REPURCHASE AGREEMENT REPORTING 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:
transmitting an input to a computer-based FIP information aggregation system, the input being sufficient to identify a plurality of FIPs associated with at least one account under management (AUM), wherein the computer-based FIP information aggregation system has access to a data structure, wherein FIP information, holding information for holdings of individual FIPs, and attribute information regarding attributes of the FIPs and holdings, is collected and made available in the data structure in a form that allows for analysis of the FIP information, holding information and attribute information; first receiving, from the computer-based FIP information aggregation system, first output display information corresponding to first aggregated holding information regarding holdings that have been aggregated according to one of the attributes across the plurality of FIPs, wherein the first aggregated holding information is free of holding information for any REPOs in the AUM; manipulating a user manipulable feature on a user interface that is interconnected with the computer-based FIP information aggregation system; and second receiving, from the computer-based FIP information aggregation system in response to the manipulating, second output display information corresponding to second aggregated holding information regarding the holdings that have been aggregated according to the one of the attributes across the plurality of FIPs, wherein the second aggregated holding information includes holding information for any REPOs in the AUM.