A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The system and method include receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a systematic...http://www.google.ca/patents/US8103578?utm_source=gb-gplus-sharePatent US8103578 - System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset
