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
121	COLLATERAL ARRANGEMENT AGGREGATOR AND NETTING SYSTEM AND METHOD	US14026968	2013-09-13	US20150081501A1	2015-03-19	Nadine S. CHAKAR; Jonathan BOWLER; William FILONUK, JR.
Processors, at an agent of an asset owner, execute program modules to receive first and second exposure information respectively from first and second investment managers associated with the asset owner. The first exposure information comprising a first portion associated with a first counterparty and a second portion associated with a second counterparty, while the second exposure information comprises a third portion associated with the first counterparty and a fourth portion associated with the second counterparty. The modules net the first and third portions, and the second and fourth portions, to compute exposures for the first and second counterparties, fund a collateral account associated with the agent based on portions of the exposure for each of the first and second counterparties attributable to one or more of the first and second investment managers, and initiate settlement of the exposure for each of the first and second counterparties from the collateral account.
122	Systems and methods for performing two-way one-to-many and many-to-many auctions for financial instruments	US11175585	2005-07-06	US20060095363A1	2006-05-04	R. 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.
123	SYSTEM AND METHOD FOR HEDGING RISKS WITHIN ANNUITY LIFE INSURANCE AND ANNUITY LIFE REINSURANCE PORTFOLIOS	PCT/US2012/049763	2012-08-06	WO2013022843A1	2013-02-14	BROOKMAN, Daniel
A computer-based framework for assessing risks embedded within variable annuity portfolios and a structure for quantifying component risk elements, bifurcating such risks across one or more hedging counterparties and utilizing rating agency methodologies for achieving an implied financial strength rating of one or more entities within a transaction structure and/or issuer credit rating of risk-linked securities issued by the entities within the structure for risk mitigation purposes.
124	SYSTEM AND METHOD FOR HEDGING RISKS WITHIN VARIABLE ANNUITY LIFE INSURANCE AND VARIABLE ANNUITY LIFE REINSURANCE PORTFOLIOS	US13567426	2012-08-06	US20130179196A1	2013-07-11	Daniel Brookman
A computer-based framework for assessing risks embedded within variable annuity portfolios and a structure for quantifying component risk elements, bifurcating such risks across one or more hedging counterparties and utilizing rating agency methodologies for achieving an implied financial strength rating of one or more entities within a transaction structure and/or issuer credit rating of risk-linked securities issued by the entities within the structure for risk mitigation purposes.
125	System for optimizing investment performance	US09770930	2001-01-26	US20020103852A1	2002-08-01	Wayne L. Pushka
The present invention provides a method and system for optimizing investment performance of an economic entity. The method includes the steps of transferring market risk but not credit risk from a first account to a second account through a counterparty and recognizing either gains and losses in the second account at a future date from the original investment date. The market risk is preferably transferred between the first and second accounts by way of derivative transactions. The system includes a means for processing data relating to a transfer of market risk but not credit risk from the first account to the second account through a counterparty and a means for calculating either gains or losses in the second account at a future date from the investment date. The invention also provides a computer readable storage medium containing computer executable code for instructing a computer to carry out the invention.
126	METHOD AND SYSTEM FOR BLOCK TRADING OF SECURITIES	PCT/US2005/014663	2005-04-29	WO2006043979A1	2006-04-27	STEVENS, Ross, L.; COREY, Jr, George, S.; PORTNOY, Vlad
Method and system for block trading of securities. Embodiments of the present invention can provide an automated dealer system that formulates customized, risk-controlled, two-sided indicative quotations for block quantities of a security. A quotation can be delivered to requesting counterparties via a secured network or Web-based platform. The system can also allow counterparties to submit orders for block trades based on the customized quotations. A customized quote can be based on the size of the block and historical characteristics of the security. The quoting service can be customized to take into account a minimum premium to be charged for a trade, profitability considerations discounts, and time considerations.
127	Electronic trading system and method	US13189137	2011-07-22	US08732065B1	2014-05-20	Michael Francis Hayes, Jr.
An electronic system and method to enable a market participant to identify potential trading counterparties while avoiding disadvantages associated with disclosure of the participant's trading intentions. In one embodiment, the system provides camouflage items that disguise the intent of a participant to trade an initial item. Camouflage items differ from the initial item but share with the initial item one or more attributes, e.g. a market, risk profile, price range, or other characteristic of the original item. Camouflage items are combined with the original item in a unified notification to prospective counterparties, so as to reduce the ability of the prospective counterparties to determine the trading intentions of the original participant.
