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
61	Collateral trust management system	US12731363	2010-03-25	US08229826B2	2012-07-24	Viju Joseph
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.
62	Collateral Trust Management System	US12731363	2010-03-25	US20100250466A1	2010-09-30	Viju Joseph
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.
63	Method and system to evaluate and trade a liability for an uncertain tax position	US13064813	2011-04-18	US20120265710A1	2012-10-18	George Clarke; Joseph Helm
Method and system to provide an exchange to enable trading of liability for uncertain tax positions between a taxpayer and a counterparty. The exchange provides risk assessments and operates as a market maker to consummate bids and acceptance thereof over a network. The method comprises obtaining over a network an indication of the valuation risk associated with the taxpayer's position; recalculating a risk profile of the tax position using weighting factors such as knowledge of tax laws, tax administrative department rulings, regulations, and court decisions; and providing the recalculated risk profile to counterparties who may place bids regarding the tax position in exchange for a proposed payment. The invention may also enable the taxpayer and counterparty to conclude a financial transaction concerning the tax position and the proposed payment. The invention is particularly directed to mitigating uncertainty regarding a taxpayer's FIN 48 tax position.
64	RISK MANAGEMENT SYSTEM	PCT/US2008/008197	2008-06-30	WO2009017565A1	2009-02-05
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.
65	COMPUTER SYSTEM FOR PROCESSING DATA RELATED TO RISKS ASSOCIATED WITH FINANCIAL INSTRUMENTS	US13309266	2011-12-01	US20120078816A1	2012-03-29	David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.
66	Electronic trading systems	EP05075794.7	2005-04-06	EP1587015A1	2005-10-19	Merold, Michael
An anonymous trading system allows parties to divide potential counterparties into tiers according to their perceived creditworthiness and the risk involved in trading with them. Price adjustments are applied to order prices for all tiers other than the first so that second and subsequent tier counterparties trade at less favourable prices. An offer is converted into a series of linked orders, one per tier, all at different prices. Tier identifiers attached to the orders are compared to ensure that the correct tier prices are displayed to counterparties.
67	Computer system for processing data related to risks associated with financial instruments	US13309266	2011-12-01	US08346650B2	2013-01-01	David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.
68	Risk management system	US12004413	2007-12-20	US08073758B2	2011-12-06	David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.
69	Financial risk management system	US12004307	2007-12-20	US20090182678A1	2009-07-16	David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of the insured individual by an insurance provider, modeling the risks associated with providing insurance to the individual by the insurance provider, assessing the market risks associated with providing the insurance policy by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the insurance policy.
70	Risk management system	US12004413	2007-12-20	US20090030852A1	2009-01-29	David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of a financial product by a financial institution, modeling the risks associated with providing the financial product by the financial institution, assessing the market risks associated with providing the financial product by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the financial product.
71	METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT EXPOSURE	PCT/US2004030620	2004-09-16	WO2005029274A3	2007-03-29	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.
72	Financial risk management system	US12004307	2007-12-20	US08060422B2	2011-11-15	David Braun; Eric Clapprood; Daniel R. Guilbert; Nicholas Mocciolo
The present invention provides a method and system for re-allocating financial risks. The system includes computer modules for assessing the behavior of the insured individual by an insurance provider, modeling the risks associated with providing insurance to the individual by the insurance provider, assessing the market risks associated with providing the insurance policy by a derivative counterparty and assuming, by the derivative counterparty, market risks associated with providing the insurance policy.
73	METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT EXPOSURE	PCT/US2004/030620	2004-09-16	WO2005029274A2	2005-03-31	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.
74	SYSTEM AND METHOD FOR GENERATING LIQUIDITY	PCT/US2005038850	2005-10-27	WO2006047712A3	2007-02-22	HECKMAN CHRIS
A switch engine module enables advantageous management of a risk portfolio. The switch engine receives interest rate risk portfolios from a plurality of traders, and for each prospective trader, provides available switches based on positions in other counterparty portfolios that offset the viewing traders' positions. The offsetting positions are encoded with credit preference information in order to identify eligible trades based on both counterparties credit preferences. The credit preferences of the participating traders can be taken in consideration in making switches.
