{"schema_version":"1.0","canonical_url":"https://patentable.app/patents/US-8484123","patent":{"patent_number":"US-8484123","title":"System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset","assignee":null,"inventors":[],"filing_date":"2011-12-16T00:00:00.000Z","publication_date":"2013-07-09T00:00:00.000Z","cpc_codes":["G06Q","G06Q","G06Q"],"num_claims":20,"abstract":"A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The system and method include receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a systematic risk margin based on at least a portion of the received plurality of data, determining a curve risk margin based on at least a second portion of the received plurality of data, determining a convergence and divergence risk margin based on at least a third portion of the received plurality of data, determining a sector risk margin based on at least a fourth portion of the received plurality of data, determining an idiosyncratic risk margin based on at least a fifth portion of the received plurality of data, determining a liquidity risk margin based on at least a sixth portion of the received plurality of data, determining a basis risk margin based on at least a seventh portion of the received plurality of data, and calculating a multi-factor risk margin based on one more of the determined risk factors."},"analysis":{"summary":null,"layman_explanation":null,"technical_analysis":null,"business_analysis":null,"faqs":null,"topics":[],"tech_cluster":null},"seo":{"title":"System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset","description":"A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The system and method include receiving a plurality of da","keywords":[]},"attribution":{"source":"Patentable","source_url":"https://patentable.app","canonical_url":"https://patentable.app/patents/US-8484123","license":"CC-BY-4.0-like","license_terms":"AI-generated analysis on this page (summary, layman_explanation, technical_analysis, business_analysis, faqs) may be reused with attribution and a visible link back to the canonical URL above. Patent abstracts, claims, and bibliographic data are USPTO public domain.","required_link":"https://patentable.app/patents/US-8484123","citation_suggestion":"Patentable. \"System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset\" (US-8484123). https://patentable.app/patents/US-8484123","copyright_holder":"Nomic Interactive Technology LLC"},"links":{"html":"https://patentable.app/patents/US-8484123","json":"https://patentable.app/api/llm-context/US-8484123","site":"https://patentable.app","llms_txt":"https://patentable.app/llms.txt"},"generated_at":"2026-05-30T19:14:32.254Z"}