128	Method and apparatus relating to formulation and negotiation of risk management contract	JP2008096334	2008-04-02	JP2009271563A	2009-11-19	SHEPHERD IAN K
<P>PROBLEM TO BE SOLVED: To disclose the formulation of multi-party risk management contracts. <P>SOLUTION: An ordering party (13) inputs, by using a data processor (1), contract data representing an offered contract relating to a predetermined phenomenon, the phenomenon having a range of possible outcomes at a time of maturity, and the contract data specifying the same entitlement for each outcome due to the ordering party at maturity and a consideration due to a counterparty. The potential counterparties (14) input, by using data processing means (51), registering data relating to the range of possible outcomes for the predetermined phenomenon. An offered contract is priced using a data processor (20) by the steps of calculating a counter value from each counterparty's registering data, and comparing a consideration designated by the ordering party with the calculated counter value. Matching is performed on the basis of the comparison. <P>COPYRIGHT: (C)2010,JPO&INPIT
129	Electronic trading systems	US11106506	2005-04-15	US08010440B2	2011-08-30	Michael Merold
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 favorable 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.
130	Electronic trading systems	US11106506	2005-04-15	US20050240513A1	2005-10-27	Michael Merold
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.
131	Electronic trading system and method for pricing transactions to account for risk	US11402466	2006-04-12	US08473400B1	2013-06-25	Richard Raymond May
An electronic trading system and method are described in which credit risk associated with a transaction is captured as a price adjustment on a trade-by-trade basis. In one preferred embodiment, a “request for quote” (RFQ) trading model is presented in which each dealer receiving an RFQ determines a base price as well as an additional credit risk adjustment amount by which the base price should be modified to account for credit risk. In other preferred embodiments, an exchange trading model is presented in which traders submit buy and sell orders whose prices are appropriately adjusted for presentation to each potential counterparty to account for credit risk associated with potential transactions. System designs are also presented to address the technical challenge of permitting each trading participant to apply its own credit risk algorithms and methodologies while avoiding their disclosure to other trading participants.
132	ENERGY COLLABORATION PLATFORM	EP14811120	2014-06-16	EP3008684A4	2017-02-22	WAGNER JEFFREY K; CLARKE LINDA J; EGAN MICHAEL E

133	Reducing risk in a payment-based transaction by returning payment authorizing instructions to a payment queue for latert re-evaluation	US10814800	2004-03-31	US07822663B2	2010-10-26	Kathleen Tyson-Quah
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). In addition, each Payment Bank Host Application includes a filter process module for processing payments instructions, prior to being carried out by the domestic payment system. In the event of a counterparty payment failure or insolvency, the Filter Process Module enables instantaneous, automated suspension of all further payments to the counterparty in a multiplicity of chosen currencies. The reduction in payments risk and liquidity risk to predetermined tolerances reduces the likelihood of contingent defaults in the event of payment failure due to bank insolvency or other unforeseen event, and thereby reduces systemic risk to the global financial system.
134	Method of reducing payments risk, liquidity risk, and systematic risk associated with payments-based transactions	US10814730	2004-03-31	US07536347B2	2009-05-19	Kathleen Tyson-Quah
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). In addition, each Payment Bank Host Application includes a filter process module for processing payments instructions, prior to being carried out by the domestic payment system. In the event of a counterparty payment failure or insolvency, the Filter Process Module enables instantaneous, automated suspension of all further payments to the counterparty in a multiplicity of chosen currencies. The reduction in payments risk and liquidity risk to predetermined tolerances reduces the likelihood of contingent defaults in the event of payment failure due to bank insolvency or other unforeseen event, and thereby reduces systemic risk to the global financial system.
