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Assignee: Morgan Stanley


Location: New York, NY
No. of patents: 92

1      
NumberTitleIssue Date
8185154Mobile enterprise applications over telephony systems and methods
A method of facilitating telecommunication functionality on a mobile device. The method includes receiving a request for a telecommunications transaction from the mobile device and retrieving a callback identifier for a user of the mobile device. The method also inc...
05/22/2012
8180700Transaction system for employee stock options and other compensation programs
Systems and methods of selling employee stock options (ESOs) and other compensation instruments. The method may comprise receiving a sale order for the employee stock options from a seller. The method may also comprise the step of determining a winning bidder based ...
05/15/2012
8165947System and method for electronic trading
The systems and methods relate to a new securities order type—the MON Order—which remains undisplayed and does not become executable until a minimum trigger quantity is reached, thereby making such order executable. The MON Order includes information that indica...
04/24/2012
8165942System and method for calculating a financial market index
Systems and methods of generating a financial market index are disclosed. According to various embodiments, the index may use a fundamental economic indicator to determine a leverage factor. In various embodiments, the leverage factor is increased if the 3M USD LIBO...
04/24/2012
8121875Comparing taxonomies
A system for comparing a first taxonomy and a second taxonomy. The system may comprise at least one processor having associated cache memory, a cache module and a comparison module. The cache module may be configured to load a portion of a comparison sample to the c...
02/21/2012
8055694Modular investment position calculation
A system and method for effecting modular investment position calculation is disclosed. The system and method comprise a data architecture having multiple stored calculation components. The calculation components include base calculation components and variant calcu...
11/08/2011
8036964Systems and methods for remarketable fixed income securities
A straight debt security may include a maturity component, a reset component, and a remarketing component. In general, the maturity component provides a maturity term of the straight debt security. The reset component specifies the terms and conditions for resetting...
10/11/2011
8010393Event-linked credit protection structure
A process that provides protection to an entity against the risk that a third party experiences a credit-related problem as a result of, or following a fortuitous, identifiable, insurable event, where the entity is exposed to the credit risk of the third party. The ...
08/30/2011
7991899Systems and methods for establishing rules for communication with a host
Systems and methods for establishing rules for communication with a host. Network activity data for communications between Host A and Host B may be collected and analyzed by a rules engine to create rules governing communications between the Host A and Host B. The r...
08/02/2011
7966253System and method for managing financial account information
A system is provided that includes a party file having a plurality of party records with each of the plurality of party records having party information relating to one of a plurality of parties. Also included is an account file having a plurality of account records...
06/21/2011
7966001Systems and methods for configuration of mobile computing devices
A system including a handheld mobile computing device and an external storage medium in communication with the mobile computing device, the storage medium having stored thereon preconfigured user information and security information. ...
06/21/2011
7958036System and method for calculating a volatility carry metric
Systems and methods of generating metrics for volatility products are disclosed. According to various embodiments, the metric may use a carry of the volatility product and a volatility of the implied volatility to determine the metric. Through the metric, or carry q...
06/07/2011
7953652Profit model for non-execution services
Methods of pricing non-execution services provided by a firm comprising an execution service provider and a non-execution service provider. The methods may comprise the steps of accruing a payment for execution and non-execution services from an external client and ...
05/31/2011
7941809Systems and methods for managing events
An event management system initializes an event associated with a process. Corrective actions are executed to resolve the event. The corrective actions are monitored after the event is resolved to continuously improve the process. ...
05/10/2011
7925560Systems and methods for valuing a derivative involving a multiplicative index
Methods for calculating a value of a derivative based on a multiplicative index, where the multiplicative index is a multiple of an underlying index. The methods may comprise the steps of providing a first value of the underlying index and estimating a ratio of the ...
04/12/2011
7912909Processing encumbered electronic communications
The invention includes, in various embodiments, a method for archiving an electronic message which includes the steps of scanning the electronic message to determine whether at least a portion of the message is encumbered, disencumbering the encumbered portion of th...
03/22/2011
7912780Price improvement crossing system
A method provided for matching a buy order having a buy order price and a sell order having a sell order price that includes the step of determining if the buy order price is not less than the sell order price. Next, an NBBO price range is identified and it is deter...
03/22/2011
7904364Systems and methods for auctioning access to securities research resources
Methods and systems for auctioning units of securities research resources from a supplier of securities research services to potential consumers of the supplier's securities research are disclosed. According to various embodiments, the method includes the steps of r...
03/08/2011
7904363Database for financial market data storage and retrieval
A multi-session write-once computer tick database operable to store financial market data or “tick data.” The tick database stores market information regarding discrete market transactions in individual ticks. For example, information related to stock trades, an...
03/08/2011
7899731Mortgage-backed security hedging systems and methods
A computer assisted method of developing a hedge position for a mortgage-backed security. The method includes calculating a duration of the security based on price histories of the security and changes in yield of a benchmark security and expressing periodic changes...
