Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2007-12-25
2007-12-25
Kramer, James (Department: 3693)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S035000
Reexamination Certificate
active
09817439
ABSTRACT:
A method and system for financial modeling to predict the amount of liquidity needed to support a portfolio of assets that is being financed in the commercial paper market, or any other market that is sensitive to the provision of liquidity. As the ability to access these markets is related to the rating of the assets, the model simulates rating movements over time and uses historical funding information of like assets to make estimates of future funding needs. Many aspects of the funding (draw) process are simulated (i.e., likelihood of draw, likelihood of continuing draw, and extent of draw amount). The result of the model is an estimate of reduced liquidity needs that is less than if the underlying assets were guaranteed individually, providing economic savings for the liquidity provider. A model is also described that predicts the required characteristics of a group of institutions jointly functioning as liquidity provider to the pool.
REFERENCES:
patent: 4169285 (1979-09-01), Walker
patent: 4648038 (1987-03-01), Roberts et al.
patent: 4739478 (1988-04-01), Roberts et al.
patent: 4742457 (1988-05-01), Leon et al.
patent: 4752877 (1988-06-01), Roberts et al.
patent: 4933842 (1990-06-01), Durbinet et al.
patent: 5121469 (1992-06-01), Richards et al.
patent: 5222019 (1993-06-01), Yoshino et al.
patent: 5257369 (1993-10-01), Skeen et al.
patent: 5270922 (1993-12-01), Higgins
patent: 5297032 (1994-03-01), Trojan et al.
patent: 5305200 (1994-04-01), Hartheimer et al.
patent: 5419890 (1995-05-01), Saidi
patent: 5454104 (1995-09-01), Steidlmayer et al.
patent: 5462438 (1995-10-01), Becker et al.
patent: 5497317 (1996-03-01), Hawkins et al.
patent: 5517406 (1996-05-01), Harris et al.
patent: 5557798 (1996-09-01), Skeen et al.
patent: 5563783 (1996-10-01), Stolfo et al.
patent: 5592379 (1997-01-01), Finfrock et al.
patent: 5649186 (1997-07-01), Ferguson
patent: 5675746 (1997-10-01), Marshall
patent: 5692233 (1997-11-01), Garman
patent: 5706502 (1998-01-01), Foley et al.
patent: 5710889 (1998-01-01), Clark et al.
patent: 5724593 (1998-03-01), Hargrave, III et al.
patent: 5778157 (1998-07-01), Oatman et al.
patent: 5787402 (1998-07-01), Potter et al.
patent: 5802499 (1998-09-01), Sampson et al.
patent: 5806047 (1998-09-01), Hackel et al.
patent: 5806048 (1998-09-01), Kiron et al.
patent: 5812988 (1998-09-01), Sandretto
patent: 5819237 (1998-10-01), Garman
patent: 5819238 (1998-10-01), Fernholz
patent: 5819273 (1998-10-01), Vora et al.
patent: 5832461 (1998-11-01), Leon et al.
patent: 5845265 (1998-12-01), Woolston
patent: 5845266 (1998-12-01), Lupien et al.
patent: 5852811 (1998-12-01), Atkins
patent: 5864827 (1999-01-01), Wilson
patent: 5884286 (1999-03-01), Daughtery, III
patent: 5890140 (1999-03-01), Clark et al.
patent: 5893078 (1999-04-01), Paulson
patent: 5913202 (1999-06-01), Motoyama
patent: 5913214 (1999-06-01), Madnick et al.
patent: 5918218 (1999-06-01), Harris et al.
patent: 5922044 (1999-07-01), Banthia
patent: 5926800 (1999-07-01), Baronowski et al.
patent: 5940810 (1999-08-01), Traub et al.
patent: 5944784 (1999-08-01), Simonoff et al.
patent: 5946667 (1999-08-01), Tull, Jr. et al.
patent: 5950175 (1999-09-01), Austin
patent: 5950176 (1999-09-01), Keiser et al.
patent: 5950177 (1999-09-01), Lupien et al.
patent: 5963923 (1999-10-01), Garber
patent: 5966531 (1999-10-01), Skeen et al.
patent: 5966672 (1999-10-01), Knupp
patent: 5970479 (1999-10-01), Shepherd
patent: 5978780 (1999-11-01), Watson
patent: 5986673 (1999-11-01), Martz
patent: 5987435 (1999-11-01), Weiss et al.
patent: 5995943 (1999-11-01), Bull et al.
patent: 6006206 (1999-12-01), Smith et al.
patent: 6012042 (2000-01-01), Black et al.
patent: 6012046 (2000-01-01), Lupien et al.
patent: 6016483 (2000-01-01), Rickard et al.
patent: 6018714 (2000-01-01), Risen, Jr.
patent: 6018721 (2000-01-01), Aziz et al.
patent: 6018722 (2000-01-01), Ray et al.
patent: 6021397 (2000-02-01), Jones et al.
patent: 6021398 (2000-02-01), Ausubel
patent: 6023280 (2000-02-01), Becker et al.
patent: 6026383 (2000-02-01), Ausubel
patent: 6029146 (2000-02-01), Hawkins et al.
patent: 6029147 (2000-02-01), Horadan et al.
patent: 6035287 (2000-03-01), Stallaert et al.
patent: 6049783 (2000-04-01), Segal et al.
patent: 6052673 (2000-04-01), Leon et al.
patent: 6055522 (2000-04-01), Krishna et al.
patent: 6058378 (2000-05-01), Clark et al.
patent: 6058379 (2000-05-01), Odom et al.
patent: 6061662 (2000-05-01), Makivic
patent: 6064984 (2000-05-01), Ferguson et al.