135	Method and apparatus relating to formulation and trading of risk management contract	JP2006273201	2006-10-04	JP2007012096A	2007-01-18	SHEPHERD IAN K
<P>PROBLEM TO BE SOLVED: To disclose formulation of a plurality of party risk management contracts. <P>SOLUTION: An ordering party 13 inputs, by using a data processing device 1, contract data representing an offered contract in a predetermined phenomenon, the phenomenon having a range of possible outcomes at a time of maturity, and the contract data specifying the same entitlement for each outcome due to the ordering party at maturity and a consideration due to a counterparty. The potential counterparties 14 input, by using data processing means 51, registering data relating to the range of possible outcomes for the predetermined phenomenon. An offered contract is priced by a data processing device 20 by the steps of calculating a counter consideration from each counterparty's registering data and comparing the ordering party consideration with the calculated counter considerations. A match is made on the basis of the comparison. <P>COPYRIGHT: (C)2007,JPO&INPIT
136	System for reducing payments risk, liquidity risk and systemic risk associated with payments-based transactions wherein a filter process module in each payment bank host application is integrated with payments processing such that payments instructions are filtered	US10813919	2004-03-31	US07536326B2	2009-05-19	Kathleen Tyson-Quah
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). In addition, each Payment Bank Host Application includes a filter process module for processing payments instructions, prior to being carried out by the domestic payment system. In the event of a counterparty payment failure or insolvency, the Filter Process Module enables instantaneous, automated suspension of all further payments to the counterparty in a multiplicity of chosen currencies. The reduction in payments risk and liquidity risk to predetermined tolerances reduces the likelihood of contingent defaults in the event of payment failure due to bank insolvency or other unforeseen event, and thereby reduces systemic risk to the global financial system.
137	System for reducing risk payment-based transactions wherein a risk filter routine returns instructions authorizing payment to a payment queue for later re-evaluation	US09513440	2000-02-25	US07283977B1	2007-10-16	Kathleen Tyson-Quah
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). In addition, each Payment Bank Host Application includes a filter process module for processing payments instructions, prior to being carried out by the domestic payment system. In the event of a counterparty payment failure or insolvency, the Filter Process Module enables instantaneous, automated suspension of all further payments to the counterparty in a multiplicity of chosen currencies. The reduction in payments risk and liquidity risk to predetermined tolerances reduces the likelihood of contingent defaults in the event of payment failure due to bank insolvency or other unforeseen event, and thereby reduces systemic risk to the global financial system.
138	Reducing risk in a payment-based transaction based upon at least one user-supplied risk parameter including a clean payment limit	US10815190	2004-03-31	US07716097B2	2010-05-11	Kathleen Tyson-Quah
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). In addition, each Payment Bank Host Application includes a filter process module for processing payments instructions, prior to being carried out by the domestic payment system. In the event of a counterparty payment failure or insolvency, the Filter Process Module enables instantaneous, automated suspension of all further payments to the counterparty in a multiplicity of chosen currencies. The reduction in payments risk and liquidity risk to predetermined tolerances reduces the likelihood of contingent defaults in the event of payment failure due to bank insolvency or other unforeseen event, and thereby reduces systemic risk to the global financial system.
139	System for reducing payments risk, liquidity risk and systemic risk associated with payments-based transactions wherein a filter process module in each payment bank host application is integrated with payments processing such that payments instructions are filtered for compliance using suspend payments instructions and payments risk parameters	US10813919	2004-03-31	US20040236687A1	2004-11-25	Kathleen Tyson-Quah
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). In addition, each Payment Bank Host Application includes a filter process module for processing payments instructions, prior to being carried out by the domestic payment system. In the event of a counterparty payment failure or insolvency, the Filter Process Module enables instantaneous, automated suspension of all further payments to the counterparty in a multiplicity of chosen currencies. The reduction in payments risk and liquidity risk to predetermined tolerances reduces the likelihood of contingent defaults in the event of payment failure due to bank insolvency or other unforeseen event, and thereby reduces systemic risk to the global financial system.
140	Computer-implemented method of reducing risk in a payment-based transaction wherein payment is made from an account holder to a counterparty using a payment bank system employing a risk filter routine that determines whether to selectively reject payment based upon at least one user-supplied risk parameter including a clean payment limit	US10815190	2004-03-31	US20040230510A1	2004-11-18	Kathleen Tyson-Quah
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). In addition, each Payment Bank Host Application includes a filter process module for processing payments instructions, prior to being carried out by the domestic payment system. In the event of a counterparty payment failure or insolvency, the Filter Process Module enables instantaneous, automated suspension of all further payments to the counterparty in a multiplicity of chosen currencies. The reduction in payments risk and liquidity risk to predetermined tolerances reduces the likelihood of contingent defaults in the event of payment failure due to bank insolvency or other unforeseen event, and thereby reduces systemic risk to the global financial system.

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