WO2008063922A3 - System and method facilitating whole loan tri-party repurchase agreement transactions - Google Patents
System and method facilitating whole loan tri-party repurchase agreement transactions Download PDFInfo
- Publication number
- WO2008063922A3 WO2008063922A3 PCT/US2007/084262 US2007084262W WO2008063922A3 WO 2008063922 A3 WO2008063922 A3 WO 2008063922A3 US 2007084262 W US2007084262 W US 2007084262W WO 2008063922 A3 WO2008063922 A3 WO 2008063922A3
- Authority
- WO
- WIPO (PCT)
- Prior art keywords
- tri
- whole loan
- collateral
- party
- whole
- Prior art date
Links
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Asset management; Financial planning or analysis
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
Abstract
A system and method facilitates tri-party repurchase agreement transactions for whole loans. The system and method obtain details regarding a whole loan to be used for collateral in a tri-party agreement transaction with an investor, from both the dealer or trader offering the whole loan as collateral and one or more third parties with access to those details. Based on the received details, the system formulates a valuation of the whole loan collateral and posts a whole loan collateral entry to facilitate tri-party repurchase of the whole loan collateral.
Applications Claiming Priority (2)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
US11/561,747 US8442905B2 (en) | 2006-11-20 | 2006-11-20 | System and method facilitating whole loan tri-party repurchase agreement transactions |
US11/561,747 | 2006-11-20 |
Publications (2)
Publication Number | Publication Date |
---|---|
WO2008063922A2 WO2008063922A2 (en) | 2008-05-29 |
WO2008063922A3 true WO2008063922A3 (en) | 2009-05-07 |
Family
ID=39418070
Family Applications (1)
Application Number | Title | Priority Date | Filing Date |
---|---|---|---|
PCT/US2007/084262 WO2008063922A2 (en) | 2006-11-20 | 2007-11-09 | System and method facilitating whole loan tri-party repurchase agreement transactions |
Country Status (2)
Country | Link |
---|---|
US (1) | US8442905B2 (en) |
WO (1) | WO2008063922A2 (en) |
Families Citing this family (12)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
US7783565B1 (en) | 2006-11-08 | 2010-08-24 | Fannie Mae | Method and system for assessing repurchase risk |
US8442905B2 (en) | 2006-11-20 | 2013-05-14 | The Bank Of New York | System and method facilitating whole loan tri-party repurchase agreement transactions |
US7974897B2 (en) * | 2007-08-30 | 2011-07-05 | The Bank Of New York Mellon Corporation | System and method facilitating tri-party repurchase agreement transactions |
US8768820B2 (en) * | 2008-12-29 | 2014-07-01 | Chicago Mercantile Exchange Inc. | Collateralized lending using a central counterparty |
WO2011097200A1 (en) * | 2010-02-02 | 2011-08-11 | Jpmorgan Chase Bank, N.A. | Auto substitution collateral management system and method |
US20120059753A1 (en) * | 2010-09-08 | 2012-03-08 | Michael Weinstock | System and method for electronic financial exchange |
US8374953B2 (en) | 2010-10-25 | 2013-02-12 | Chicago Mercantile Exchange, Inc. | System and method for implementing and managing bundled option box futures |
US8639609B2 (en) * | 2010-12-09 | 2014-01-28 | Chicago Mercantile Exchange Inc. | Cross margining of tri-party repo transactions |
US20140156502A1 (en) * | 2012-12-04 | 2014-06-05 | Cfph, Llc | Conducting a loan |
US20160314534A1 (en) * | 2015-04-22 | 2016-10-27 | The Bank Of New York Mellon | Real-time rehype |
US11442780B2 (en) | 2015-04-22 | 2022-09-13 | The Bank Of New York Mellon | Systems and methods for real-time processing |
US20160350854A1 (en) * | 2015-06-01 | 2016-12-01 | Chicago Mercantile Exchange Inc. | Data Structure Management in Hybrid Clearing and Default Processing |
Citations (2)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
US20050278249A1 (en) * | 2004-06-15 | 2005-12-15 | Northwest Auto Finance Corp. | Business management system, method and tool |
US20060224480A1 (en) * | 2005-03-29 | 2006-10-05 | Reserve Solutions, Inc. | Systems and methods for loan management with variable security arrangements |
Family Cites Families (11)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
US5802499A (en) * | 1995-07-13 | 1998-09-01 | Cedel Bank | Method and system for providing credit support to parties associated with derivative and other financial transactions |
US6016482A (en) * | 1996-01-11 | 2000-01-18 | Merrill Lynch & Co., Inc. | Enhanced collateralized funding processor |
US6125355A (en) * | 1997-12-02 | 2000-09-26 | Financial Engines, Inc. | Pricing module for financial advisory system |
