Abstract: The invention enables a system user to create a scenario that includes an analysis resolution, portfolio component data and analysis environment data. Once the scenarios are established, the system user can conduct processing/modeling/analysis in order to optimize the portfolio allocation data—effectively maximizing the return on the component investments, while minimizing the risk exposure for the portfolio. In achieving the optimization, the system can process stored user or system defined scenarios based on a series of modeling/analysis system modules. Further, it is possible for a system user to model, analyze and compare multiple scenarios historically or prospectively. The system may provide wealth outcome analysis which allows a user to determine likely long term outcomes of a particular investment plan, while accounting for the tax consequences of the chosen plan. In an implementation, the system is configured to store the modeling/analysis results and generate a scenario report.

Abstract: The disclosure details the implementation of apparatuses, methods and systems for a Fund Engine which, in various embodiments, may provide dynamic management, analysis and/or control of investments utilizing multiple asset classes and strategies. In particular, this disclosure discusses the application of the Fund Engine to investments including structured notes utilizing constant proportion portfolio protection. In one embodiment, the Fund Engine may construct, facilitate, assist and/or manage one or more multi-strategy master funds by investing assets of the funds in principal protected notes, the value of which may be determined by reference to the performance of a multi-strategy reference portfolio fund. In one implementation, Notes may include senior unsecured debt obligations.

Abstract: A method for structuring an obligation. More particularly, a method for structuring an interest-bearing obligation which is convertible into stock.

Abstract: The present invention relates to a credit index, a system and method for structuring a credit index, a system and method for operating a credit index, and a system and method for determining the liquidity of a credit.

Abstract: The APPARATUSES, METHODS AND SYSTEMS FOR A RISK-ADJUSTED RETURN MAXIMIZING INVESTMENT STRUCTURE (“RAR-MAX”) transform market data, client's investment request inputs, and/or the like via RAR-MAX components into transaction record, investment return outputs, and/or the like). A method is disclosed, comprising: retrieving information of an investment portfolio of financial instruments; receiving market data of a list of eligible financial instrument positions; determining the instant trading time is within an initial time period of a trading period; calculating implied roll costs associated with each of the one or more eligible financial instrument positions; determining a financial instrument position with the lowest implied roll cost based on the calculation; and generating a transaction order purchasing a portion of the financial instrument with the lowest implied roll cost.

Abstract: A method and system is disclosed for processing information provided from various content providers in the form objects having states subject to periodic updates. Formatted information indicating a current state of the objects are delivered to subscribing clients in substantially real-time. An information manager module is configured to receiving raw data objects from the content providers, format the information, and broadcast current state information on various broadcast data stream. A client manager module supports multiple client communication sessions and connects to at least one broadcast data stream. Current state information received on a broadcast data stream is processed and transmitted to specific clients in accordance with processing rules specified in the client profiles.

Abstract: The APPARATUSES, METHODS AND SYSTEMS FOR A RISK-ADJUSTED RETURN MAXIMIZING INVESTMENT STRUCTURE (“RAR-MAX”) transform market data, client's investment request inputs, and/or the like via RAR-MAX components into transaction record, investment return outputs, and/or the like).

Abstract: A computerized method and system for managing security risk, where risk associated with a breach of security is analyzed and quantified according to weighted risk variables. The analysis is accomplished by a computerized security risk management system that receives information relating to physical, informational, communication and surveillance risk, and structures the information such that it can be related to risk variables and a security risk level can be calculated according to a relevance of associated risk variables. The security risk level can be indicative of a likelihood that a breach of security may occur relating to a particular transaction or facility. Similarly, a security confidence level can be indicative of how secure a particular facility or practice is and a security maintenance level can be indicative of a level of security that should be maintained in relation to an analyzed subject.

Abstract: The present invention relates to a credit index, a system and method for structuring a credit index, a system and method for operating a credit index, and a system and method for determining the liquidity of a credit.

Abstract: Effective selection of trade execution strategies using a multi-dimensional model is disclosed. A relationship exists between order difficulty and execution strategy. Execution strategy depends on order difficulty, and order difficulty has many dimensions. The multi-dimensional model classifies trade orders according to the dimensions, and then maps these classified trade orders into suitable execution strategies. For each trade order, one or more appropriate strategies are automatically selected and presented to the trader to assist the trader in making an informed and timely decision.

