交易对手风险相关的专利数据

序号	专利名	申请号	申请日	公开（公告）号	公开（公告）日	发明人
181	Computer implemented and/or assisted methods and systems for providing rapid execution of, for example, listed options contracts using toxicity and/or profit analyzers	US10993273	2004-11-19	US20060080196A1	2006-04-13	Kenneth Griffin; Matthew Andresen
Methods and systems are provided which enable options broker-dealers to execute a listed options contract trade order while simultaneously eliminating (or at least reducing) exposure to the negative consequences associated with toxic (or likely toxic) trades in the options market. By using toxicity and/or profit analyzers, for example, to detect, track and respond to the level of toxic (or likely toxic) orders present in an option contract order flow, a broker dealer can reduce the level of risk inherent in serving as a counter-party in listed options transactions, and inherent in offering a rapid execution guarantee. Various alternative embodiments are also disclosed.
182	DETECTING TRACKING AND RESPONDING TO TOXIC OR LIKELY TOXIC ORDERS IN AN EQUITIES ORDER FLOW USING TOXICITY AND/OR PROFIT ANALYZERS	PCT/US2005/036608	2005-10-12	WO2006044429A2	2006-04-27	GRIFFIN, Kenneth, C.; ANDRESEN, Matthew
Methods and systems are provided which enable equities broker-dealers to execute an equity trade order while simultaneously eliminating (or at least reducing) exposure to the negative consequences associated with toxic (or likely toxic) orders in the equities market. By using toxicity and/or profit analyzers, for example, to detect, track and respond to the level of toxic (or likely toxic) orders present in an equities order flow, a broker dealer can reduce the level of risk inherent in serving as counterparty to order flows, such as anonymous equities order flows. Various alternative embodiments are also disclosed.
183	Method and system for algorithmic crossing to minimize risk-adjusted costs of trading securities	US11433000	2006-05-13	US20070288342A1	2007-12-13	Leon Maclin; David Mechner
The invention is a computer method and system that attempts to minimize the risk-adjusted cost of trading securities in a liquidity pool such as a crossing network or dark book. A mathematically optimal trade-out schedule or trajectory is used to remove shares incrementally over time from the liquidity pool and trade them out to other marketplaces. The trade-out schedule is optimal in that it minimizes the risk-adjusted cost of execution by considering factors such as a) the risk of failing to find a crossing counter-party for all or some of the quantity submitted to the liquidity pool and having to execute that quantity as a liquidity depleting order in other markets, b) the risk of adverse price movement, c) the expectation of adverse price movement, d) the cost of executing orders in other markets, and e) the potential cost savings of finding a cross in the liquidity pool. The quantity still remaining in the liquidity pool—the “reserve”—is available for crossing up to a specified discretionary limit.
184	METHOD OF AND SYSTEM FOR MITIGATING RISK ASSOCIATED WITH SETTLING OF FOREIGN EXCHANGE AND OTHER PAYMENTS-BASED TRANSACTIONS	PCT/GB2001/000802	2001-02-23	WO01063498A2	2001-08-30
A real-time, global system and method for controlling payments risk, liquidity risk and systemic risk arising between financial counterparties active in payments-based transactions. The system comprises: a plurality of User Host Applications for use by plurality of Users; a plurality of Third Party Host Applications for use by plurality of Third Parties; and a plurality of Payment Bank Host Applications for use by a plurality of Payment Banks operating a plurality of domestic payment systems. All host applications communicate via cryptographically secure sessions via private communications networks and/or the Internet global computer network. User and Payment Bank access is secured by digital certification. Each Payment Bank Host Application has a mechanism for processing payment messages, including payments instructions to be carried out in its domestic payments system on behalf of a plurality of account holders (including bank correspondents).
