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
41	一种基于区块链互操作实现跨账本DVP金融结算的方法	CN202210927512.7	2022-08-03	CN117557368A	2024-02-13	陈超贤; 斯图尔特·格雷格·哈利迪; 理查德·罗德; 关乐辉; 丘子伟; 罗竞锋; 吴家敏; 陈健斌; 沈伟基; 廖浩; 李锦波; 罗丹; 邹煌辉
本发明公开了一种基于区块链互操作性的跨账本DVP金融结算的方法，应用于整合银行账务系统在不同区块链技术的资金分布式账本和资产分布式账本之间进行跨账本DVP结算。买方生成密钥并根据约定哈希算法计算密钥哈希值，买方用密钥哈希值在资金分布式账本系统锁定资金通证，卖方用密钥哈希值在资产通证分布式账本锁定资产通证，只有知道密钥才能解锁资金通证或资产通证，保证了交易的安全性，为资金通证和资产通证直接的交易提供了信任基础，实现了去信任化，同时，通过时间锁的设定，能够有效避免恶意拖延交易，降低交易对手风险，保证交易的原子性，实现跨账本原子交易。
42	一种ESP报价点击成交方法及系统	CN202211548783.8	2022-12-05	CN115936808A	2023-04-07	孔雅婷; 贾耀龙; 孟庆文
本发明公开了一种ESP报价点击成交方法及系统，涉及金融科技领域，所述方法包括：通过策略规则配置模块配置ESP报价规则和ESP成交规则；对交易对手进行ESP报价规则的参数配置；当交易价格符合ESP报价规则时，带量报价模块基于市场行情和ESP报价规则，计算生成带量渠道价；将带量渠道价发送至外汇交易中心，并对带量渠道价进行实时监测，获得报价监测结果；根据报价监测结果和交易请求执行交易要素校验；当交易要素校验成功后，基于ESP成交规则，通过点击成交模块进行交易结果判定。解决了现有技术算法简单，策略配置方式具有局限性，无法采用策略灵活设置ESP报价量，且交易验证算法粗糙，存在被套利的风险的技术问题。
43	风险排查方法、装置、计算机设备、存储介质和产品	CN202111645434.3	2021-12-29	CN114255123A	2022-03-29	万德洪; 乔筱迪
本申请涉及一种风险排查方法、装置、计算机设备、存储介质和计算机程序产品。所述方法包括：基于被排查金融工具的主数据或被排查交易对手、以及大数据关系图谱，生成对应的定位参数；获取风险排查信息，基于风险排查信息和定位参数，对数据源进行查询，得到多个风险排查结果；数据源中包括用于风险排查的数据；将多个风险排查结果进行展示，获取用户对多个风险排查结果的反馈，基于反馈，生成对应的历史记录；并基于历史记录与反馈，同步生成被排查金融工具的风险排查的电子证据，并对电子证据进行存证。采用本方法能够增加风险排查的全面性与准确性，并对电子证据进行存证。
44	可选地具有估值过滤器的用于低信任和零信任价值转移的设备、系统和方法	CN201580024338.3	2015-05-05	CN106664292A	2017-05-10	雷格因纳尔德·米德尔顿; 马修·伯格斯安
设备、系统和方法，使得各方能够在彼此很少信任或不信任的情况下经任意距离进入并实施以来自第三方的输入或第三方的参与为条件的价值转移协定，而无需对(一个或多个)底层转移机制的特殊技术知识，从而提供第三方调解人的参与、转让人和受让人的替代、条款替代、修订，或革新等。这种价值转移可以可靠地发生，而不涉及传统上可能需要的昂贵的第三方中介，并且没有传统上暴露给交易对手的风险。
45	基于虚拟电厂的多元小微主体参与现货市场的出清方法	CN202011443256.1	2020-12-08	CN112529622A	2021-03-19	尹硕; 王世谦; 杨萌; 宋大为; 金曼; 柴喆; 杨钦臣; 郭兴五; 路尧; 陈兴; 张钧钊; 姜欣; 韩丁
本发明提出了一种基于虚拟电厂的多元小微主体参与现货市场的出清方法，解决了交易决策博弈过程中竞争对手的不确定性给VPP收益带来的风险问题。其步骤为：首先，基于电网侧VPP参数和电能买卖双方的信息构建考虑电价不确定性的双层出清模型及双层出清模型的约束条件；其次，基于双层出清模型的约束条件对双层出清模型进行求解，获得日前能量与时长日前调频市场的最优投标结果和最佳收益；最后，根据最优投标结果和最佳收益获得市场各主体的中标情况、最优报价和出清价格。本发明通过出清方法建立的两阶段双层出清模型和两阶段双层约束条件，能够简单、便捷地实现考虑电价不确定性的电网侧储能参与的调峰市场的可视化的效益分析和投标决策。
46	一种面向金融机构风控控制的图谱构建方法、设备及存储介质	CN202011502575.5	2020-12-18	CN113064998A	2021-07-02	周秀丽
本发明涉及大数据技术领域，公开了一种面向金融机构风控控制的图谱构建方法、设备及存储介质，S1：获取企业信息点的展示内容及数据源，并将不同数据源数据整合进关系型数据库管理系统中；S2：依据企业信息点将数据进行加工、处理、识别及抽取，并转化为实体表及关系属性存储在关系型数据库管理系统中；S3：将数据导入图形数据库；S4：基于图挖掘技术进行数据的关联分析及展示。本发明综合企业全方面数据源信息，相比较市面上传统企业关系图谱，加入企业真实发票数据，构建关键经营情况监测指标，跟踪企业本身及上下游交易对手的税务情况，作为企业风险控制的手段之一，视角上从“局部维度”到“全局关系”的转变，大大提升了知识图谱的应用有效性。
47	基于数字货币的跨境支付清算系统和的跨境支付方法	PCT/CN2015/093742	2015-11-04	WO2016070803A1	2016-05-12	朱锐泷
