Repurchase agreement analytics across multiple fixed income products

摘要

Systems, methods, and computer-readable mediums (i.e., utilities) for use in enabling corporate treasurers, money managers, and other investors to view and analyze consolidated credit risk on individual investments across multiple money market products (MMPs) and/or multiple accounts. In one aspect, the utilities may generate a database of MMP and related holding information that may be used to research and analyze one or more MMPs and/or underlying securities even if the same MMP or security is associated with different identifiers. In another aspect, the securities or holdings of the MMPs of actual or sample accounts may be aggregated (e.g., by common identifier, sponsor, issuer, etc.) either within MMPs and/or across multiple MMPs and subsequently analyzed to generate inferences and to obtain numerous types of information which may be presented to corporate treasurers and/or other users on a display (e.g., text, charts, graphs, etc.) for use in gauging a company's or other entity's credit exposure and in making decisions based on what is displayed.

主权项

1. A method for use in providing aggregated investment information for fixed income products (FIPs), wherein each of the FIPs has holdings of one or more of the following types: commercial paper, asset-backed commercial paper, repurchase agreements (REPOs), short-term bonds, floating rate notes, variable rate demand notes, and other FIPs, the method comprising:
providing a data structure wherein FIP information and holding information for individual FIPs, made available from different sources at least pursuant to applicable disclosure regulations governing FIPs, is collected in a form that allows for analysis of the FIP information and holding information from the different sources; processing an input, using a computer-based FIP information aggregation system, to identify a plurality of FIPs associated with at least one account under management (AUM) of a given investor; accessing, based on the identified FIPs, the data structure of the computer-based FIP information aggregation system to obtain holding information for each of the identified FIPs relating to individual holdings of the FIPs; identifying, based on the obtained holding information, REPOs among the individual holdings of the FIPs; and operating the computer-based FIP information aggregation system to provide output display information based on the identified REPOs among the individual holdings of the FIPs.