发明申请
- 专利标题: Methods for risk portfolio management within an electronic trading system
- 专利标题(中): 电子交易系统中风险组合管理的方法
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申请号: US11326931申请日: 2006-01-06
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公开(公告)号: US20070011079A1公开(公告)日: 2007-01-11
- 发明人: R. May
- 申请人: R. May
- 专利权人: Blackbird Holdings, Inc.
- 当前专利权人: Blackbird Holdings, Inc.
- 主分类号: G06Q40/00
- IPC分类号: G06Q40/00
摘要:
A switch engine module enables advantageous management of a risk portfolio. The switch engine 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.
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