一种基于互联网的无报文的跨境支付清算系统和跨境支付清算方法，该系统和方法摒弃了既有的基于报文的清算体系，通过基于互联网的无报文通信和会员间对手交易，来实现高速且低成本的跨境支付和清算，同时还实现了由普通法人、自然人等直接向清算系统提交跨境支付请求，清算系统按其指定或优选支付公司会员进行实时支付和清算的三边清算模式，省去了大量中间环节和报文传输，大大提高了效率。系统同时支持法币清算和数字货币清算，并充分利用数字货币的特点和对保证金的锁定、释放和赔付，进一步降低了风险，在货币清算、国际贸易、跨境电商等领域有重要用途。
48	Trade Risk Management	US12247392	2008-10-08	US20100088249A1	2010-04-08	Ashok H. Mittal; Vinayck K. Singh
Disclosed herein is a computer implemented method and system for managing financial risk involved in trading of multiple financial instruments between multiple counterparties. A risk profile is determined for each of the counterparties based on transaction data provided by the counterparties. The transaction data relates to trading of the financial instruments. Individual prices for multiple predefined maturity periods of the financial instruments are provided by the counterparties based on the risk profile. A consensus price is created for each of the predefined maturity periods based on the individual prices. The created consensus price is compared with each of the individual prices provided by each of the counterparties. The financial risk is computed for each of the counterparties based on multiple predefined parameters and the comparison. The computed financial risk of each of the counterparties is modified by each of the counterparties for the management of the financial risk.
49	LIMITING COUNTER-PARTY RISK IN MULTIPLE PARTY TRANSACTIONS	PCT/US2007019948	2007-09-14	WO2008036197A2	2008-03-27	SIVERMAN DAVID L; DOAR TIMOTHY J; GOGOL ED
A computerized entity, system and method for limiting or eliminating counterparty risk for settlement in financial transactions are described. A central counterparty novates trades between counterparties and interposes itself as the entity with whom each counterparty will settle. The central counterparty may require additional credit or collateral from one or more counterparties to ensure that the central counterparty does not assume an unaddressed risk.
50	Limiting Counter-Party Risk in Multiple Party Transactions	US11532669	2006-09-18	US20080071664A1	2008-03-20	David L. SILVERMAN; Timothy J. DOAR; Edward M. GOGOL
A computerized entity, system and method for limiting or eliminating counterparty risk for settlement in financial transactions are described. A central counterparty novates trades between counterparties and interposes itself as the entity with whom each counterparty will settle. The central counterparty may require additional credit or collateral from one or more counterparties to ensure that the central counterparty does not assume an unaddressed risk.
