CREDIT SUPPORT MANAGEMENT SYSTEM

摘要

A method of managing credit support instruments used in credit supported transactions includes securing credit support by a credit management facility from credit support providing members of that facility. Each support providing member may identify a collection of permitted counterparties. The permitted counterparties receive credit support from the support providing member and can use that credit support to back transactions. Credit support from the support providing members is allocated among the permitted counterparties and is periodically reallocated among the permitted counterparties based on expected utilization of support amounts by each of the permitted counterparties. In some implementations, the support management facility can also allocate credit support received from a support providing member to any support using member (i.e., allocation of an amount from a particular support providing member is not restricted to allocation among counterparties of that support providing member).