KCG IP HOLDINGS LLC Patent applications |
Patent application number | Title | Published |
20110055114 | Method and System for Electronically Processing Mortgage-Backed Securities - A mortgage-backed securities (MBS) processing system including a processor, a database and a computer-readable memory. The database is configured to store data pertaining to multiple mortgage-backed securities, each mortgage-backed security associated with at least one loan. The computer-readable memory includes computer-readable instructions. When the computer-readable instructions are executed on the processor to associate the multiple mortgage-backed securities stored in the database with a set of different MBS indices based on MBS indexing rules. The MBS indexing rules map a given mortgage-backed security to a given MBS index based at least in part on the credit enhancement type associated with the given mortgage-backed security. | 03-03-2011 |
20110040700 | METHOD AND SYSTEM FOR AGGREGATING CONTEXT ASSOCIATED WITH A FINANCIAL TRANSACTION - Method and system providing aggregation of context associated with a financial transaction. One system includes a transaction collector that collects transaction attribute data related to attributes of a financial transaction. The system further includes an event data collector that collects transaction event data indicative of an event associated with the financial transaction. The system further includes communication data collector that collects electronic transaction communication data indicative of a communication between two or more parties regarding the financial transaction. The system further includes a computer system that aggregates the transaction attribute data, the transaction event data and the transaction communication data. The computer system further associates the transaction attribute data, the transaction event data and the transaction communication data with the financial transaction. The computer system further generates a transaction report regarding the financial transaction. | 02-17-2011 |
20110040699 | METHOD AND SYSTEM FOR MEASURING EXPOSURE OF AN INVESTMENT FUND TO AN ISSUER OF FINANCIAL ASSETS - Method and system providing integration of investment fund data. One system includes a database configured to store financial data pertaining to financial assets. The system further includes a display application configured to create a display for displaying financial data pertaining to the financial assets. The display includes a first view adapted to display a list of financial transactions related to the financial assets. The display further includes a second view adapted to display asset metrics associated with the financial assets. The display application enables a user to select via the first view a particular financial transaction that is associated with a particular financial asset. The display application further presents via the second view an asset metric associated with the particular financial asset and one or more asset metrics associated with other financial assets held by the investment fund that were issued by an issuer of the particular financial asset. | 02-17-2011 |
20110040661 | METHOD AND SYSTEM FOR FACILITATING A CONTEXT-BASED ELECTRONIC COMMUNICATION REGARDING A FINANCIAL TRANSACTION - Method and system providing context-based electronic communication regarding a financial transaction. One system includes a database configured to store data pertaining to a financial transaction involving an investment fund. The system further includes a display application configured to create a display for displaying the financial transaction and one or more transaction parameters. The transaction parameters are based on data pertaining to the financial transaction stored in the database. The system further includes a communication application configured to create a communication interface. The communication interface enables a first user to initiate a communication with a second user regarding the financial transaction. The communication interface further automatically embeds at least a portion of the transaction parameters in the communication displayed to the second user. | 02-17-2011 |
20100223175 | METHOD AND SYSTEM FOR STANDARDIZING BILATERALLY-NEGOTIATED DERIVATIVE POSITIONS - A method of converting a portfolio of non-standard credit default swap (CDS) trades standardized CDS trades. The method includes receiving electronically multiple non-standard CDS trades. Each of the multiple non-standard CDS trades includes at least an initial notional amount and an initial coupon rate. The method further includes converting each of the multiple non-standard CDS trades into two standardized CDS trades. The two standardized CDS trades include a first standardized CDS trade at a first coupon rate of 100 basis points (bps) and a second standardized CDS trade at a second coupon rate of 500 bps. The method further includes determining a first notional amount for the first standardized CDS trade and a second notional amount for the second standardized CDS trade such that a sum of the first notional amount and the second notional amount is equal to the initial notional amount, and a sum of the first notional amount multiplied by the first coupon rate and the second notional amount multiplied by the second coupon rate is equal to the initial notional amount multiplied by the initial coupon rate. | 09-02-2010 |