  When a loan is approved for a person or company, the bank is subject to
\emph{credit risk}; the risk that the lender defaults. To mitigate this risk, a
bank will require some form of \emph{security}, which will be collected if the
lender defaults. Accounts can be secured by several securities and a security
can be used for several accounts. The goal is to fractionally assign the
securities to the accounts so as to balance the risk.
  This situation can be modelled by a bipartite graph. We have a set $S$ of
securities and a set $A$ of accounts. Each security has a \emph{value} $v_i$
and each account has an \emph{exposure} $e_j$. If a security $i$ can be used to
secure an account $j$, we have an edge from $i$ to $j$. Let $f_{ij}$ be part of
security $i$'s value used to secure account $j$. We are searching for a maximum
flow that send at most $v_i$ units out of node $i \in S$ and at most $e_j$
units into node $j \in A$. Then $s_j = e_j - \sum_i f_{ij}$ is the unsecured
part of account $j$. We are searching for the maximum flow that minimizes
$\sum_j s_j^2/e_j$.
