A system and computer-implemented method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The system and method implement steps and procedures for determining a time-series of returns for the plurality of financial instruments...http://www.google.com.au/patents/US20120041898?utm_source=gb-gplus-sharePatent US20120041898 - SYSTEM AND METHOD FOR DETERMINING THE MARKET RISK MARGIN REQUIREMENTS ASSOCIATED WITH A CREDIT DEFAULT SWAP
