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
101	Method and system for securitizing mortality risk	US10903897	2004-07-29	US20060026092A1	2006-02-02	Ronald Klein; Brian Lo
Methods and apparatus, including computer systems, are provided for securitizing a mortality risk. A premium is received by an issuer from a counterparty, and the issuer provides coverage of a mortality risk to the counterparty. An investment is received by the issuer from an investor, and the issuer provides a risk instrument to the investor. The risk instrument provides a contingent return of the investment to the investor, where if a first condition is satisfied then the entire investment is returned, if a second condition is satisfied then none of the investment is returned, and if neither the first nor the second conditions are satisfied then a portion of the investment is returned. The first and second conditions are related to the mortality risk.
102	Switch engine for risk position discovery in an electronic trading system	US10377254	2003-02-28	US07689497B2	2010-03-30	R. Raymond May
A switch engine module 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. Another embodiment provides for a switch auction whereby users can use an auction process to trade for forward rate agreement switches with other counterparties. In the switch auction, the price is predetermined by the system prior to the auction so that parties can opt out of the transaction if desired. The credit preferences of the participating traders are taken in consideration in making matches.
103	Leverage margin monitoring and management	US09597881	2000-06-20	US07577601B1	2009-08-18	Robert Rademacher; David Adkisson; David Maloy
A computerized system and method to manage and monitor leverage relating to financial transactions whereby counterparty credit risks are enhanced and capital and credit efficiency is promoted by taking a perfected security interest in the counterparty. An aggregate net exposure relating to financial positions held by an identified counterparty is calculated, wherein positions can be held in multiple market segments. A value is determined for collateral dedicated to offset the net exposure. Leverage relating to the ratio of the collateral value and the exposure can be managed to offset the exposure. Monitoring of leverage can be accomplished in real time, or on a predetermined schedule. Exposure can be quantified as a monetary value in a local currency and/or quantified according to market data. In addition the present invention can be used to offset risk associated with online transactions, such as a sale of goods, wherein a currency amount committed to the online transaction is included in a net exposure aggregation. Collateral can be dedicated to offset the net exposure.
104	Method and system for securitizing mortality risk	US10903897	2004-07-29	US07752063B2	2010-07-06	Ronald Klein; Brian Lo
Methods and apparatus, including computer systems, are provided for securitizing a mortality risk. A premium is received by an issuer from a counterparty, and the issuer provides coverage of a mortality risk to the counterparty. An investment is received by the issuer from an investor, and the issuer provides a risk instrument to the investor. The risk instrument provides a contingent return of the investment to the investor, where if a first condition is satisfied then the entire investment is returned, if a second condition is satisfied then none of the investment is returned, and if neither the first nor the second conditions are satisfied then a portion of the investment is returned. The first and second conditions are related to the mortality risk.
105	System for matching of buyers and sellers with risk minimization	EP90305763.6	1990-05-25	EP0411748A3	1991-11-21	Scholldorf, Alfred H.
A risk control matching system for trading instrument, such as foreign exchange currencies, is provided in which bids are automaticall matched against offer for given trading instruments for automatically providing matching transactoins in order to complete trades for the given trading instruments, and broken trades are readily identified with a minimization of risk to the parties to a potential matching transaction. The system comprises a host computer (20) for maintaining a book database (118) comprising all of the active bids and offers in the system by trading instrument, a transaction originating keystation (24a) for providing a bid on a given trading insrument, a counterparty keystation (24b) for providing an offer on the given trading instrument a network (22) for interconnecting the host (20) and the kestation (24, 25b), and a plurality of transacton deks (70a, 70b, 70c), connected to the host (20) for detecting the occurrence of the potential matching transaction and "voting" on whether to commit to the match. Positive match acknowledgment signals are provided to the host (20) by the keystations (24) involved in the trade in response to receipt of match notification signals form the host (20). IKf one of these signals is not received back, the host (20) detects a broken trade to have occured. Each of the keystations (24) provides an application based heartbeat signal to the host (20) which enables rapid detection of keystation (24) failure. In the event of detection of such keystation (24) failure, the host (20) cancels all bids and offers associated with the failed keystation (24).
106	Method for exchanging option contracts using a central counterparty	US11903252	2007-09-20	US20080071659A1	2008-03-20	J. Perry; Wallace Turbeville
A method of contracting between two counterparties with a central counterparty for the exchange of payments based upon pairs of contracts. The payouts are based on the output of a pricing model in which the model output is calculated periodically, and the payments are exchanged periodically through transfers by the central counterparty. The period of calculation and payment occurs each business day. The model is driven by (i) an index indicating the price of a commodity; (ii) the volatility of the index; (iii) a nominal strike price; (iv) time to expiration; and (v) risk free interest rate, and (vi) other variables.
107	Interest Rate Swap Compression Match Engine	US13921776	2013-06-19	US20130282554A1	2013-10-24	David Boberski
The disclosed embodiments relate to a system for trading using a central counterparty which allows market participants to minimize risk and/or transactional fees associated with a portfolio of bilateral positions without substantially altering a risk profile thereof. In particular, the disclosed embodiments allow a market participant holding a portfolio of heterogeneous bilateral positions, such as positions in interest rate swap (“IRS”) contracts, to net together similar but not identical positions within their portfolio, thereby reducing margin requirements and/or transaction fees, according to criteria specified by the market participant, and which may be different from criteria specified by other market participants, wherein the overall risk exposure desired by the market participant in entering into the positions remains substantially unchanged as does the desired overall risk exposure of the counterparty market participants to those positions.
108	SYSTEMS FOR RISK PORTFOLIO MANAGEMENT	US11697355	2007-04-06	US20070288346A1	2007-12-13	R. May
A switch engine module enables anonymous switches between a first trader and a plurality of second traders. The switch engine module 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.
109	Systems for risk portfolio management	US11220137	2005-09-06	US20060190383A1	2006-08-24	R. May
A switch engine module enables anonymous switches between a first trader and a plurality of second traders. The switch engine module 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.
110	Interest rate swap compression match engine	US13428808	2012-03-23	US08494953B1	2013-07-23	David Boberski
The disclosed embodiments relate to a system for trading using a central counterparty which allows market participants to minimize risk and/or transactional fees associated with a portfolio of bilateral positions without substantially altering a risk profile thereof. In particular, the disclosed embodiments allow a market participant holding a portfolio of heterogeneous bilateral positions, such as positions in interest rate swap (“IRS”) contracts, to net together similar but not identical positions within their portfolio, thereby reducing margin requirements and/or transaction fees, according to criteria specified by the market participant, and which may be different from criteria specified by other market participants, wherein the overall risk exposure desired by the market participant in entering into the positions remains substantially unchanged as does the desired overall risk exposure of the counterparty market participants to those positions.
111	RELATIONSHIP PRICING MEASUREMENT FRAMEWORK	US13177667	2011-07-07	US20130013374A1	2013-01-10	Carol A. Smith; Michael D. Hutchens; Adrian P. Cherry; Nikolaos Pavlou; Nicholas Felton
Apparatus for providing hypotheses prioritization and analysis are provided. The apparatus may include an electronic processor module. The electronic processor module may be configured to calculate enterprise-wide exposure to a plurality of entities. The plurality of entities may include countries, other enterprises, interest rates and/or other financial statistics. The electronic processor modulo may be further configured to determine, with respect to a single one or more of the plurality of entities, at least one of a market risk metric, a value at risk metric, an issuer risk metric, a counterparty risk metric and a financial risk metric. The apparatus may further include an output device configured to output a risk value reflective of the at least one of a market risk metric, a value at risk metric, an issuer risk metric, a counterparty risk metric and a financial risk metric.
112	Systems for switch auctions utilizing risk position portfolios of a plurality of traders	US09680365	2000-10-05	US06996540B1	2006-02-07	R. Raymond May
A switch engine module receive 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. In particular, an embodiment provides for a switch auction whereby users can use an auction process to trade for forward rate agreement switches with other counterparties. In the switch auction, the price is predetermined by the system prior to the auction so that parties can opt out of the transaction if desired. The credit preferences of the participating traders are taken in consideration in making matches.
113	Switch engine for risk position discovery in an electronic trading system	US10377254	2003-02-28	US20040015430A1	2004-01-22	R. Raymond May
A switch engine module receive 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. Further, an embodiment of the provides for a switch auction whereby users can use an auction process to trade for forward rate agreement switches with other counterparties. In the switch auction, the price is predetermined by the system prior to the auction so that parties can opt out of the transaction if desired. The credit preferences of the participating traders are taken in consideration in making matches.
114	SYSTEMS FOR RISK PORTFOLIO MANAGEMENT	US12782276	2010-05-18	US20100299239A1	2010-11-25	R. Raymond May
A switch engine module enables anonymous switches between a first trader and a plurality of second traders. The switch engine module 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.
