| 摘要 |
<p>A computer-based information network for managing credit exposure between counterparties to a plurality of credit support agreements. The network comprises information storage and processing systems. The systems store various types of information including information representative of assets of counterparties to a plurality of credit support agreements for use in covering credit exposurres therebetween over a specified time period, and the plurality of credit support agreements. The systems process the information representative of the assets in order to effectively reflect a movement of certain of the assets to cover the credit exposures over the specified time period. An asset movement optimization process is used for determining an optimal movement of certain of said assets to cover credit exposures over the specified time period.</p> |
