Daniel G Gunderson

US Patent:

20130060714, Mar 7, 2013

Filed:

Sep 7, 2011

Appl. No.:

13/226954

Inventors:

DANIEL G. GUNDERSON - Coraopolis PA, US
Russell T. Parker - Alexandria VA, US
Richard S. Blackley - Leesburg VA, US

Assignee:

Fannie Mae - Washington DC

International Classification:

G06Q 40/06

US Classification:

705 36 R

Abstract:

An apparatus for dividing a balance sheet of a financial instrument from a portfolio level to a sub-portfolio level that includes receiving an asset portfolio and a debt and derivative portfolio of the financial instrument; dividing the asset portfolio and debt and derivative portfolio into a plurality of asset sub-portfolios and debt and derivative sub-portfolios; assigning a portion of each debt derivative sub-portfolio to a specific asset sub-portfolio; allocating a percentage value to each debt and derivative sub-portfolio; calculating a set of financial attributes based upon the allocation percentage; computing a residual error based upon the allocation percentage; and comparing the plurality of residual errors.