Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management

Tao Jin, Stuart Florescu, Heyu and Jin
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Tao Jin: Andrew
Stuart Florescu: Andrew
Heyu: Andrew

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Abstract: 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 create rugged, legally bounded search spaces. We introduce a certifiable hybrid pipeline purpose-built for this domain: (i) an evidence-gated LLM that extracts CSA terms to a normalized JSON (abstain-by-default, span-cited); (ii) a quantum-inspired explorer that interleaves simulated annealing with micro higher order QAOA (HO-QAOA) on binding sub-QUBOs (subset size n

Date: 2025-10
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