185	METHODS AND APPARATUS FOR SIMULATING RISK TOLERANCE AND ASSOCIATED ADVERSARY COSTS IN A DISTRIBUTED BUSINESS PROCESS	US14512671	2014-10-13	US20150032501A1	2015-01-29	Eric W. Braman; Andrew W. Cutts; Michael Geilich; Dennis McGrath; Eric Richardson; Jeffrey A. Schmidt; Robert Schmidt; Thomas Bernhardt
Methods and apparatus for simulating risk tolerance and associated adversary costs in a distributed business process are disclosed. The methods and apparatus simulate an interdependent business process, such as a financial transaction system, in a secure distributed manner. Each business entity that is part of the interdependent business process models itself on a local client device at any chosen level of detail. A simulation server connects the separate client based simulations into one large simulation. Details of each local simulation may be hidden from other simulation participants. However, interruptions in business flow caused by simulated disruptions introduced at the simulation server and/or a client device are propagated to all of the effected simulation participants via the simulation server. In addition, the simulation server receives inputs from users indicative of risk tolerance levels and associated response actions. If the operational costs imposed by a selected response action are greater than a deterrence threshold associated with a particular adversary, the adversary is not deterred from causing a certain disruption to the simulated competitive market environment. If the operational costs imposed by a selected response action are greater than the deterrence threshold the adversary is deterred.
186	NETTING AND POSITION MATCHING FOR PORTFOLIO COMPRESSION	US12421742	2009-04-10	US20090265284A1	2009-10-22	Mark Rowell
A netting method replaces a set of trades between a pair of counterparties. The method includes a selection of multiple trades having equivalent terms and a determination of the net notional and net coupon. Replacement trades are created, the combined net notional and combined net coupon of which respectively equal the net notional and net coupon of the multiple trades being replaced. A position matching method is implemented for portfolio compression. An implied spread is calculated for each position of a portfolio. Positions with an implied spread outside of desired bounds are corrected. A buyer and a seller are selected, the buyer having the position with the highest implied spread value of all net long and the seller of all net short protection positions. The created trade has a notional equal to the smaller of the net default exposure and a spread of the implied spread with a smaller position.
187	Methods and apparatus for simulating risk tolerance and associated adversary costs in a distributed business process	US14512671	2014-10-13	US09454743B2	2016-09-27	Eric W. Braman; Andrew W. Cutts; Michael Geilich; Dennis McGrath; Eric Richardson; Jeffrey A. Schmidt; Robert Schmidt; Thomas Bernhardt
Methods and apparatus for simulating risk tolerance and associated adversary costs in a distributed business process are disclosed. The methods and apparatus simulate an interdependent business process, such as a financial transaction system, in a secure distributed manner. Each business entity that is part of the interdependent business process models itself on a local client device at any chosen level of detail. A simulation server connects the separate client based simulations into one large simulation. Details of each local simulation may be hidden from other simulation participants. However, interruptions in business flow caused by simulated disruptions introduced at the simulation server and/or a client device are propagated to all of the effected simulation participants via the simulation server. In addition, the simulation server receives inputs from users indicative of risk tolerance levels and associated response actions. If the operational costs imposed by a selected response action are greater than a deterrence threshold associated with a particular adversary, the adversary is not deterred from causing a certain disruption to the simulated competitive market environment. If the operational costs imposed by a selected response action are greater than the deterrence threshold the adversary is deterred.
188	Methods and apparatus for simulating risk tolerance and associated adversary costs in a distributed business process	US13679302	2012-11-16	US08862454B2	2014-10-14	Eric W. Braman; Andrew W. Cutts; Michael Geilich; Dennis McGrath; Eric Richardson; Jeffrey A. Schmidt; Robert Schmidt
Methods and apparatus for simulating risk tolerance and associated adversary costs in a distributed business process are disclosed. The methods and apparatus simulate an interdependent business process, such as a financial transaction system, in a secure distributed manner. Each business entity that is part of the interdependent business process models itself on a local client device at any chosen level of detail. A simulation server connects the separate client based simulations into one large simulation. Details of each local simulation may be hidden from other simulation participants. However, interruptions in business flow caused by simulated disruptions introduced at the simulation server and/or a client device are propagated to all of the effected simulation participants via the simulation server. In addition, the simulation server receives inputs from users indicative of risk tolerance levels and associated response actions. If the operational costs imposed by a selected response action are greater than a deterrence threshold associated with a particular adversary, the adversary is not deterred from causing a certain disruption to the simulated competitive market environment. If the operational costs imposed by a selected response action are greater than the deterrence threshold the adversary is deterred.
