Patents by Inventor Barry Belkin

Barry Belkin has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • System and methods for valuing and managing the risk of credit instrument portfolios
    Patent number: 7526446
    Abstract: The present invention relates generally to a system of components, comprising an integrated architecture, which supports calibration of financial models, and the structuring, pricing, mark-to-market valuation, simulation, risk management, and reporting of a variety of credit instruments subject to both credit and market risk (e.g., interest rate, foreign exchange risk). Detailed instrument complexities may be accommodated, by modeling the underlying economic behavior driving the exercise of embedded options and other structural features of credit instruments by implementing detailed economic behavioral models.
    Type: Grant
    Filed: January 17, 2002
    Date of Patent: April 28, 2009
    Assignee: Algorithmics International
    Inventors: Scott Aguais, Barry Belkin, Victoria Farber, Lawrence R. Forest, Jr., Alexander Kreinin, Dan Rosen, Steve Suchower
  • System and methods for valuing and managing the risk of credit instrument portfolios
    Publication number: 20030135448
    Abstract: The present invention relates generally to a system of components, comprising an integrated architecture, which supports calibration of financial models, and the structuring, pricing, mark-to-market valuation, simulation, risk management, and reporting of a variety of credit instruments subject to both credit and market risk (e.g., interest rate, foreign exchange risk). Detailed instrument complexities may be accommodated, by modeling the underlying economic behavior driving the exercise of embedded options and other structural features of credit instruments by implementing detailed economic behavioral models.
    Type: Application
    Filed: January 10, 2002
    Publication date: July 17, 2003
    Inventors: Scott Aguias, Barry Belkin, Victoria Farber, Lawrence R. Forest, Alexander Kreinin, Dan Rosen, Steve Suchower
  • System and methods for valuing and managing the risk of credit instrument portfolios
    Publication number: 20030135450
    Abstract: The present invention relates generally to a system of components, comprising an integrated architecture, which supports calibration of financial models, and the structuring, pricing, mark-to-market valuation, simulation, risk management, and reporting of a variety of credit instruments subject to both credit and market risk (e.g., interest rate, foreign exchange risk). Detailed instrument complexities may be accommodated, by modeling the underlying economic behavior driving the exercise of embedded options and other structural features of credit instruments by implementing detailed economic behavioral models.
    Type: Application
    Filed: January 17, 2002
    Publication date: July 17, 2003
    Inventors: Scott Aguais, Barry Belkin, Victoria Farber, Lawrence R. Forest, Alexander Kreinin, Dan Rosen, Steve Suchower