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 21):
The system of  claim 13  further comprising sixth logic stored in the memory and executable by the processor to calculate a reserve charge for a tenor in the financial product portfolio , and add the reserve charge to the sum of the loss risk amounts.

Metadata:
- Claim Count in Document: 56.0
- Percentile: 99.0
- Lexical Diversity: 2.49153
- Patent Class: 705.0
- Transitional Phrase Type: open
- Component Type: 1
- Foreign Priority: False
- Related Applications: ['13956707', '12840885', '13361607', '12559905', '13662019']

Analysis Scores:
- 35 USC 101 Eligibility (BERT): 0.1130454580376994
- 35 USC 102 Novelty (BERT): 0.6184487630618388
- Combined Prediction Score: 0.1635857885401133
- Mean Citation Score: 386.3188740000001
- Max Citation Score: 556.3801
- Similarity Product: 523.312173822391

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