Martin M Loketek

US Patent:

7904381, Mar 8, 2011

Filed:

Jan 31, 2008

Appl. No.:

12/010988

Inventors:

Menner A. Tatang - Great Falls VA, US
Martin M. Loketek - Reston VA, US

Assignee:

Federal Home Loan Mortgage Corporation (Freddie Mac) - McLean VA

International Classification:

G06Q 40/00

US Classification:

705 38

Abstract:

Systems, methods, and computer program products are provided for increasing the return from a pool of loans for a company involved in the guarantee and securitization of such loans. In one exemplary embodiment, a computer-implemented method comprises creating a plurality of sub-pools in which to place loans from the pool of loans; determining, using one or more processors, an external value assessment for one or more loans from the pool and an internal value assessment for the one or more loans; identifying a difference between the external and internal value assessments; and selecting a sub-pool from the plurality of sub-pools to place the one or more loans based upon the identified difference.

US Patent:

7987137, Jul 26, 2011

Filed:

Sep 3, 2010

Appl. No.:

12/875657

Inventors:

Paul A. Thomas - Ashburn VA, US
Clifford V. Rossi - Westlake Village CA, US
Robert J. Fishman - Olney MD, US
Martin M. Loketek - Reston VA, US

Assignee:

Federal Home Loan Mortgage Association - McLean VA

International Classification:

G06Q 40/00

US Classification:

705 38, 705 35, 705 36 R

Abstract:

Embodiments consistent with the present invention provide a credit enhancement structure for risk allocation between parties that minimizes the regulatory capital reserve requirement impact to an institution subject to capital reserve requirement. A subject pool of assets held by the institution, such as a pool of loans, is rated to determine its risk levels. Based on the rated risk levels, a guarantor party agrees to be responsible for a portion of the risk associated with the pool of assets, which may define the maximum risk exposure of the institution holding the asset pool. The risk-rated capital reserve requirements are applied to the asset pool based on the risk level rating and the guarantor's agreed upon risk responsibility such that the institution holds a reduced amount of reserve capital compared to what it would otherwise be required to hold.

US Patent:

8447688, May 21, 2013

Filed:

Jun 30, 2011

Appl. No.:

13/174302

Inventors:

Paul A. Thomas - Ashburn VA, US
Robert J. Fishman - Olney MD, US
Clifford V. Rossi - Westlake Village CA, US
Martin M. Loketek - Reston VA, US

Assignee:

Freddie Mac - McLean VA

International Classification:

G06Q 40/00

US Classification:

705 38, 705 35

Abstract:

Embodiments consistent with the present invention provide a credit enhancement structure for risk allocation between parties that minimizes the regulatory capital reserve requirement impact to an institution subject to capital reserve requirement. A subject pool of assets held by the institution, such as a pool of loans, is rated to determine its risk levels. Based on the rated risk levels, a guarantor party agrees to be responsible for a portion of the risk associated with the pool of assets, which may define the maximum risk exposure of the institution holding the asset pool. The risk-rated capital reserve requirements are applied to the asset pool based on the risk level rating and the guarantor's agreed upon risk responsibility such that the institution holds a reduced amount of reserve capital compared to what it would otherwise be required to hold.

US Patent:

8650117, Feb 11, 2014

Filed:

Feb 7, 2011

Appl. No.:

13/021930

Inventors:

Menner A. Tatang - Great Falls VA, US
Martin M. Loketek - Reston VA, US

Assignee:

Freddie Mac - McLean VA

International Classification:

G06Q 40/00

US Classification:

705 38

Abstract:

Systems, methods, and computer program products are provided for increasing the return from a pool of loans for a company involved in the guarantee and securitization of such loans. In one exemplary embodiment, a computer-implemented method comprises creating a plurality of sub-pools in which to place loans from the pool of loans; determining, using one or more processors, an external value assessment for one or more loans from the pool and an internal value assessment for the one or more loans; identifying a difference between the external and internal value assessments; and selecting a sub-pool from the plurality of sub-pools to place the one or more loans based upon the identified difference.

US Patent:

7996304, Aug 9, 2011

Filed:

Sep 3, 2010

Appl. No.:

12/875692

Inventors:

Paul A. Thomas - Ashburn VA, US
Clifford V. Rossi - Westlake Village CA, US
Robert J. Fishman - Olney MD, US
Martin M. Loketek - Reston VA, US

Assignee:

Federal Home Loan Mortgage Corporation - McLean VA

International Classification:

G06Q 40/00

US Classification:

705 38, 705 36 R

Abstract:

Embodiments consistent with the present invention provide a credit enhancement structure for risk allocation between parties that minimizes the regulatory capital reserve requirement impact to an institution subject to capital reserve requirement. A subject pool of assets held by the institution, such as a pool of loans, is rated to determine its risk levels. Based on the rated risk levels, a guarantor party agrees to be responsible for a portion of the risk associated with the pool of assets, which may define the maximum risk exposure of the institution holding the asset pool. The risk-rated capital reserve requirements are applied to the asset pool based on the risk level rating and the guarantor's agreed upon risk responsibility such that the institution holds a reduced amount of reserve capital compared to what it would otherwise be required to hold.

US Patent:

7792742, Sep 7, 2010

Filed:

Mar 31, 2004

Appl. No.:

10/813260

Inventors:

Paul A. Thomas - Ashburn VA, US
Clifford V. Rossi - Westlake Village CA, US
Robert J. Fishman - Olney MD, US
Martin M. Loketek - Reston VA, US

Assignee:

Federal Home Loan Mortgage Corporation - McLean VA

International Classification:

G06Q 40/00

US Classification:

705 38, 705 35

Abstract:

Embodiments consistent with the present invention provide a credit enhancement structure for risk allocation between parties that minimizes the regulatory capital reserve requirement impact to an institution subject to capital reserve requirement. A subject pool of assets held by the institution, such as a pool of loans, is rated to determine its risk levels. Based on the rated risk levels, a guarantor party agrees to be responsible for a portion of the risk associated with the pool of assets, which may define the maximum risk exposure of the institution holding the asset pool. The risk-rated capital reserve requirements are applied to the asset pool based on the risk level rating and the guarantor's agreed upon risk responsibility such that the institution holds a reduced amount of reserve capital compared to what it would otherwise be required to hold.