Methods and systems to quantify and index liquidity risk in financial markets and risk management contracts thereon
US11854083B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | Oct 7, 2022 |
| Grant date | Dec 26, 2023 |
| Priority date | — |
| Expiry date | Oct 7, 2042 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/08
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Systems and methods for creating indicators to quantify and index financial market liquidity risk that is marked wide among a broad set of securities or asset classes or portfolio specific relative to an individual investor's portfolio holdings. A liquidity risk index can be created as a counterpart to any well-known market index, such as the Dow Jones Industrial Average® or the S&P 500® index. The present disclosure relates to risk management in financial markets and in particular to systems and methods for quantifying and indexing liquidity risk such that these indices can serve as underlying assets for futures, options, or other financial instruments that investors would use to hedge against the liquidity risk.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.