US6304858B1 (en) * | 1998-02-13 | 2001-10-16 | Adams, Viner And Mosler, Ltd. | Method, system, and computer program product for trading interest rate swaps |
US7996296B2 (en) * | 1999-07-21 | 2011-08-09 | Longitude Llc | Digital options having demand-based, adjustable returns, and trading exchange therefor |
US7593886B2 (en) * | 2002-07-30 | 2009-09-22 | Icap Services North America Llc | Method and system for providing rule-based collateral allocation and substitution |
US8781941B2 (en) * | 2002-08-08 | 2014-07-15 | Goldman, Sachs & Co. | Method and apparatus for conducting loan repurchase transactions |
US7813977B2 (en) * | 2003-09-11 | 2010-10-12 | Bgc Partners, Inc. | Graphical user interface related to non-standard trading of financial instruments |
US20060253361A1 (en) * | 2005-05-04 | 2006-11-09 | Robinson Mark I | Method for providing total return swaps using a dealer hedging facility |
US8548893B2 (en) | 2006-02-13 | 2013-10-01 | The Bank Of New York | Systems and methods for automated repurchase agreement matching |
US8442905B2 (en) | 2006-11-20 | 2013-05-14 | The Bank Of New York | System and method facilitating whole loan tri-party repurchase agreement transactions |
-
2006
- 2006-11-20 US US11/561,747 patent/US8442905B2/en active Active
-
2007
- 2007-11-09 WO PCT/US2007/084262 patent/WO2008063922A2/en active Application Filing
Patent Citations (2)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
US20050278249A1 (en) * | 2004-06-15 | 2005-12-15 | Northwest Auto Finance Corp. | Business management system, method and tool |
US20060224480A1 (en) * | 2005-03-29 | 2006-10-05 | Reserve Solutions, Inc. | Systems and methods for loan management with variable security arrangements |
Also Published As
Publication number | Publication date |
---|---|
US8442905B2 (en) | 2013-05-14 |
WO2008063922A2 (en) | 2008-05-29 |
US20080120213A1 (en) | 2008-05-22 |
Similar Documents
Publication | Publication Date | Title |
---|---|---|
WO2008063922A3 (en) | System and method facilitating whole loan tri-party repurchase agreement transactions | |
WO2008036197A3 (en) | Limiting counter-party risk in multiple party transactions | |
WO2007116308A3 (en) | Electronic trading system | |
WO2009015391A3 (en) | Block trading system and method providing price improvement to aggressive orders | |
WO2008028084A3 (en) | Method for assessing the strength of patent portfolios and valuating them for purposes of monetization | |
WO2005031512A3 (en) | Collateralized loan market systems and methods | |
WO2006083791A3 (en) | Methods and apparatus for securitizing insurance, reinsurance, and retrocessional risk | |
WO2005024602A3 (en) | Real estate derivative securities and method for trading them | |
WO2004029761A3 (en) | Method and system for financing publicly traded companies | |
WO2009146111A3 (en) | Mobile telephone transaction systems and methods | |
WO2005119549A8 (en) | Methods and systems for accepting offers via checks | |
WO2006073994A3 (en) | Initiating orders to buy or sell tradeable objects | |
WO2007118113A3 (en) | Creating or redeeming shares of an exchange traded fund | |
WO2007044925A3 (en) | Electronically refunding change | |
WO2008045947A3 (en) | Systems and methods for collaborative payment strategies | |
WO2007038672A3 (en) | Securitization of a commercial transaction | |
MX2012004196A (en) | Method and system for facilitating international securities trading. | |
WO2009114059A3 (en) | Methods and systems for trading contrcts and operating exchanges | |
WO2007025211A3 (en) | Methods and systems for ranking and investing in financial instruments | |
WO2012066422A3 (en) | Embedded hardware based system which provides real-time pre-trade risk assessments for multiple parties and method thereof | |
WO2007095519A3 (en) | Systems and methods for automated repurchase agreement matching | |
MX2010000955A (en) | Lender anonymity securities lending using lender trade criteria. | |
WO2007035242A3 (en) | Hedge accounting method and system | |
Green | Integration of Non-Efficiency Objectives in Competition Law | |
Skelly | GSO Capital Raises $3.25 B, Defying Poor Fund-Raising Environment |
Legal Events
Date | Code | Title | Description |
---|---|---|---|
NENP | Non-entry into the national phase |
Ref country code: DE |
|
121 | Ep: the epo has been informed by wipo that ep was designated in this application |
Ref document number: 07845023 Country of ref document: EP Kind code of ref document: A2 |
|
122 | Ep: pct application non-entry in european phase |
Ref document number: 07845023 Country of ref document: EP Kind code of ref document: A2 |