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Method and system for detecting cause of additional margin notification using machine learning

A margin and notification technology, applied in machine learning, finance, instruments, etc., can solve problems such as inability to effectively reduce risks, consume resources, and require manual interpretation of data

Pending Publication Date: 2022-07-29
JPMORGAN CHASE BANK NA
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0005] A disadvantage of using traditional forms of analysis to determine whether an investor needs a margin call is that, in many cases, the analysis is inefficiently done using multiple systems and multiple data elements after the portfolio has passed an arbitrary threshold
Beyond that, the process is manual and there is an element of subjectivity as data from different regions require human interpretation
As a result, financial institutions issuing margin calls spend significant resources on ex-post information, making it ineffective to mitigate risk

Method used

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  • Method and system for detecting cause of additional margin notification using machine learning
  • Method and system for detecting cause of additional margin notification using machine learning
  • Method and system for detecting cause of additional margin notification using machine learning

Examples

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Embodiment Construction

[0050] Embodiments and / or specific features or sub-components of the present disclosure, through one or more of their various aspects, are intended to deliver one or more of the advantages as specifically described above and pointed out below.

[0051] Examples may also be embodied as one or more non-transitory computer-readable media having stored thereon instructions for one or more aspects of the present technology as described and illustrated by the examples herein. The instructions in some examples include executable code that, when executed by one or more processors, cause the processors to perform the steps required to implement the methods of the examples of the present technology described and illustrated herein.

[0052] figure 1 is an exemplary system used in accordance with the embodiments described herein. System 100 is shown generally and may include computer system 102 generally indicated.

[0053] Computer system 102 may include a set of instructions executab...

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Abstract

Provided is a method for identifying and capturing all related features involved in an additional deposit notification process so that a root cause can be automatically identified by using machine learning. The method comprises the following steps: obtaining data related to a security portfolio; automatically determining a data pattern related to triggering the additional deposit notification and a corresponding characteristic that causes triggering the additional deposit notification; automatically generating an additional margin notification model based on the data pattern and characteristics; and evaluating the first security portfolio using the additional margin notification model to determine information related to whether a first additional margin notification for the first security portfolio is triggered.

Description

[0001] CROSS-REFERENCE TO RELATED APPLICATIONS [0002] This application claims the benefit of US Provisional Patent Application Serial No. 62 / 946,096, filed December 10, 2019, which is hereby incorporated by reference in its entirety. technical field [0003] The present technology relates generally to methods and systems for detecting the cause of margin calls, and in particular, methods and systems for identifying and capturing all relevant features involved in the margin call process to enable automatic identification of root causes through the use of machine learning. Background technique [0004] Today, many financial institutions use margin calls to ensure credit investors stay within maintenance margins. Historically, decisions to make margin calls to investors were made after the fact, with varying degrees of success in reducing investment risk. [0005] One disadvantage of using traditional forms of analysis to determine whether an investor needs a margin call is ...

Claims

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Application Information

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IPC IPC(8): G06Q40/04G06Q20/10
CPCG06Q40/06G06N20/00G06Q40/04
Inventor G·迪埃斯-安迪诺 桑乔
Owner JPMORGAN CHASE BANK NA