189	COMPUTER BORROW AND LOAN SECURITIES AUCTION SYSTEM	PCT/US2000/030120	2000-11-02	WO01033463A1	2001-05-10
An auction system (100) is disclosed which allows users to participate using their own, or the exchange, or a brokers, computers, suitably connected to the auction system. This connection may use the internet (128) or a private leased line or an alternative network. The invention involves a method and system for providing auction mechanisms, including a wide variety of types of auctions as described below, and a central counterparty for assuming credit risk between borrowers and lenders, if the borrowers and lenders chose not to transact with each other. This method and auction system provides a means for borrowers and lenders of securities to meet more efficiently, to trade at a better price, to trade in a larger size, to trade more rapidly, and in some cases eliminate the role of the broker as an intermediary between borrower and lender. This mechanism facilitates not only a borrowing and subsequent short sale of securities but also the financing of securities.
190	Method and system for identifying and managing currency exposure	US11806151	2007-05-30	US20070282726A1	2007-12-06	Wolfgang J. Koester; Corey D. Edens
A method and system for identifying and managing currency exposure is provided. In certain implementations, a company's accounting data, including the data of its subordinate entities, is uploaded to one or more servers. Each entity's foreign currency exposures are calculated. Foreign currency exposures of different entities that offset one another may be netted. Similar currency exposures are summed across all entities. Each resulting currency exposure is converted to the company's reporting currency. The converted currency exposures of the entities are summed together to report the gross currency exposure for the company. To calculate the overall net currency exposure for the company, the value of the currency-based derivatives represented in the company's reporting currency is subtracted from the gross currency exposures of the company. The overall net currency exposure for the company is displayed on a web interface, along with possible courses of action that may be taken to bring the company into compliance with currency exposure policies. The user may request that displayed actions be taken. If such a request is made, an electronic message is generated and sent to one or more persons who are authorized to approve the requested actions. When the company approves a suggested currency action, the system executes the currency transaction in such a way as to ensure price execution quality. The system then sends a transaction confirmation and settlement report to the company and reconciles the currency transactions and positions with the executing counterparty.
191	METHOD AND SYSTEM FOR IDENTIFYING AND MANAGING CURRENCY EXPOSURE	PCT/US2007/012663	2007-05-30	WO2007145808A2	2007-12-21	KOESTER, Wolfgang, J.; EDENS, Corey, D.
A method and system for identifying and managing currency exposure is provided. In certain implementations, a company?s accounting data, including the data of its subordinate entities, is uploaded to one or more servers. Each entity’s foreign currency exposures are calculated. Foreign currency exposures of different entities that offset one another may be netted. Similar currency exposures are summed across all entities. Each resulting currency exposure is converted to the company’s reporting currency. The converted currency exposures of the entities are summed together to report the gross currency exposure for the company. To calculate the overall net currency exposure for the company, the value of the currency-based derivatives represented in the company’s reporting currency is subtracted from the gross currency exposures of the company. The overall net currency exposure for the company is displayed on a web interface, along with possible courses of action that may be taken to bring the company into compliance with currency exposure policies. The user may request that displayed actions be taken. If such a request is made, an electronic message is generated and sent to one or more persons who are authorized to approve the requested actions. When the company approves a suggested currency action, the system executes the currency transaction in such a way as to ensure price execution quality. The system then sends a transaction confirmation and settlement report to the company and reconciles the currency transactions and positions with the executing counterparty.
