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
161	Integrated trading and information system for collection and dissemination of valuation data	US12153311	2008-05-16	US20080288419A1	2008-11-20	Douglas Miles; Jacob Ginder
Systems and methods are provided for a financial trading information processing and transmission system representing: (a) a financial business intelligence system (FBIS) which aggregates observable market inputs along with valuation algorithms or pricing models to generate synthetic or theoretical ‘fair values’ or prices (aka Level 2 prices as defined by the FAS 157, effective Nov. 15, 2007 or other measures of fair values); (b) a multilateral counterparty trade module, an auction module, a risk metric and analytical tool module, and optionally a derivative tracking module; or (c) a central data base of Level 2 or other desired price information used to provide bid and offer market intelligence at the point of trading or preparing to trade on any electronic system for specific assets or markets, which may not be actively yielding Level 2 or other desired price information or actual trades.
162	Method for mitigating risk associated with the settling of foreign exchange (FX) payment-based transactions	US10007179	2001-10-22	US07523054B2	2009-04-21	Kathleen Tyson-Quah
A computer-implemented method of reducing risk in foreign exchange payment-based transactions between financial market participants, wherein the risk filter routine: automatically generates an available balance for the counterparty based upon the at least one user-supplied risk parameter, payments made by the account holder, and payments received by the account holder; automatically accesses the first instruction stored in the payment queue; and automatically determines whether to selectively reject payment authorized by the first instruction based upon the available balance; wherein the risk filter routine automatically rejects payment authorized by the first instruction in the event that the amount of payment authorized by the first instruction exceeds the available balance; and wherein the risk filter routine automatically returns the first instruction to the payment queue for later re-evaluation.
163	Online e-commerce transactions incorporating effects of uncertainty and risk factors	US09901227	2001-07-09	US07483857B2	2009-01-27	Vipul Bansal; Abhinanda Sarkar
The present invention relates to a method, system and computer program product for online negotiations and transactions for electronic commerce spanning international boundaries and includes means for incorporating the effects of the associated uncertainties and risks into decisions related to the assignment of items and the determination of their prices and further means for mitigation of some of these uncertainties and risks. These uncertainties and risk may include those originating from price changes, currency fluctuations, counterparty default, non-conformance to quality and quantity specifications and shipment and payment delays.
164	SYSTEMS AND METHODS FOR IMPROVING SECURITY IN BLOCKCHAIN-ASSET EXCHANGE	PCT/US2016/064056	2016-11-30	WO2017095833A1	2017-06-08	VOORHEES, Erik
The embodiments described herein comprise hardware and software improvements in blockchain-asset exchange technology, whereby one or more servers automatically, based on a set of predetermined rules, executes a mechanism allowing blockchain-asset exchange customers to place standing-limit or market orders for blockchain-based digital assets (e.g., cryptocurrencies) with a counter-party, but without counter-party risk. The counter-party will not receive the payment until the customer's exchange order has executed, and the customer has taken possession and ownership of the desired asset. The customer cannot reverse payment or otherwise rescind the payment from the counter-party once the customer receives the desired asset. The systems and methods use blockchain databases, multi signature key signing procedures, and a transparent, objective, automated, rules-based software agent t manage and autonomously govern transfer of digital blockchain-based assets in a multi-party exchange scenario, without risk of asset loss and without the discretion of any human actor.
165	Methods and systems for trading contracts and operating exchanges	US12075597	2008-03-12	US20090234768A1	2009-09-17	Oakley E. Van Slyke
Methods and systems are provided for operating a contracts exchange without conventional counterparty risk measures used by existing futures exchanges such as collateral, margin accounts, position limits, price change limits and regular settlement times. Traders on the contracts exchange hold substantially, or exclusively, cash and/or liquid exchange-traded assets or liabilities. Traders maintain transparent balance sheets which can be made available to third parties. A trader holding assets or liabilities that are illiquid or approaching illiquidity should demonstrate diligence in divesting such holdings. The trader's holdings are marked to their fair market value using acceptable accounting standards. Traders may also be required to obtain and maintain surety guarantees.
166	Seller risk auction platform	US09826479	2001-04-04	US07392220B1	2008-06-24	Howard Altarescu
A method and system to implement a periodic auction by a seller of risk through a website for the purpose of transferring specific risks authorized by seller under its medium-term and long-term guarantee and medium-term insurance programs. A computerized communications network, such as the Internet, is used as a vehicle for implementing a seller risk auction. A website is utilized to present auction data and terms as well as auction rules and procedures. In addition, relevant information regarding an exposure can be posted on the website at the time the exposure is auctioned. The website can be interactive to ascertain that a potential bidder is an qualified counterparty.
