PATENT CLAIM ANALYSIS

Application Number: 16046190
Application Type: Utility
Filing Date: 2018-07
Publication Date: 2018-12
Patent Classification: ["705", "03600R"]

Abstract:
An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.

Claim (Index 9):
The method of  claim 8 , wherein said mapping comprises identifying at least one risk factor that affects a probability of the at least one financial product.

Metadata:
- Claim Count in Document: 4.0
- Percentile: 95.0
- Lexical Diversity: 2.0625
- Patent Class: 705.0
- Transitional Phrase Type: none
- Component Type: 0
- Foreign Priority: False
- Related Applications: ['14303941', '15001997', '13361607', '14706673', '12840885']

Analysis Scores:
- 35 USC 101 Eligibility (BERT): 0.1315069491723462
- 35 USC 102 Novelty (BERT): 0.5937890044571194
- Combined Prediction Score: 0.1777351547008235
- Mean Citation Score: 308.8221640000001
- Max Citation Score: 567.70465
- Similarity Product: 430.44147637661695

Labels:
- Claim Label 101: 1
- Claim Label 102: 1
- Claim Label 103: 1
- Claim Label 112: 1
- Combined Label: 1
- Label 101 Adjusted: 0

Dataset: test