PORTFOLIO VALUES

Brand Owner (click to sort) Address Description
SUMMIT MISYS INTERNATIONAL BANKING SYSTEMS INC. 103 FOULK ROAD, SUITE 202 WILMINGTON DE 19803 computer software for use by institutional investment houses to monitor trades and portfolio values;
SUMMIT FT SUMMIT SYSTEMS, INC. 22 Cortlandt Street New York NY 10007 COMPUTER SOFTWARE FOR USE BY INSTITUTIONAL INVESTMENT HOUSES TO MONITOR TRADES AND PORTFOLIO VALUES;
 

Where the owner name is not linked, that owner no longer owns the brand

    
Technical Examples
  1. This invention relates to a system and method for valuing a portfolio in terms of its performance relative to a specified benchmark under a range of future scenarios. In particular, the invention takes a portfolio and calculates two values related to the portfolio: the first value corresponding to an amount by which the value of the portfolio is expected to fall below the value of a benchmark over a given time horizon, and a second value corresponding to an amount by which the value of the portfolio is expected to exceed the value of a benchmark over a given time horizon, in view of the range of different future scenarios. The invention provides a means for determining the portfolio which optimally trades-off these two values, and to evaluate risk/reward performance measures using these two values which can be used to rank instruments, securities or portfolios. The invention also provides a means for pricing portfolio insurance for optimal portfolios.