公开(公告)号：US20090089200A1

公开(公告)日：2009-04-02

申请号：US12186383

申请日：2008-08-05

申请人： Amy Stephen ,  Ari Studnitzer ,  Sunil Cutinho ,  Ed Gogol ,  Frank Kmiec ,  Paul J. Callaway ,  Michael Culhane

发明人： Amy Stephen ,  Ari Studnitzer ,  Sunil Cutinho ,  Ed Gogol ,  Frank Kmiec ,  Paul J. Callaway ,  Michael Culhane

IPC分类号： G06Q40/00

CPC分类号： G06Q40/00 ,  G06Q40/04

摘要： Systems and methods are provided to provide pre-execution risk or credit control for electronic financial derivative product trading. A portfolio risk management analysis method, such as the Standard Portfolio Analysis of Risk method, is used to determine how a new order will impact the overall credit or risk of a trading entity. The pre-execution risk control is performed on an order by order basis prior to order execution and may include an analysis of assets and orders for other financial products at the same or different exchanges. The risk level for a trading entity may be set by that trading entity, its clearing organization or the exchange.

摘要翻译： 提供系统和方法，为电子金融衍生产品交易提供执行前风险或信用控制。 投资组合风险管理分析方法，如标准投资组合风险分析法，用于确定新订单如何影响交易实体的整体信用或风险。 预执行风险控制是在订单执行之前按订单进行的，可以包括在同一或不同交易所的其他金融产品的资产和订单分析。 交易实体的风险等级可由该交易实体，其结算机构或交易所设定。