Advisory thresholds and alerts for managing position concentration risk
US11847704B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Apr 14, 2023 |
| Grant date | Dec 19, 2023 |
| Priority date | — |
| Expiry date | Apr 14, 2043 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Management of a position concentration risk of an account includes the establishment of a threshold level for an aggregate trader position. The aggregate trader position may be associated with one or more customer accounts that are managed by one or more clearing firms. An actual parameter value associated with each of the customer accounts is aggregated to determine an aggregate parameter value, which is compared against the established threshold value. If, based on the comparison between the aggregate parameter value and the established threshold value, it is determined that the aggregate parameter value meets or exceeds the established threshold value, an advisory alert is generated, which may be automatic. The advisory alert is then communicated or otherwise provided to one or more authorized entities.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.