A system and method for automated credit risk management where current
information on at least one marketable securities loan of at least one
person is periodically collected. Current information on collateral
associated with each at least one marketable securities loan is
periodically collected. Current stock market information associated with
the collateral is periodically collected. The collected marketable
securities loan information, collateral information, and stock market
information are processed and correlated and stored. A marketable
collateral distribution across each at least one marketable securities
loan including collateral shared across portfolios of the at least one
person may be automatically calculated. The stored processed and
correlated information is usable by a user at the workstation for loan to
value evaluation, margin monitoring, collateral evaluation and analysis,
ability to advance funds assessment, ability to release funds from
pledged collateral accounts, or risk management modeling.