COLLATERAL PORTFOLIO

Brand Owner Address Description
EUROCLEAR COLLATERAL PORTFOLIO EUROCLEAR SA/NV 1 Boulevard du Roi Albert II Brussels 1210 Belgium COLLATERAL PORTFOLIO;Providing online, non-downloadable software to facilitate access to electronic data and reports related to the processing of buying, selling, trading, lending, borrowing, safekeeping, custody, administration, management settlement and usage as collateral of securities and other financial instruments, other financial assets and related transactions; providing online, non-downloadable software to facilitate the electronic transmission of funds and other financial assets, data and documents relating to financial services;
 

Where the owner name is not linked, that owner no longer owns the brand

    
Technical Examples
  1. This invention relates to a system and method for valuing a portfolio in terms of its performance relative to a specified benchmark under a range of future scenarios. In particular, the invention takes a portfolio and calculates two values related to the portfolio: the first value corresponding to an amount by which the value of the portfolio is expected to fall below the value of a benchmark over a given time horizon, and a second value corresponding to an amount by which the value of the portfolio is expected to exceed the value of a benchmark over a given time horizon, in view of the range of different future scenarios. The invention provides a means for determining the portfolio which optimally trades-off these two values, and to evaluate risk/reward performance measures using these two values which can be used to rank instruments, securities or portfolios. The invention also provides a means for pricing portfolio insurance for optimal portfolios.