Systems, methods and computer software related to pooled credit risk and financial instrument allocation

摘要

One embodiment of the present invention is directed to a system related to pooled credit risk. Another embodiment of the present invention is directed to a method related to pooled credit risk. Another embodiment of the present invention is directed to computer software related to pooled credit risk. Another embodiment of the present invention is directed to a financial instrument allocation optimization algorithm. In one example, the financial instrument allocation optimization algorithm may relate to a maximum matching algorithm. In another example, the financial instrument allocation optimization algorithm may relate to a maximum dispersion algorithm.