Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.

Abstract: Systems and methods for pricing financial instruments include constructing, via at least one computing device comprising one or more processors executing computer-executable instructions stored in memory, a virtual financial complex network comprising one or more interrelated financial markets. Market color data related to at least one of the financial markets is then blended with price data to determine blended pricing information. This blended pricing information is then used to define an objective function that when solved, via an optimization model, determines a minimum market price for each financial instrument across the one or more financial markets.