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1. 发明授权

US07987137B1 Risk-based reference pool capital reducing systems and methods 有权
标题翻译：基于风险的参考池资本减少系统和方法
公开(公告)号：US07987137B1
公开(公告)日：2011-07-26
申请号：US12875657
申请日：2010-09-03
申请人： Paul A. Thomas , Clifford V. Rossi , Robert J. Fishman , Martin M. Loketek
发明人： Paul A. Thomas , Clifford V. Rossi , Robert J. Fishman , Martin M. Loketek
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/02 , G06Q40/025
摘要： Embodiments consistent with the present invention provide a credit enhancement structure for risk allocation between parties that minimizes the regulatory capital reserve requirement impact to an institution subject to capital reserve requirement. A subject pool of assets held by the institution, such as a pool of loans, is rated to determine its risk levels. Based on the rated risk levels, a guarantor party agrees to be responsible for a portion of the risk associated with the pool of assets, which may define the maximum risk exposure of the institution holding the asset pool. The risk-rated capital reserve requirements are applied to the asset pool based on the risk level rating and the guarantor's agreed upon risk responsibility such that the institution holds a reduced amount of reserve capital compared to what it would otherwise be required to hold.
摘要翻译：与本发明一致的实施例提供了一种信用增强结构，用于各方之间的风险分配，使得对受资本准备金要求的机构的监管资本准备金要求影响最小化。该机构持有的资产主体池（例如贷款池）被评定为确定其风险水平。根据评级风险水平，担保方同意对与资产池相关的一部分风险负责，这可能定义持有资产池的机构的最大风险敞口。风险级资本准备金要求根据风险等级评估和担保人约定的风险责任应用于资产池，使得该机构与原来需要持有的资本相比，储备资本减少。

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