Enhanced Clearing House Collateral Management System with Capabilities to Transfer Excess Collateral to Other Users
    1.
    发明申请
    Enhanced Clearing House Collateral Management System with Capabilities to Transfer Excess Collateral to Other Users 审中-公开
    加强清算所抵押品管理系统,具有向其他用户转移过多抵押品的能力

    公开(公告)号:US20130226827A1

    公开(公告)日:2013-08-29

    申请号:US13403727

    申请日:2012-02-23

    IPC分类号: G06Q40/06

    CPC分类号: G06Q40/06

    摘要: Systems and methods are disclosed involving central clearing of forward contracts and/or other financial instruments. In particular, systems and methods for, among other things, transferring excess collateral between clearing members of a clearing house are disclosed. In some examples, systems and methods for efficient transfer of excess forward position collateral between the clearing members of a clearing house is disclosed. In some examples, the transferring may occur in the form of a sale and repurchase transaction (e.g., a “repo” transaction).

    摘要翻译: 披露的系统和方法涉及远期合约和/或其他金融工具的中央清算。 尤其是披露了在结算所清算会员之间转移过剩抵押品的制度和方法。 在一些示例中,公开了在结算所的结算会员之间有效转移超额远期抵押品的系统和方法。 在一些示例中,转移可以以出售和回购交易的形式(例如,“回购”交易)发生。

    SYSTEM AND METHOD FOR TRADING CREDIT DERIVATIVE PRODUCTS HAVING FIXED PREMIUMS
    6.
    发明申请
    SYSTEM AND METHOD FOR TRADING CREDIT DERIVATIVE PRODUCTS HAVING FIXED PREMIUMS 审中-公开
    用于交易具有固定优先权的信用衍生产品的系统和方法

    公开(公告)号:US20080195519A1

    公开(公告)日:2008-08-14

    申请号:US11672649

    申请日:2007-02-08

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04

    摘要: A system and method for facilitating trading of credit derivative products is provided. Each of the credit derivative products includes a fixed premium to be paid by a buyer to a seller on a predetermined periodic basis. For a given credit derivative product, an amount of the fixed premium may or may not be equal to a credit default swap par rate. When at least two of the credit derivative products have an identical underlying reference entity, an identical maturity date, and an identical fixed premium, the two products are consolidated into a single combined position. For a given credit derivative product, an amount of the fixed premium may be expressed either in basis points per annum or in cash value, or in any other format that can be understood by market participants. The fixed premium may be paid on a daily basis or on a quarterly basis, or on any other predetermined periodic basis.

    摘要翻译: 提供了促进信用衍生产品交易的制度和方法。 每个信用衍生产品包括一个固定的保费,由买方以预定的周期基础支付给卖方。 对于给定的信用衍生产品,固定溢价的金额可能相当于也可能不等于信用违约互换比率。 当至少两个信用衍生产品具有相同的基准参考实体,相同的到期日和相同的固定溢价时,两个产品合并为一个单独的组合位置。 对于给定的信用衍生产品,固定溢价的金额可以以每年基点或现金价值表示,或以市场参与者可以理解的任何其他格式表示。 固定保费可以每天或每季度支付,也可以按照其他预定的定期支付。