Invention Grant
- Patent Title: Guarantee fund calculation with allocation for self-referencing risk
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Application No.: US17503884Application Date: 2021-10-18
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Publication No.: US11625786B2Publication Date: 2023-04-11
- Inventor: Evren Baysal , Panagiotis Xythalis , Kailin Ding , Sixiang Li , Lu Lu , Jun Zhai
- Applicant: Chicago Mercantile Exchange Inc.
- Applicant Address: US IL Chicago
- Assignee: Chicago Mercantile Exchange Inc.
- Current Assignee: Chicago Mercantile Exchange Inc.
- Current Assignee Address: US IL Chicago
- Agency: Lempia Summerfield Katz LLC
- Main IPC: G06Q40/00
- IPC: G06Q40/00 ; G06Q40/06 ; G06Q40/08
Abstract:
Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
Public/Granted literature
- US20220036462A1 GUARANTEE FUND CALCULATION WITH ALLOCATION FOR SELF-REFERENCING RISK Public/Granted day:2022-02-03
Information query