03/01/2011
7899724Enhanced remarketable securities
A unit may include a forward contract and a remarketable security that secures performance of obligations of the forward contract. The forward contract may require a holder to purchase a quantity of stock from an issuer at a settlement price on or before a settlemen...
03/01/2011
7890413Transaction structures, systems, and methods for issuing a debt instrument backed by a market value of an asset
A transaction structure for issuing a debt instrument. The transaction structure includes a first entity and a second entity. The first entity transfers an asset in exchange for receiving a beneficial interest in the asset, then issues the debt instrument. The debt ...
02/15/2011
7885883Systems and methods for transactional risk reporting
A system and method for accommodating financial risk calculations in a relational database schema is disclosed. The database schema scales to accommodate a variety of risk calculations by utilizing a name/value pair approach associated with a market factor. Risk cal...
02/08/2011
7885881System and method for banking market analysis
System and method of estimating a wallet share for one or more advisors for investment banking deals involving equity-related products that occurred during an evaluation time period. Method may comprising determining a fee estimate for the one or more advisors for t...
02/08/2011
7848998Convertible hybrid securities
The present invention is directed to a method comprising the step of issuing one or more convertible hybrid securities by an issuer to one or more investors. The issued hybrid securities may have (1) a legally enforceable covenant (e.g., an RCC) and (2) a mandatory ...
12/07/2010
7873575Dynamic credit spread model
Systems and methods for calculating a value of a credit hybrid. The value of the credit hybrid is determined based on a model of the forward hazard rate that is based on a stochastic differential equation that includes a jump term for the hazard rate. The jump term ...
01/18/2011
7870156Organizational reference data and entitlement system with entitlement generator
A system including a centralized organizational information system in communication with a centralized organizational information database and an entitlement generator in communication with the centralized organizational information system, wherein the entitlement g...
01/11/2011
7865415Intelligent simulation analysis method and system
A method for calculating pricing information for a financial instrument consisting of a plurality of underlying financial instruments that includes the steps of: calculating a default time vector for a plurality of default scenarios wherein each default time vector ...
01/04/2011
7860767Systems and methods for financing multiple asset classes of collateral
A method of determining an interest rate to be applied against a debit amount in a collateralized lending transaction. The method includes identifying a plurality of assets to be used as collateral, grouping the assets by class, and assigning an interest rate to eac...
12/28/2010
7818242System and method for pricing default insurance
A system for modeling a basket of securities containing a plurality of securities is provided and includes a default/recovery model database for storing default/recovery data regarding the plurality of securities. Also included is a default simulation engine for cal...
10/19/2010
7818239Dividend accounting
Methods of allocating dividends to a set of long positions. The methods may comprise the steps of identifying a set of short positions and matching the set of short positions with selected long positions from the set of long positions. The methods may also comprise ...
10/19/2010
7805353Portfolio hedging method
A method and system is provided by which an entity manages an exposure to an economic risk associated with a commodity and initially includes the step of modeling the exposure to the risk using financial instruments such as forward contracts and option contracts. Ne...
09/28/2010
7805346Securitization structure
A method comprising issuing, buying and/or selling pass-through certificates issued by an issuer. The pass-though rate payments on the certificates may be funded by payments to the issuer by one or more borrowers on a mortgage loan. The certificates may have a legal...
09/28/2010
7801808Database structure for financial products with unique, consistent identifier for parties that assume roles with respect to the products and methods of using the database structure
The present invention is directed, in various embodiments, to a computer system comprising a party database and a products-role database. The party database contains party data records that contain information about various parties, respectively. The products-role d...
09/21/2010
7797178Systems and methods for determining optimal utilization levels in a fixed capacity system
A method. The method includes includes determining a hardware efficiency factor for an asset having a fixed capacity and a predictable capacity consumption rate, and determining a touch efficiency factor for the asset. The touch efficiency factor represents a measur...
09/14/2010
7792546Mobile enterprise applications over telephony systems and methods
A method of facilitating telecommunication functionality on a mobile device. The method includes receiving a request for a telecommunications transaction from the mobile device and retrieving a callback identifier for a user of the mobile device. The method also inc...
09/07/2010
7783463Computer networks for providing a test environment
A computer network for providing a test environment is disclosed. The computer network may include at least one simulated network for simulating at least a portion of the infrastructure of a production network. The computer network may further include a network simu...
08/24/2010
7774709Interactive user interface for displaying correlation
Methods and systems described herein may comprise determining, for each of a plurality of potential related companies, a correlation factor of a related company metric of the potential related company relative to a focal company metric and selecting at least one rel...
08/10/2010
7774588Host build and rebuild system and method
Methods of building a host computer system. The methods may comprise the steps of discovering hardware components present at the host and determining whether the hardware components are certified. The methods may also comprise the step of determining whether a build...
08/10/2010
7774365Organizational reference data and entitlement system
A system including a centralized organizational information system in communication with a centralized organizational information database. The system also includes a federated set of entitlements engines in communication with the centralized organizational informat...
08/10/2010
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