AUTOMATIC MAPPING AND ALLOCATION OF SPECIAL INTERESTS IN TRUSTS FOR PORTFOLIO ANALYSIS

摘要

The present invention relates to analysis of trusts that have multiple beneficiaries whose interests mature in different time periods or under different conditions. In particular, we disclose automatic mapping of interests in one or more trusts, optionally subject to user confirmation, to long and short positions in financial or derivative interests that have expected payouts and costs that can be offset against underlying trust assets. The underlying assets and long and short positions in the mapped instruments can be attributed to various beneficiaries and subjected to various risk and investment analyses.

主权项

1. A method of transforming and analyzing divided beneficiary interests in at least one trust to at least first and second beneficiaries, wherein the trust is described in data stored in non-transitory memory and the data comprises at least an identification and ownership of at least one trust asset and claims on the trust asset, the method comprising:
using a first processor, accessing trust assets identification and ownership data in a non-transitory memory and constructing multiple complementary beneficiary portfolios that are adapted to portfolio analysis, including automatically mapping a hypothetical long position in an annuity for a first beneficiary portfolio and a complementary hypothetical short position in the annuity for a second beneficiary portfolio, whereby interests in the hypothetical long and complementary short positions have an expected payout and cost equal to the first and second beneficiaries' interests in the trust asset; and using a second processor, performing portfolio analysis on combinations of actual and hypothetical assets in at least one of the complementary beneficiary portfolios of the first and second beneficiaries, including accessing expected returns and risks of the actual and hypothetical assets, and producing a perceptible output summarizing results of the portfolio analysis.