- 专利标题： Guarantee fund calculation with allocation for self-referencing risk
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申请号： US17503884申请日： 2021-10-18
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公开(公告)号： US11625786B2公开(公告)日： 2023-04-11
- 发明人: Evren Baysal , Panagiotis Xythalis , Kailin Ding , Sixiang Li , Lu Lu , Jun Zhai
- 申请人： Chicago Mercantile Exchange Inc.
- 申请人地址： US IL Chicago
- 专利权人： Chicago Mercantile Exchange Inc.
- 当前专利权人： Chicago Mercantile Exchange Inc.
- 当前专利权人地址： US IL Chicago
- 代理机构： Lempia Summerfield Katz LLC
- 主分类号： G06Q40/00
- IPC分类号： G06Q40/00 ; G06Q40/06 ; G06Q40/08
摘要：
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.