Methods and Systems for Risk Management

Abstract

In one aspect, the invention comprises acquiring background data regarding securities positions and regarding real-time pricing data; performing calculations regarding intermediate measures of performance of the securities; receiving configuration data for a portfolio of securities and one or more data requests, at least one of the data requests comprising a request for a value at risk report regarding the portfolio; and providing a value at risk report based on a Parkinson's volatility estimation. In another aspect, the invention comprises displaying a tree structure display in a first portion of a graphical user interface display; in response to a user selecting an item from the tree structure display, displaying a corresponding listing in a tabular display in a second portion of the graphical user interface display; and in response to the user selecting a listing in the tabular display, displaying a corresponding item in the tree structure display.

1 .- 46 . (canceled) 
     
     
         47 . Software comprising:
 software for displaying a first portion of a graphical user interface display comprising a tree structure display; and   software for displaying a second portion of a graphical user interface display comprising a tabular display,   wherein one or more items in said tree structure display, when selected by a user, each have corresponding listings displayed in said tabular display, and   wherein one or more of said listings in said tabular display, when selected by a user, each causes a corresponding item in said tree structure to be displayed.   
     
     
         48 . Software as in  claim 47 , wherein items in said tree structure display are selected using checkboxes. 
     
     
         49 . Software as in  claim 47 , wherein listings in said tabular display are selected using highlighting. 
     
     
         50 . Software as in  claim 47 , wherein said tree structure display represents a multi-level hierarchy. 
     
     
         51 . Software as in  claim 50 , wherein, for each of one or more selected items in said tree structure display, a corresponding listing in said tabular display comprises hierarchical properties of said one or more selected items in said tree structure display. 
     
     
         52 . Software as in  claim 50 , wherein at least one level of said hierarchy corresponds to one or more banks. 
     
     
         53 . Software as in  claim 47 , wherein one or more items in said tree structure corresponds to an account. 
     
     
         54 . A method comprising:
 displaying a tree structure display in a first portion of a graphical user interface display;   in response to a user selecting an item from said tree structure display, displaying a corresponding listing in a tabular display in a second portion of said graphical user interface display; and   in response to said user selecting a listing in said tabular display, displaying a corresponding item in said tree structure display.   
     
     
         55 . A method as in  claim 54 , wherein items in said tree structure display are selected using checkboxes. 
     
     
         56 . A method as in  claim 54 , wherein listings in said tabular display are selected using highlighting. 
     
     
         57 . A method as in  claim 54 , wherein said tree structure display represents a multi-level hierarchy. 
     
     
         58 . A method as in  claim 57 , wherein, for each of one or more selected items in said tree structure display, a corresponding listing in said tabular display comprises hierarchical properties of said one or more selected items in said tree structure display. 
     
     
         59 . A method as in  claim 57 , wherein at least one level of said hierarchy corresponds to one or more banks. 
     
     
         60 . A method as in  claim 54 , wherein one or more items in said tree structure corresponds to an account. 
     
     
         61 . A method comprising:
 computing one or more net asset values for an account based on a broker-dealer's margin rule settings;   computing one or more margin requirements for said account based on said margin rule settings;   computing account buying power based on said one or more margin requirements and one or more net liquidation values; and   displaying on an account summary screen computed results for said one or more net asset values, said one or more margin requirements, and said account buying power.   
     
     
         62 . Software comprising:
 software operable to compute one or more net asset values for an account based on a broker-dealer's margin rule settings;   software operable to compute one or more margin requirements for said account based on said margin rule settings;   software operable to compute account buying power based on said one or more margin requirements and one or more net liquidation values; and   software operable to display on an account summary screen computed results for said one or more net asset values, said one or more margin requirements, and said account buying power.