51	Distribution Of Financial Instruments Among Counterparties	US12626763	2009-11-27	US20110131127A1	2011-06-02	Vinayek K. Singh; Ashok H. Mittal; Malcom P. Walley; Stephen Richard Gould
A computer implemented method and system is provided for distributing aggregated financial instruments among counterparties. The counterparties' financial instrument positions are acquired along with risk measures. The financial instrument positions are weighted using the risk measures to obtain risk weighted positions. An aggregate risk is computed by aggregating the risk weighted positions of the financial instruments. A position risk is computed by aggregating the risk weighted positions of the counterparties. A financial instrument with highest aggregate risk is allocated to a counterparty with highest position risk based on predefined rules. The position risks are recomputed by aggregating the risk weighted positions modified due to the allocation. An unallocated financial instrument with highest aggregate risk is allocated to a counterparty with highest change in position risk after the recomputation. Recomputation of the position risk and allocation of the unallocated financial instruments are performed until the financial instruments are completely allocated.
52	PAIRED BASIS SWAP RISK AND CREDIT MITIGATION	PCT/US2004001886	2004-01-23	WO2004066101A3	2007-04-26	PERRY J SCOTT; TURBEVILLE WALLACE C; HAMILTON PAUL
A credit risk mitigating system and a method of risk mitigation and collateralization of a swap used to hedge a forward contract during delivery. At least two counterparties interested in forming a swap to hedge a forward contract and a system counterparty which forms paired basis swaps with pans of counterparties interested in forming a swap and creating a swaption with each of the pair counterparties. The system (100) contains a system database (110) with two forward contracts with the information input into system database (110), the system (100) automatically generates paired commodity swaps so that four commodity swaps are generated. The system (100) also has an option to terminate a commodities swap by exercising a swaption, which would create a new commodity swap between the system (100) and the terminated participant based upon a correlated product.
53	Central credit filtering in computerized trading	US11048661	2005-01-31	US20060041498A1	2006-02-23	Andrew Hausman; Karen Tannenbaum; Paul Beatty; Lawrence Waldorf; Alan Dweck; Anish Malhotra; Guy Mock; Richard Braham
Systems, methods, and computer program products are disclosed for establishing and using credit limits between counterparties and for managing risk in the trading of financial interests. The invention provides credit filtered views of executable market information to trading parties. By setting credit limits used to provide credit-filtered views, the invention provides trading parties the ability to control the amount of future financial exposure that the trading party will incur with any counterparty in one or more present-and/or future time periods in trades by the trading party during a trading session. A trading party may establish and use credit limits with potential counterparties in the trading of financial interests having a current or future financial exposure such as foreign exchange (“FX”) forwards contracts, forwards contracts in commodities, e.g., precious metals, energy, etc., stock options, futures contracts, bonds, loan contracts, money market certificates, other fixed income securities, etc. The credit information is used by a central computer to provide credit filtered market views to trading parties. During a trading session, the credit remaining of a set credit limit between the trading party and the respective counterparty is changed according to trades executed between the trading party and the counterparty.
54	Counterparty credit limits in computerized trading	US11142908	2005-05-31	US08676679B2	2014-03-18	Andrew Hausman; Karen D. Tannenbaum; Paul Brian Beatty, Jr.; Lawrence C. Waldorf; Alan Dweck; Anish Malhotra; Guy Mock; Richard Anthony Lawson Braham
Systems, methods, and computer program products for establishing and using credit limits between counterparties and for managing risk in the trading of financial interests. A trading party may control the amount of future financial exposure that the trading party will incur with any counterparty in one or more future time periods in trades by the trading party during a trading session. Credit limits may be used to permit proposed trades to be completed or not depending upon available credit. Where there is insufficient credit, the trade may be blocked or otherwise prevented from progressing towards completion. If there is insufficient credit and if trading up to available credit is permitted, a partial trade for an amount up to the credit limit may be allowed. During a trading session, the credit remaining of a set credit limit between the trading party and the respective counterparty is changed according to trades executed between the trading party and the counterparty. After the end of the trading session, the remaining credit may be automatically reset to the set credit limit for each counterparty and future time period.
55	System for financial risk management administration	US12004383	2007-12-20	US20090030818A1	2009-01-29	David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for financial risk management and administration. In the present invention, a computer implemented method and system operate to distribute selected risks, such as market risks, through a selected counterparty that can assume certain of these market risks in a financial transaction which also includes certain behavioral risks.
