such outliers may provide an indication that a given trade is suspicious or potentially inappropriate from a customer relationship point of view, a regulatory perspective, or a legal standpoint. Trades identified as outliers can be utilized in regression analyses to analyze specific trades, trader-broker relationships, or other trading activity.

REFERENCES:
patent: 2002/0184133 (2002-12-01), Zangari et al.
patent: 2003/0009409 (2003-01-01), Horner et al.
patent: 2005/0228741 (2005-10-01), Leibowitz
Francis, John W. “Securities Lending: Risk vs. Return”, Hoosier Banker; Sep. 1998; 82, 9; Banking Information Source p. 6 (4 pages).
“Logit Models for Binary Data,” printed from http://data.princeton.edu/wws509
otes/c3.pdf, Internet site, accessed on Jul. 15, 2008, 50 pages.

Affiliated with

Also associated with

Rating

Outlier trade detection for securities lending transactions does not yet have a rating. At this time, there are no reviews or comments for this patent.

If you have personal experience with Outlier trade detection for securities lending transactions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Outlier trade detection for securities lending transactions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFUS-PAI-O-2678617