PATENT CLAIM ANALYSIS

Application Number: 16279602
Application Type: Utility
Filing Date: 2019-02
Publication Date: 2019-06
Patent Classification: ["705", "03600R"]

Abstract:
A computer implemented method determines a margin requirement for a financial product portfolio. Market conditions for the financial product portfolio are characterized by a zero curve. The method includes producing a plurality of scenario curves, each scenario curve reflecting a principal component analysis (PCA) model of the zero curve with a respective PCA factor of a plurality of PCA factors of the PCA model offset from a corresponding base value for the zero curve, calculating a respective projected value of the financial product portfolio for each scenario curve of the plurality of scenario curves, calculating a loss risk amount for each PCA factor based on the respective projected value and a current value of the financial product portfolio, and determining the margin requirement based on a sum of the loss risk amounts for the plurality of PCA factors.

Claim (Index 19):
The system of  claim 13  wherein the fourth logic is further executable by the processor to determine gain and loss amounts for each PCA factor based on the pair of scenario curves, and take the absolute value of the loss amount.

Metadata:
- Claim Count in Document: 56.0
- Percentile: 99.0
- Lexical Diversity: 2.49153
- Patent Class: 705.0
- Transitional Phrase Type: none
- Component Type: 0
- Foreign Priority: False
- Related Applications: ['13956707', '12840885', '13361607', '12559905', '13662019']

Analysis Scores:
- 35 USC 101 Eligibility (BERT): 0.1246612193704613
- 35 USC 102 Novelty (BERT): 0.6253296226666956
- Combined Prediction Score: 0.1747280597000847
- Mean Citation Score: 386.3188740000001
- Max Citation Score: 556.3801
- Similarity Product: 542.7929867154777

Labels:
- Claim Label 101: 1
- Claim Label 102: 1
- Claim Label 103: 1
- Claim Label 112: 1
- Combined Label: 1
- Label 101 Adjusted: 1

Dataset: test