公开(公告)号：EP0996919A1

公开(公告)日：2000-05-03

申请号：EP97925641.9

申请日：1997-05-19

申请人： CITIBANK, N.A.

发明人： AZIZ, Kishwer ,  SCHNEIDER, Alan ,  SCHREIER, David ,  BOYLE, Terence

IPC分类号： G06F19/00

CPC分类号： G06Q20/04 ,  G06Q20/10 ,  G06Q20/403 ,  G06Q40/06

摘要： A system and method is provided for advanced multi-currency collateral monitoring and controlling for use in a variety of businesses. The system maintains portfolios of collateral accounts and liability information. It supports transaction processing whether by manual or SWIFT (122) messaging. The system has the ability to apply acceptance rules in determining whether a security purchase by a client is of a sufficient quality as to have collateral value. Additionally, the system may hold up or prevent a security sale based upon insufficient collateral remaining in the client's accounts. Tables, preferably located in a relational database are included within the system for assessing the risk associated with holding securities of a particular type, and the risk associated with holding securities in currencies other than the liability currency.