WO2002084435A3 - Method and system for providing timely accurate and complete portfolio valuations - Google Patents

Method and system for providing timely accurate and complete portfolio valuations Download PDF

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Publication number
WO2002084435A3
WO2002084435A3 PCT/US2002/011516 US0211516W WO02084435A3 WO 2002084435 A3 WO2002084435 A3 WO 2002084435A3 US 0211516 W US0211516 W US 0211516W WO 02084435 A3 WO02084435 A3 WO 02084435A3
Authority
WO
WIPO (PCT)
Prior art keywords
instruments
market
prices
financial
portfolio
Prior art date
Application number
PCT/US2002/011516
Other languages
French (fr)
Other versions
WO2002084435A2 (en
Inventor
Daniel Friedrich Kholer
Original Assignee
Nav Technologies Inc
Daniel Friedrich Kholer
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Nav Technologies Inc, Daniel Friedrich Kholer filed Critical Nav Technologies Inc
Priority to EP02723833A priority Critical patent/EP1388102A4/en
Priority to US10/474,889 priority patent/US20040117285A1/en
Priority to AU2002254596A priority patent/AU2002254596A1/en
Publication of WO2002084435A2 publication Critical patent/WO2002084435A2/en
Publication of WO2002084435A3 publication Critical patent/WO2002084435A3/en

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Abstract

Serious asset management depends on financial portfolios being valued accurately in a timely and complete manner. Custom, and in some jurisdiction, rules and regulations demand that they be 'marked to market', i.e. that their valuation as closely as possible reflect the market value of the financial instruments that make up a portfolio. A structured database of financial instruments and system and method for updating the prices of these instruments (the DPSM or Deductive Pricing System and Method) permits the use of information (301, 302)contained in the structure of financial instruments to complement the available market information and to deduce prices (306) for virtually all instruments in a portfolio, even if they are only rarely traded and market prices are not available at most times.
PCT/US2002/011516 2001-04-13 2002-04-12 Method and system for providing timely accurate and complete portfolio valuations WO2002084435A2 (en)

Priority Applications (3)

Application Number Priority Date Filing Date Title
EP02723833A EP1388102A4 (en) 2001-04-13 2002-04-12 Method and system for providing timely accurate and complete portfolio valuations
US10/474,889 US20040117285A1 (en) 2002-04-12 2002-04-12 Method and system for providing timely accurate and complete portfolio valuations
AU2002254596A AU2002254596A1 (en) 2001-04-13 2002-04-12 Method and system for providing timely accurate and complete portfolio valuations

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US28366401P 2001-04-13 2001-04-13
US60/283,664 2001-04-13

Publications (2)

Publication Number Publication Date
WO2002084435A2 WO2002084435A2 (en) 2002-10-24
WO2002084435A3 true WO2002084435A3 (en) 2003-05-15

Family

ID=23087038

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/US2002/011516 WO2002084435A2 (en) 2001-04-13 2002-04-12 Method and system for providing timely accurate and complete portfolio valuations

Country Status (3)

Country Link
EP (1) EP1388102A4 (en)
AU (1) AU2002254596A1 (en)
WO (1) WO2002084435A2 (en)

Families Citing this family (8)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US20150348195A1 (en) 2000-03-27 2015-12-03 Nyse Mkt Llc Systems and methods for trading actively managed funds
US7571130B2 (en) 2002-06-17 2009-08-04 Nyse Alternext Us Llc Hedging exchange traded mutual funds or other portfolio basket products
GB0206440D0 (en) 2002-03-18 2002-05-01 Global Financial Solutions Ltd System for pricing financial instruments
US10929927B2 (en) 2000-03-27 2021-02-23 Nyse American Llc Exchange trading of mutual funds or other portfolio basket products
US7099838B1 (en) 2000-03-27 2006-08-29 American Stock Exchange, Llc Hedging exchange traded mutual funds or other portfolio basket products
US8170935B2 (en) 2000-03-27 2012-05-01 Nyse Amex Llc Systems and methods for evaluating the integrity of a model portfolio of a financial instrument
US8170934B2 (en) 2000-03-27 2012-05-01 Nyse Amex Llc Systems and methods for trading actively managed funds
US7979336B2 (en) 2002-03-18 2011-07-12 Nyse Amex Llc System for pricing financial instruments

Citations (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6058377A (en) * 1994-08-04 2000-05-02 The Trustees Of Columbia University In The City Of New York Portfolio structuring using low-discrepancy deterministic sequences
EP1072990A2 (en) * 1999-07-30 2001-01-31 Crossmar, INC. Methods and systems for collateral matching and mark to market reconcilement
US20020013752A1 (en) * 1999-12-30 2002-01-31 Johnson Christopher D. Rapid valuation of portfolios of assets such as financial instruments
US20020046145A1 (en) * 2000-05-30 2002-04-18 Korin Ittai Method and system for analyzing performance of an investment portfolio together with associated risk
US20020052815A1 (en) * 1999-12-30 2002-05-02 Johnson Christopher Donald Methods and apparatus for automated underwriting of segmentable portfolio assets

Patent Citations (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6058377A (en) * 1994-08-04 2000-05-02 The Trustees Of Columbia University In The City Of New York Portfolio structuring using low-discrepancy deterministic sequences
EP1072990A2 (en) * 1999-07-30 2001-01-31 Crossmar, INC. Methods and systems for collateral matching and mark to market reconcilement
US20020013752A1 (en) * 1999-12-30 2002-01-31 Johnson Christopher D. Rapid valuation of portfolios of assets such as financial instruments
US20020052815A1 (en) * 1999-12-30 2002-05-02 Johnson Christopher Donald Methods and apparatus for automated underwriting of segmentable portfolio assets
US20020046145A1 (en) * 2000-05-30 2002-04-18 Korin Ittai Method and system for analyzing performance of an investment portfolio together with associated risk

Non-Patent Citations (1)

* Cited by examiner, † Cited by third party
Title
See also references of EP1388102A4 *

Also Published As

Publication number Publication date
AU2002254596A1 (en) 2002-10-28
WO2002084435A2 (en) 2002-10-24
EP1388102A2 (en) 2004-02-11
EP1388102A4 (en) 2006-03-01

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