167	METHODS AND SYSTEMS FOR TRADING CONTRCTS AND OPERATING EXCHANGES	PCT/US2009/000951	2009-02-13	WO2009114059A2	2009-09-17	VAN SLYKE, Oakley, E
Methods and systems are provided for operating a contracts exchange without conventional counterparty risk measures used by existing futures exchanges such as collateral, margin accounts, position limits, price change limits and regular settlement times. Traders on the contracts exchange hold substantially, or exclusively, cash and/or liquid exchange-traded assets or liabilities. Traders maintain transparent balance sheets which can be made available to third parties. A trader holding assets or liabilities that are illiquid or approaching illiquidity should demonstrate diligence in divesting such holdings. The trader's holdings are marked to their fair market value using acceptable accounting standards. Traders may also be required to obtain and maintain surety guarantees.
168	ＣｒｅｄｉｔＶａＲ 계산 시스템의 데이터 저장 용량을 절감하기 위한 시뮬레이션 분포 데이터 관리 개선 방법	KR1020130013526	2013-02-06	KR101323206B1	2013-10-30	김홍무; 김훈; 김광주; 윤기태; 장덕수; 박정호; 김재헌; 조용중; 조웅
PURPOSE: A simulation distribution data management improving method for reducing the data storage capacity of a credit VaR calculation system is provided to easily calculate and offer portfolio credit VaR and VaR contribution, thereby shortening reading/writing time for a file or a database. CONSTITUTION: A parameter estimation unit (120) generates a reference table for a class transition threshold for each transition probability after constant periods of classes. A random number generation unit (130) generates asset profit rate random numbers for a transaction component for each scenario. An asset calculation unit (140) derives a predicted credit class for the transaction opponent for the random numbers and stores the information for the predicted credit class in a database (111). The asset calculation unit generates a reference prediction value table for the classes for each account of the transaction opponent and stores the same in the database. [Reference numerals] (110) Control unit; (111) Database; (120) Parameter estimation unit; (130) Random number generation unit; (140) Asset calculation unit; (150) VaR calculation unit (data restoring/inquiry is available)
169	SYSTEM AND METHOD OF TRADING MONETIZED RESULTS OF RISK FACTOR POPULATIONS WITHIN FINANCIAL EXPOSURES	PCT/US2001/024174	2001-08-01	WO02011040A1	2002-02-07
A system and method for decomposing risk factors that are embedded within accounted, underwritten exposures, and monetizing a selection of these risk factors for trades with a counterparty in a risk management environment. The system includes a first layer of server (10) consisting of online transaction processing systems which create various types of data feels to sources (101). OLTP systems provide real time data entry, updates, edits and corrections to data sources (102). The data sources provide internal data from within the enterprise or external data from outside the enterprise about the exposure (103). This data may be intrinsic to each unit of account within the exposure (104). Scrubbing, transforming and rationalizing the data is necessary (105) before providing the information to a relational database star or snowflake schema (106) within its own server layer (20). Online analytical processing (107) then provides the information in a multidimensional format of aggregated results (109) within its own server layer (30). The OLAP provides pivot table services (109) and user application interface services (110).
170	Methods and systems for trading contracts and operating exchanges	US12075597	2008-03-12	US07945505B2	2011-05-17	Oakley E. Van Slyke
Methods and systems are provided for operating a contracts exchange without conventional counterparty risk measures used by existing futures exchanges such as collateral, margin accounts, position limits, price change limits and regular settlement times. Traders on the contracts exchange hold substantially, or exclusively, cash and/or liquid exchange-traded assets or liabilities. Traders maintain transparent balance sheets which can be made available to third parties. A trader holding assets or liabilities that are illiquid or approaching illiquidity should demonstrate diligence in divesting such holdings. The trader's holdings are marked to their fair market value using acceptable accounting standards. Traders may also be required to obtain and maintain surety guarantees.
171	COMPUTER IMPLEMENTED AND/OR ASSISTED METHODS AND SYSTEMS FOR PROVIDING RAPID EXECUTION OF, FOR EXAMPLE, LISTED OPTIONS CONTRACTS USING TOXICITY AND/OR PROFIT ANALYZERS	PCT/US2005035792	2005-10-07	WO2006041899A3	2007-04-19	GRIFFIN KENNETH C; ANDRESEN MATTHEW
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.
172	COMPUTER IMPLEMENTED AND/OR ASSISTED METHODS AND SYSTEMS FOR PROVIDING RAPID EXECUTION OF, FOR EXAMPLE, LISTED OPTIONS CONTRACTS USING TOXICITY AND/OR PROFIT ANALYZERS	PCT/US2005/035792	2005-10-07	WO2006041899A2	2006-04-20	GRIFFIN, Kenneth, C.; ANDRESEN, Matthew
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.
