| US 7,577,601 B1 | ||
| Leverage margin monitoring and management | ||
| Robert Rademacher, Lincolnshire, Ill. (US); David Adkisson, Glenview, Ill. (US); and David Maloy, Sleepy Hollow, N.Y. (US) | ||
| Assigned to UBS AG, Zurich (Switzerland) | ||
| Filed on Jun. 20, 2000, as Appl. No. 9/597,881. | ||
| Claims priority of provisional application 60/193187, filed on Mar. 30, 2000. | ||
| Int. Cl. G06Q 40/00 (2006.01) | ||
| U.S. Cl. 705—36 [705/35] | 27 Claims |
| 1. A method for management and monitoring of leverage relating to financial transactions, the method comprising steps of:
identifying an entity;
identifying at least one market segment in which the entity holds financial positions;
quantifying an aggregate net exposure relating to the financial positions held by the identified entity, wherein the financial
positions are held in multiple products and multiple market segments and the aggregate net exposure is quantified using cross-product
netting and cross-agreement netting;
quantifying said aggregate net exposure across the identified market segment or segments;
determining a value for collateral dedicated to offset the exposure;
and managing leverage relating to the collateral to offset the exposure,
wherein at least one of the steps is performed by a computer.
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