发明名称 |
Method, software program, and system for structuring risk in a financial transaction |
摘要 |
A computer-implemented method, system, apparatus, and media is directed to minimizing a risk associated with an anticipated value of an investment. An insurer establishes a capital structure within a computer memory of a computer system, the capital structure designed to minimize risk and structured with regulatory capital and a cash stream that is pledged to fund a default associated with the investment. Establishing the capital structure can include allocating regulatory capital based on a coverage factor multiplied by an average annual depression scenario default percentage for the investment and determining a portion of the capital structure for a pledged insuring investment that produces at least a portion of the cash stream. A determination of whether the established capital structure is sufficient to obtain a minimal target credit rating for the insurer is generated. The desired target rating is electronically provided based on the determination. |
申请公布号 |
US8417606(B2) |
申请公布日期 |
2013.04.09 |
申请号 |
US20100955835 |
申请日期 |
2010.11.29 |
申请人 |
BUTCHER, III GEORGE H.;MARK STEPHEN T.;THE BONDFACTOR COMPANY LLC |
发明人 |
BUTCHER, III GEORGE H.;MARK STEPHEN T. |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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