115	METHOD AND SYSTEM FOR PROVIDING CREDIT SUPPORT TO PARTIES ASSOCIATED WITH DERIVATIVE AND OTHER FINANCIAL TRANSACTIONS	PCT/GB1996001687	1996-07-15	WO1997003409A1	1997-01-30	CEDEL BANK
A computer-based information network for managing credit exposure between counterparties to a plurality of credit support agreements. The network comprises information storage and processing systems. The systems store various types of information including information representative of assets of counterparties to a plurality of credit support agreements for use in covering credit exposurres therebetween over a specified time period, and the plurality of credit support agreements. The systems process the information representative of the assets in order to effectively reflect a movement of certain of the assets to cover the credit exposures over the specified time period. An asset movement optimization process is used for determining an optimal movement of certain of said assets to cover credit exposures over the specified time period.
116	Systems for risk portfolio management	US10395710	2003-03-24	US20040015431A1	2004-01-22	R. Raymond May
A switch engine module enables anonymous switches between a first trader and a plurality of second traders. The switch engine module 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.
117	Method and system for providing credit support to parties associated with derivative and other financial transactions	US501901	1995-07-13	US5802499A	1998-09-01	Gerald P. Sampson; Melvin Strauss; Kathleen Tyson-Quah; Jorge Haddock; Thomas S. Sime
A computer-based information network for managing credit exposure between counterparties to a plurality of credit support agreements. The network comprises information storage and processing systems. The systems store various types of information including information representative of assets of counterparties to a plurality of credit support agreements for use in covering credit exposures therebetween over a specified time period, and the plurality of credit support agreements. The systems process the information representative of the assets in order to effectively reflect a movement of certain of the assets to cover the credit exposures over the specified time period. An asset movement optimization process is used for determining an optimal movement of certain of said assets to cover credit exposures over the specified time period.
118	VERIFYING IDENTITY THROUGH USE OF AN INTEGRATED RISK ASSESSMENT AND MANAGEMENT SYSTEM	US13036926	2011-02-28	US20120109802A1	2012-05-03	Maura Louise Griffin; Mary Palmer Harman; Robert Shiflet; Teresa Hegdahl Stigler; Donna Dee Turner
Embodiments of the present invention relate to systems, apparatus, methods and computer program products for integrated risk management. More specifically, embodiments of the present invention provide for identity verification based, at least in part, on comparing transaction data received from multiple financial institutions to data associated with a current financial transactions, such as type of transaction, transaction amount or the like. The transaction data provides for basing identity verification on how a customer, a counterparty or both previously transacted, in that transaction patterns can be identified to understanding who the transacting customer or counterparty is. In additional embodiments the identity verification may be based, at least in part on other data, such as financial institution relationship data, non-financial institution transaction and/or relationship data, customer/counterparty data or the like.
119	System for matching of buyers and sellers with risk minimization	EP90305763.6	1990-05-25	EP0411748A2	1991-02-06	Scholldorf, Alfred H.
A risk control matching system for trading instrument, such as foreign exchange currencies, is provided in which bids are automaticall matched against offer for given trading instruments for automatically providing matching transactoins in order to complete trades for the given trading instruments, and broken trades are readily identified with a minimization of risk to the parties to a potential matching transaction. The system comprises a host computer (20) for maintaining a book database (118) comprising all of the active bids and offers in the system by trading instrument, a transaction originating keystation (24a) for providing a bid on a given trading insrument, a counterparty keystation (24b) for providing an offer on the given trading instrument a network (22) for interconnecting the host (20) and the kestation (24, 25b), and a plurality of transacton deks (70a, 70b, 70c), connected to the host (20) for detecting the occurrence of the potential matching transaction and "voting" on whether to commit to the match. Positive match acknowledgment signals are provided to the host (20) by the keystations (24) involved in the trade in response to receipt of match notification signals form the host (20). IKf one of these signals is not received back, the host (20) detects a broken trade to have occured. Each of the keystations (24) provides an application based heartbeat signal to the host (20) which enables rapid detection of keystation (24) failure. In the event of detection of such keystation (24) failure, the host (20) cancels all bids and offers associated with the failed keystation (24).
120	SYSTEMS AND METHODS FOR PERFORMING TWO-WAY ONE-TO-MANY AND MANY-TO-MANY AUCTIONS FOR FINANCIAL INSTRUMENTS	US12692253	2010-01-22	US20100179902A1	2010-07-15	R. Raymond May
A switch engine module receive 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. In particular, an embodiment provides for a switch auction whereby users can use an auction process to trade for forward rate agreement switches with other counterparties, for example, in a two-way or many-to-many auction. In the switch auction, the price is predetermined by the system prior to the auction so that parties can opt out of the transaction if desired. The credit preferences of the participating traders are taken in consideration in making matches.

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