192	SYSTEM AND METHOD FOR MANAGING RETURN OF COLLATERAL IN A SECURED TRANSACTION	US13913126	2013-06-07	US20130317968A1	2013-11-28	Jonathan S. SPIRGEL
A computer-implemented method for mitigating counterparty credit risk exposure in a trade of a financial instrument between a pledgor and a secured party includes receiving at a custodian's computer system an initial margin payment from the pledgor or the secured party, and electronically posting the initial margin payment in a custody account record maintained in a database of the custodian's computer system. The method also includes storing information relating to a control agreement that gives control of the custody account to the pledgor if the secured party defaults on obligations related to the trade of the financial instrument, and wherein the control agreement gives control of the custody account to the secured party if the pledgor defaults on obligations related to the trade of the financial instrument. The method further includes investing the initial margin payment into one or more investment vehicles during a life of the trade.
193	显示屏幕面板的信用风险计量图形用户界面	CN202130303528.7	2021-05-20	CN307010962S	2021-12-17	罗阳; 陈茜茜; 金焰; 朱佳宁
1.本外观设计产品的名称：显示屏幕面板的信用风险计量图形用户界面。 2.本外观设计产品的用途：用于显示信息，其中显示屏幕面板用于台式电脑、笔记本电脑。 3.本外观设计产品的设计要点：在于显示屏幕面板中图形用户界面的界面内容。 4.最能表明设计要点的图片或照片：主视图。 5.不涉及设计要点，省略后视图、左视图、右视图、俯视图和仰视图。 6.图形用户界面的用途：该图形用户界面用于交易对手信用风险计量的交互与显示。 7.图形用户界面的人机交互方式：主视图展示的是交易对手信用风险计量系统的主页面。主视图中间上部的交易对手初始保证金风险预警模块和风险敞口监测模块，当数据未达到预警值时，右侧指示灯为绿色，表示状态正常。当数据达到预警值时，右侧指示灯为红色，表示状态异常。主视图中间下部的交易量查询模块中输入年份和月份，按年和月的时间维度筛选出相应境内外交易量对应的堆积柱形图。拖移箭头符号至堆积柱形图中任一柱形处展示出该柱形对应月份境内外交易量。主视图右侧的人民币外汇即期报价模块输入日期，按时间维度筛选出不同日期不同货币对的买卖报价。界面变化状态图为点击主视图左侧风险敞口查询按钮后呈现的界面。在界面变化状态图中输入交易对手编号和时间，按交易对手编号和时间维度筛选该交易对手风险敞口信息和交易对手信息。风险敞口模块中按风险敞口对应的时间维度筛选出同一交易对手的不同类别不同层级的风险敞口数据对应的簇状柱形图，拖移手指符号至任一柱形上可显示其对应的数据标注。在风险敞口模块右上角选择具体风险敞口类型，点击下载按钮分类下载数据。在交易对手信息模块右上角点击下载按钮下载对应交易对手信息。
194	SYSTEM AND METHOD FOR MANAGING RETURN OF COLLATERAL IN A SECURED TRANSACTION	US13411090	2012-03-02	US20120166328A1	2012-06-28	Jonathan S. SPIRGEL
In various embodiments, a system and method manages custody and mitigates counterparty credit risk exposure associated with a trade of a financial instrument. A custodian computer system receives an initial margin payment from a pledgor and electronically posts initial margin or collateral payment in a custody account record maintained in the database. A control agreement between the pledgor and a secured party includes agreement details stored in the database. The dual-custody control agreement gives control of the custody account to the pledgor if the secured party defaults on trade obligations, and gives control of the custody account to the secured party if the pledgor defaults on trade obligations based upon default rules. In the event of default, a waiting period is imposed in accordance with the control agreement before the margin payment/collateral is returned to the non-defaulting party and reports are provided to parties involved with the financial transaction.
195	System and method for managing return of collateral in a secured transaction	US13411090	2012-03-02	US08639610B2	2014-01-28	Jonathan S. Spirgel
In various embodiments, a system and method manages custody and mitigates counterparty credit risk exposure associated with a trade of a financial instrument. A custodian computer system receives an initial margin payment from a pledgor and electronically posts initial margin or collateral payment in a custody account record maintained in the database. A control agreement between the pledgor and a secured party includes agreement details stored in the database. The dual-custody control agreement gives control of the custody account to the pledgor if the secured party defaults on trade obligations, and gives control of the custody account to the secured party if the pledgor defaults on trade obligations based upon default rules. In the event of default, a waiting period is imposed in accordance with the control agreement before the margin payment/collateral is returned to the non-defaulting party and reports are provided to parties involved with the financial transaction.