173	EP0701717A4 -	EP93909697	1993-05-28	EP0701717A4	1996-03-27
Methods and apparatus which deal with the management of risk relating to specified, yet unknown, future events are disclosed. 'Sponsor' stakeholders (12) specify a particular product relating to an event or phenomenon for which there is a range of possible future outcomes. 'Ordering' stakeholders (13) then offer contracts relating to the predetermined phenomenon and corresponding range of outcomes. The offered contracts specify an entitlement (or pay-off) at the future time of maturity for each outcome, and a consideration (or premium) payable, in exchange, to a 'counter-party' stakeholder (14). Independently of the offered contracts, the 'counter-party' stakeholders (14) input data as to their view of the likelihood of occurrence of each outcome in the predetermined range into the future, or specifically at the predetermined date of maturity. Each offered contract is priced by the processing units (20) by calculating counter-party premiums from the registered data, and a match attempted by a comparison of the offered premium with the calculated premiums. Matched contracts can be further traded until maturity, and at-maturity processing handles the exchange of entitlement as between the matched parties to the contract.
174	リスク管理システム	PCT/JP2016/067436	2016-06-10	WO2017212651A1	2017-12-14	伊藤　博; 外園　康智
既存システムに対して独立性、拡張性を確保しながら適用可能な、ＳＡ－ＣＣＲにより金融機関のデリバティブ取引におけるカウンターパーティーの信用リスクエクスポージャーを計測するリスク管理システムである。デリバティブ取引に係る商品の種類毎に、元本、デルタ、ＭＦをそれぞれ算出するための計算式からなるロジックパーツの組み合わせにより、ＰＦＥの算出におけるアセットクラス毎のアドオンを算出するためのロジックパターンを定義したパターンテーブル３４７と、商品の種類に応じてパターンテーブル３４７を参照して対応するロジックパターンを取得し、ＰＦＥのアドオンを算出するＰＦＥアドオン算出部３４１とを有する。そして、ＳＡ－ＣＣＲにより、算出されたＰＦＥのアドオンに基づいてＰＦＥを算出し、また、ＲＣを算出して、ＰＦＥとＲＣに基づいてＥＡＤを算出する。
175	METHOD AND SYSTEM FOR ACHIEVING POSITIVE NET PROFITS STATISTICALLY	US13734900	2013-01-04	US20140195399A1	2014-07-10	Chuan Wang; Andrew Ming Wang
This invention discloses an investment method for achieving consistent positive profits, positive net profits, or “absolute return”, statistically. It begins with evaluating a trading system. Average and standard deviation are calculated from occurred individual trading profits to estimate expected average profit and risk. Expected cumulative profits and cumulative standard deviations are then estimated from their corresponding individual counterparts. An expected performance map may be constructed with the expected cumulative profit and lower profit limit plots. To ensure positive net profits can be achieved, a high probability confidence level is specified, and a lower profit limit is estimated. If the expected average profit is positive, expected cumulative profits will continuously increase. After sufficient trades, the lower profit limit will also increase and eventually become positive. Whereby, positive net profits can be achieved with high probability, while risk is limited by the lower profit limit. Thus risk occurs at a low probability.
176	Method and system for managing financial instruments based on playing a game	US13895940	2013-05-16	US08700514B1	2014-04-15	Marc M. Groz
A method and a system is disclosed for creating and managing financial instruments, which may be designed to increase the risk-adjusted return of investment portfolios and other collections of assets and/or liabilities. A computer may be used to access databases containing asset information, liability information, counterparty information, metric information, and swap agreement information. Swap information may be received including first counterparty information and first metric information comprising a future cash flow that is at least partially determined by one or more events associated with playing one or more games. A first swap agreement may then be executed. A metric value for the first metric information may be determined and cashflows value to be paid and/or received may be calculated. The calculated cashflows value may be exchanged.
177	Method and system for managing time-shifted financial instruments	US13895948	2013-05-16	US08666866B1	2014-03-04	Marc M. Groz
A method and a system is disclosed for creating and managing financial instruments, which may be designed to increase the risk-adjusted return of investment portfolios and other collections of assets and/or liabilities. A computer may be used to access databases containing asset information, liability information, counterparty information, metric information, and swap agreement information. Swap information may be received including first counterparty information and first metric information comprising a future cash flow that is at least partially determined by a randomly selected outcome of returns from one or more defined time periods. A first swap agreement may then be executed. A metric value for the first metric information may be determined and cashflows value to be paid and/or received may be calculated. The calculated cashflows value may be exchanged.
178	Computer implemented and/or assisted methods and systems for providing rapid execution of, for example, listed options contracts using toxicity and/or profit analyzers	US13154675	2011-06-07	US08214283B2	2012-07-03	Kenneth C. 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.
179	COMPUTER IMPLEMENTED AND/OR ASSISTED METHODS AND SYSTEMS FOR PROVIDING RAPID EXECUTION OF, FOR EXAMPLE, LISTED OPTIONS CONTRACTS USING TOXICITY AND/OR PROFIT ANALYZERS	US13154675	2011-06-07	US20110238594A1	2011-09-29	Kenneth C. 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.
180	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	US07958039B2	2011-06-07	Kenneth C. 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.

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