56	Central credit filtering in computerized trading	US11048661	2005-01-31	US07533054B2	2009-05-12	Andrew Hausman; Karen D. Tannenbaum; Paul Brian Beatty, Jr.; Lawrence C. Waldorf; Alan Dweck; Anish Malhotra; Guy Mock; Richard Anthony Lawson Braham
Systems, methods, and computer program products for establishing and using credit limits between counterparties and for managing risk in the trading of financial interests. Credit filtered views of executable market information are provided to trading parties. By setting credit limits used to provide credit-filtered views, a trading party may control the amount of future financial exposure that the trading party will incur with any counterparty in one or more present-and/or future time periods in trades by the trading party during a trading session. The credit limit information may be used by a central computer to provide credit filtered market views to trading parties. During a trading session, the credit remaining of a set credit limit between the trading party and the respective counterparty is changed according to trades executed between the trading party and the counterparty.
57	DERIVATIVE TRANSACTIONS GOVERNING SYSTEM AND NETWORK	PCT/NL2000/000856	2000-11-23	WO01039060A1	2001-05-31
The invention relates in general to a system for a network based, automated process to decrease the number of outstanding financial derivative transactions between counterparties with the aim of lowering the gross and net credit exposures between counterparts and/or to enhance risk-control and/or lower operational costs and/or-risks for each counterpart.
58	METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT EXPOSURE	PCT/US2004030620	2004-09-16	WO2005029274A8	2007-05-18	MIRI JOHN; HEATH COREY; SILHAVY MARK; ABASSI MISBAH; MECHE EDDIE; HAYNIE CYNTHIA; REID DAN; BELSHAW JAROD; FARLEY SAMUEL JESSE; HENDRICKS COLIN; KAISHARIS PAUL
Software aggregates and integrates credit exposure data across accounting, trading and operational systems within an energy trading organization. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is then assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships, and taking into account netting, setoff, and margin requirements, collateral requirements and contract terms, internal and external views of exposure and liquidity, and risk concentrations based on both system and user-defined risk categories. After aggregating the exposure information, credit, transactions, risk and other properties are determined at any level in the hierarchy and then the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and outlays for both a company and its counterparties. Walkforward views of potential credit exposure taking into account current and future prices and volumes are also provided.
59	COLLATERAL TRUST MANAGEMENT SYSTEM	PCT/US2010028764	2010-03-26	WO2010111562A3	2011-03-24	JOSEPH VIJU
A computer implemented method and system is provided for managing counterparty risks associated with collaterals held by counterparties and minimizing systemic risk. A collateral trust management system (CTMS) is provided. Trust accounts are created for holding assets associated with a fund counterparty or collaterals from a derivative counterparty. A central collateral trust is created for providing funding to the trust accounts for the assets and for exposing the assets in the CTMS. The trust accounts are assigned to the counterparties. Leverage is determined for the trust accounts. Risk of assets in the trust accounts, assets' funding requirements, and amount of collaterals to be posted for external funding provided to the trust accounts are calculated. Collaterals, equity, and/or assets are pooled into the central collateral trust and assets are rehypothecated based on the calculation, for obtaining financing for the trust accounts. The CTMS securitizes risk of default of the trust accounts.
60	COLLATERAL TRUST MANAGEMENT SYSTEM	PCT/US2010/028764	2010-03-26	WO2010111562A2	2010-09-30	JOSEPH, Viju
A computer implemented method and system is provided for managing counterparty risks associated with collaterals held by counterparties and minimizing systemic risk. A collateral trust management system (CTMS) is provided. Trust accounts are created for holding assets associated with a fund counterparty or collaterals from a derivative counterparty. A central collateral trust is created for providing funding to the trust accounts for the assets and for exposing the assets in the CTMS. The trust accounts are assigned to the counterparties. Leverage is determined for the trust accounts. Risk of assets in the trust accounts, assets' funding requirements, and amount of collaterals to be posted for external funding provided to the trust accounts are calculated. Collaterals, equity, and/or assets are pooled into the central collateral trust and assets are rehypothecated based on the calculation, for obtaining financing for the trust accounts. The CTMS securitizes risk of default of the trust accounts.

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