75	Methods for risk portfolio management within an electronic trading system	US11326931	2006-01-06	US07571136B2	2009-08-04	R. Raymond May
A switch engine module enables advantageous management of a risk portfolio. The switch engine receives interest rate risk portfolios from a plurality of traders, and for each prospective trader, provides available switches based on positions in other counterparty portfolios that offset the viewing traders' positions. The offsetting positions are encoded with credit preference information in order to identify eligible trades based on both counterparties credit preferences. The credit preferences of the participating traders can be taken in consideration in making switches.
76	Credit handling in an anonymous trading system	US09898305	2001-06-29	US20020099641A1	2002-07-25	Gregory D. Mills; Robert Walder; Alastair G. Crane; Srivathsan Krishnasami; Roy S. McPherson; Paul M. Ginsberg
In an anonymous trading system, credit between counterparties is effectively increased by netting buy and sell trades to reflect the true risk to which each party is exposed. Credit limits are adjusted by calculating the exposure in each currency at the relevant time and then converted into the credit limit currency equivalent. The credit limits are adjusted accordingly. The resulting credit limits may be different for bids and offers by or from a given counterparty.
77	Methods for risk portfolio management within an electronic trading system	US11326931	2006-01-06	US20070011079A1	2007-01-11	R. May
A switch engine module enables advantageous management of a risk portfolio. The switch engine receives interest rate risk portfolios from a plurality of traders, and for each prospective trader, provides available switches based on positions in other counterparty portfolios that offset the viewing traders' positions. The offsetting positions are encoded with credit preference information in order to identify eligible trades based on both counterparties credit preferences. The credit preferences of the participating traders can be taken in consideration in making switches.
78	METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT LIMITS	US11557890	2006-11-08	US20080215388A1	2008-09-04	John Miri; Jarod Belshaw; Samuel Jesse Farley; Colin Hendricks; Paul Kaisharis; Corey Heath; Mark Silhavy; Misbah Abassi; Dan Reid; Cynthia Haynie
Software aggregates and integrates credit exposure and credit data across accounting, trading and operational systems within an organization and generates views of available credit in light of the exposure and credit limits. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships. Credit limits are set across the enterprise, supporting the organization's unique methodology and business process, and on a granular basis, incorporating factors such as external credit ratings, internal credit scores, commodity, geographic region, deal duration, and security instruments. Credit, transactions, and risk are then determined at any level in the hierarchy. After aggregating exposure and credit limit information, the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and available credit for both a company and its counterparties, making it easy for users to identify trouble spots by counterparty, geography, industry, and credit rating and to manage the company's liquidity.
79	Method, system and program for credit risk management utilizing credit exposure	US10942196	2004-09-16	US20050125341A1	2005-06-09	John Miri; Jarod Belshaw; Samuel Farley; Colin Hendricks; Paul Kaisharis; Corey Heath; Mark Silhavy; Misbah Abassi; Eddie Meche; Dan Reid; Cynthia Haynie
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.
80	Method, system and program for credit risk management utilizing credit limits	US11557890	2006-11-08	US07890398B2	2011-02-15	John Miri; Jarod Belshaw; Samuel Jesse Farley; Colin Hendricks; Paul Kaisharis; Corey Heath; Mark Silhavy; Misbah Abassi; Dan Reid; Cynthia Haynie
Software aggregates and integrates credit exposure and credit data across accounting, trading and operational systems within an organization and generates views of available credit in light of the exposure and credit limits. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships. Credit limits are set across the enterprise, supporting the organization's unique methodology and business process, and on a granular basis, incorporating factors such as external credit ratings, internal credit scores, commodity, geographic region, deal duration, and security instruments. Credit, transactions, and risk are then determined at any level in the hierarchy. After aggregating exposure and credit limit information, the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and available credit for both a company and its counterparties, making it easy for users to identify trouble spots by counterparty, geography, industry, and credit rating and to manage the company's liquidity.

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