196	COLLATERIZED DEBT OBLIGATION EVALUATION SYSTEM AND METHOD	PCT/US2007011412	2007-05-11	WO2007133685A2	2007-11-22	WATSON ROBERT C; GILKES KAI; RAJAN SRIRAM; JOBST NORBERT
A computerized system and method for evaluating collateralized debt obligations receives user input selecting a scenario or feature, loads data related to a portfolio of securitized assets on to the computer storage medium, determines a scenario default rate using at least one of a beta distributed recovery, a counterparty risk, a loss given default, or a non-zero inter-sector correlation, or models at least one of a short position scenario, a n^th to default basket, a forward start date and an equity default swap, and reports a result relating to the scenario default rate.
197	DETECTING TRACKING AND RESPONDING TO TOXIC OR LIKELY TOXIC ORDERS IN AN EQUITIES ORDER FLOW USING TOXICITY AND/OR PROFIT ANALYZERS	PCT/US2005036608	2005-10-12	WO2006044429A3	2007-04-19	GRIFFIN KENNETH C; ANDRESEN MATTHEW
methods and systems are provided which enable equities broker-dealers (120) to execute an equity trade order while simultaneously eliminating (or at least reducing) exposure to the negative consequences associated with toxic (or likely toxic) orders in the equities market (140). By using toxicity and/or profit analyzers, for example, to detect, track and respond to the level of toxic (or likely toxic) orders present in an equities order flow, a broker dealer (120) can reduce the level of risk inherent in serving as counter-party to order flows, such as anonymous equities order flows, various alternative embodiments are laso disclosed.
198	Computer borrow and loan securities auction system	US09890815	2000-11-02	US07349881B1	2008-03-25	David Lockwood
An auction system is disclosed which allows users to participate using their own, or the exchanges, or a brokers, computers, suitably connected to the auction system. This connection may use the internet or a private leased line or an alternative network. The invention involves a method and system for providing auction mechanisms, including a wide variety of types of auctions as described below, and a central counterparty for assuming credit risk between borrowers and lenders, if the borrowers and lenders chose not to transact with each other. This method and auction system provides a means for borrowers and lenders of securities to meet more efficiently, to trade at a better price, to trade in larger size, to trade more rapidly, and, in some cases eliminate the role of the broker as an intermediary between borrower and lender. This mechanism facilitates not only a borrowing and subsequent short sale of securities but also the financing of securities.
199	Collateralized debt obligation evaluation system and method	US11747634	2007-05-11	US08112340B2	2012-02-07	Robert C. Watson; Kai Gilkes; Norbert Jobst; Sriram Rajan
A computerized system and method for evaluating collateralized debt obligations receives user input selecting a scenario or feature, loads data related to a portfolio of securitized assets on to the computer storage medium, determines a scenario default rate using at least one of a beta distributed recovery, a counterparty risk, a loss given default, or a non-zero inter-sector correlation, or models at least one of a short position scenario, a nth to default basket, a forward start date and an equity default swap, and reports a result relating to the scenario default rate.
200	DEVICES, SYSTEMS, AND METHODS FOR FACILITATING LOW TRUST AND ZERO TRUST VALUE TRANSFERS	PCT/US2015/029196	2015-05-05	WO2015171580A1	2015-11-12	MIDDLETON, Regginald; BOGOSIAN, Matthew
Devices, systems, and methods enabling parties with little trust or no trust in each other to enter into and enforce value transfer agreements conditioned on input from or participation of a third party, over arbitrary distances, without special technical knowledge of the underlying transfer mechanism(s), optionally affording participation of third-party mediators, substitution of transferors and transferees, term substitution, revision, or reformation, etc. Such value transfers can occur reliably without involving costly third-party intermediaries who traditionally may otherwise be required, and without traditional exposure to counterparty risk.

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