Patent ID: 8266053
Filing Date: 2012-09-11
Classification: G06Q

Abstract:
1. A system for providing a financial evaluation of at least one financial instrument, the system comprising: a processor; a communications module for receiving debt market data associated with a transaction of the financial instrument between a party and a counterparty and counterparty credit quality data associated with the transaction of the financial instrument between the party and the counterparty; and a dynamic credit limit module for determining a dynamic credit limit for the counterparty based on at least one of the counterparty credit quality data and the debt market data, the dynamic credit limit being defined in terms of a credit exposure versus time, and corresponding to a historical standard deviation of a credit cost of the counterparty over a defined time interval, wherein the dynamic credit limit module is communicatively coupled to the communications module, and wherein the dynamic credit limit module and the communications module are implemented as programmed instructions and disposed on computer readable media, and operable to be executed by the processor.