Abstract: Apparatus and methods are described for correlating business relationships and issuing earnings estimates. According to the present invention, an earnings estimate can be generated for a company as it compares to a consensus estimate, or other rating aggregate, along with an indication of an investment banking relationship or other business relationship that the entity providing the estimate has had with the company. In addition to a consensus estimate that may be based upon current and previous analyst earnings estimates, operating actuals, expected reporting dates, footnotes and company-issued guidelines, indications of investment banking relationships and a consensus estimate is provided that excludes input from banks conducting business with the company.

Abstract: Systems, methods, apparatus, and means for managing an event are provided including creating an event, causing event information to be transmitted to a first group of internal users for communication to a plurality of external users, receiving requests for attendance, creating a final event schedule, causing confirmation information to be transmitted, and generating event summary reports upon completion of said event.

Abstract: Systems, methods, apparatus, computer program code and means for gathering, organizing and presenting on a real time basis information pertinent to Risks associated with subjects related to the Construction Industry. Risks associated with the Construction Industry can be managed by gathering data relevant to the Construction Industry from multiple sources and aggregating the gathered data according to one or more Risk variables. An inquiry relating to a Risk subject can be received and portions of the aggregated data can be associated with the Risk subject. The associated portions of the aggregated data can be transmitted to an entity placing the inquiry or other designated destination.

Abstract: Dynamic management of one or more portfolios of securities, in particular, portfolios of Periodic Auction Reset Securities (PARS) is disclosed. The dynamic management for the specification of rules for investor accounts by which optimization of this type of portfolio may occur and allows financial institutions or other wealth management entities to easily maintain and invest in PARS holdings for multiple accounts. For example, the dynamic management systems and methods can provide for the maintenance of a large number of separate accounts that contain PARS, centralize the maintenance of PARS positions, allow management of central PARS accounts in line with guidelines specified in one or more account profiles, allow sales traders to specify additional guidelines, and/or automate account analysis, trade generation and/or participation in the auction process.

Abstract: The present invention provides methods and systems for managing Risk by associating a biometric profile with other data relevant to a Risk subject. Computerized systems can receive informational data that relates generally to Risk variables and relate the information to known biometric profiles. Compiled information can be situated and conveyed to a compliance department and be able to demonstrate to regulators that a financial institution has met standards relating to Risk containment.

Abstract: A method and system for simulating changes in volatility for a price of a particular option on an underlying financial instrument is disclosed. A volatility surface model having at least one surface parameter is provided along with a set of volatilities for a plurality of options on the underlying financial instrument. The set of volatilities is analyzed to determine an initial value for each surface parameter which, when used in the surface model, defines a surface approximating the set of volatilities. The values of the surface parameters are then evolved using an appropriate evolution function. A volatility value for a particular option is extracted from the volatility surface defined by the evolved surface parameter values. The extracted volatility value can then be used in an option pricing model to provide a price of the particular option.

Abstract: A message routing system that allows applications at either end of the system to run as-is without modification. The system functions in a multithreaded environment and is capable of handling complex routing rules and message transformation. It is also capable of learning and executing new routing rules and message transformations in formats previously unrecognized by the system. The system enables precise and reliable logging of messages throughout processing and supports publication of enterprise-wide broadcast messages. The system further preferably employs cooperating inbound and outbound transport processes for consuming, routing, processing, safely storing and publishing messages in batches of logical units of work to ensure that the logical units of work are not lost in system transactions. The system also preferably utilizes a replay server for preserving and replaying messages that might otherwise fail to reach their intended destinations.

Abstract: The present invention relates to electronic trading of securities. In some embodiments, the present invention relates to methods and apparatus for optimizing the distribution of trading executions in an investor's accounts. Pursuant to some embodiments, as integer allocation algorithm is provided.

Abstract: Systems, methods, apparatus, computer program code and means for generating quality data associated with an option order are provided. In some embodiments, an option order is received, the option order including information identifying a customer, and information identifying a desired option. The option order is associated with an order time. First national best bid and offer (NBBO) data are identified for the desired option at the order time. Execution information associated with the option order are identified, where the execution information includes information identifying a price, an exchange, and an execution time. Second NBBO data for the desired option at the execution time is identified, and the execution information is compared with at least one of the first and second NBBO data.

Abstract: A system for automated transaction compliance processing comprises a list server providing access to one or more lists of securities with trading restrictions and a rules engine which processes compliance requests to determine if, based upon the relationship between the requesting party and the company on behalf the compliance is being performed, the transaction is permissible. Compliance determinations are made using a set of predefined compliance rules. When a request is evaluated, a compliance rule set indicating which rules are to be evaluated at that time is generated in accordance with a party profile indicating the relationship between the party and the company. A message indicating whether the transaction complies with trading restrictions is then returned.