2 papers
q-fin.RM2026
A Certified Higher Order Quantum Framework for CSA and Margin-Aware Collateral Optimization
Tao Jin, Stuart Florescu
Collateral allocation for uncleared derivatives is a legally constrained and operationally discrete optimization problem. Institutions must satisfy margin requirements while respec…
q-fin.CP2025
Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management
Tao Jin, Stuart Florescu, Heyu +1
We address finance-native collateral optimization under ISDA Credit Support Annexes (CSAs), where integer lots, Schedule A haircuts, RA/MTA gating, and issuer/currency/class caps c…