US Patent:
20090182682, Jul 16, 2009
Inventors:
Warren T. Wamberg - North Barrington IL, US
Charles French - Chicago IL, US
Ryan Ball - Chicago IL, US
International Classification:
G06Q 40/00
Abstract:
A computer system and computative process for designing, implementing, processing, communicating and managing a bank-eligible investment product that invests in other bank-eligible investments wherein the risk-based capital exposure of each investment is compared to a limit database and processed using a plurality of risk-weight percentages stored in the database. The computer system receives as its inputs performance data and asset allocation data for each investment and processes that data in order to calculate the risk-based capital exposure of each investment inside the product, determine the risk-based capital assessment of an investor's total investment in the product, and as part of its output, provides sufficient reporting information for investors as required by federal, state, and local regulations. In one embodiment, the constraints of each investment inside the product are frequently and periodically reprocessed, according to prescribed system parameters in order to achieve desired risk-based capital output for communication to users and for adjustment of the composition of the bank-eligible investment product.