patent: 6073104 (2000-06-01), Field
patent: 6073115 (2000-06-01), Marshall
patent: 6076072 (2000-06-01), Libman
patent: 6078903 (2000-06-01), Kealhofer
patent: 6078904 (2000-06-01), Rebane
patent: 6078914 (2000-06-01), Redfern
patent: 6078956 (2000-06-01), Bryant et al.
patent: 6081774 (2000-06-01), de Hita et al.
patent: 6085176 (2000-07-01), Woolston
patent: 6088685 (2000-07-01), Kiron et al.
patent: 6092056 (2000-07-01), Tull, Jr. et al.
patent: 6098051 (2000-08-01), Lupien et al.
patent: 6105005 (2000-08-01), Fuhrer
patent: 6131082 (2000-10-01), Hargrave, III et al.
patent: 6134600 (2000-10-01), Liu
patent: 6148298 (2000-11-01), LaStrange et al.
patent: 6173270 (2001-01-01), Cristofich et al.
patent: 6173276 (2001-01-01), Kant et al.
patent: 6178420 (2001-01-01), Sassano
patent: 6185567 (2001-02-01), Ratnaraj et al.
patent: 6195647 (2001-02-01), Martyn et al.
patent: 6226623 (2001-05-01), Schein et al.
patent: 6233566 (2001-05-01), Levine et al.
patent: 6236972 (2001-05-01), Shkedy
patent: 6236977 (2001-05-01), Verba et al.
patent: 6243670 (2001-06-01), Bessho et al.
patent: 6260021 (2001-07-01), Wong et al.
patent: 6263321 (2001-07-01), Daughtery, III
patent: 6263335 (2001-07-01), Paik et al.
patent: 6266683 (2001-07-01), Yehuda et al.
patent: 6272474 (2001-08-01), Garcia
patent: 6275229 (2001-08-01), Weiner et al.
patent: 6278982 (2001-08-01), Korhammer et al.
patent: 6282537 (2001-08-01), Madnick et al.
patent: 6285986 (2001-09-01), Andrews
patent: 6285989 (2001-09-01), Shoham
patent: 6304858 (2001-10-01), Mosler et al.
patent: 6313854 (2001-11-01), Gibson
patent: 6317726 (2001-11-01), O'Shaughnessy
patent: 6317728 (2001-11-01), Kane
patent: 6321212 (2001-11-01), Lange
patent: 6323881 (2001-11-01), Broulik et al.
patent: 6332163 (2001-12-01), Bowman-Amuah
patent: 6338055 (2002-01-01), Hagmann et al.
patent: 6338068 (2002-01-01), Moore et al.
patent: 6343287 (2002-01-01), Kumar et al.
patent: 6347307 (2002-02-01), Sandhu et al.
patent: 6349291 (2002-02-01), Varma
patent: 6356933 (2002-03-01), Mitchell et al.
patent: 6360210 (2002-03-01), Wallman
patent: 6366908 (2002-04-01), Chong et al.
patent: 6381585 (2002-04-01), Maples et al.
patent: 6381586 (2002-04-01), Glasserman et al.
patent: 6385660 (2002-05-01), Griesemer et al.
patent: 6389413 (2002-05-01), Takahashi et al.
patent: 6389452 (2002-05-01), Glass
patent: 6401080 (2002-06-01), Bigus et al.
patent: 6408282 (2002-06-01), Buist
patent: 6418417 (2002-07-01), Corby et al.
patent: 6421653 (2002-07-01), May
patent: 6424980 (2002-07-01), Iizuka et al.
patent: 6429868 (2002-08-01), Dehner, Jr. et al.
patent: 6442545 (2002-08-01), Feldman et al.
patent: 6446110 (2002-09-01), Lection et al.
patent: 6457066 (2002-09-01), Mein et al.
patent: 6460021 (2002-10-01), Kirksey
patent: 6480882 (2002-11-01), McAdam et al.
patent: 6489954 (2002-12-01), Powlette
patent: 6490584 (2002-12-01), Barrett et al.
patent: 6493681 (2002-12-01), Tertitski et al.
patent: 6510406 (2003-01-01), Marchisio
patent: 6516303 (2003-02-01), Wallman
patent: 6516308 (2003-02-01), Cohen
patent: 6523022 (2003-02-01), Hobbs
patent: 6556987 (2003-04-01), Brown et al.
patent: 6564250 (2003-05-01), Nguyen
patent: 6581056 (2003-06-01), Rao
patent: 6581062 (2003-06-01), Draper et al.
patent: 6598028 (2003-07-01), Sullivan et al.
patent: 6601044 (2003-07-01), Wallman
patent: 6611825 (2003-08-01), Billheimer et al.
patent: 6615187 (2003-09-01), Ashenmil et al.
patent: 6629097 (2003-09-01), Keith
patent: 6631373 (2003-10-01), Otani et al.
patent: 6633868 (2003-10-01), Min et al.
patent: 2001/0011241 (2001-08-01), Nemzow
patent: 2001/0011242 (2001-08-01), Allex et al.
paten
Pelligrini Roger J.
Rhinelander John R.
Wise Eris S.
Apple Kirsten Sachwitz
Hunton & Williams LLP
JPMorgan Chase Bank N.A.
Kramer James
LandOfFree
System and method for estimating conduit liquidity... does not yet have a rating. At this time, there are no reviews or comments for this patent.
If you have personal experience with System and method for estimating conduit liquidity..., we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and System and method for estimating conduit liquidity... will most certainly appreciate the feedback.
Profile ID: LFUS-PAI-O-3834132