公开(公告)号：US07024386B1

公开(公告)日：2006-04-04

申请号：US09603514

申请日：2000-06-23

申请人： Gregory D. Mills ,  Bob Walder

发明人： Gregory D. Mills ,  Bob Walder

IPC分类号： G06F17/60

CPC分类号： G06Q40/08 ,  G06Q20/10 ,  G06Q40/00 ,  G06Q40/025 ,  G06Q40/04

摘要： In an anonymous trading system, credit between counterparties is effectively increased by netting buy and sell trades to reflect the true risk to which each party is exposed. Credit limits are adjusted by calculating the exposure in each currency at the relevant time and then converted into the credit limit currency equivalent. The credit limits are adjusted accordingly. The resulting credit limits may be different for bids and offers by or from a given counterparty.