Hybrid cross-margining
US7801810B2 · kind B2 · utility
8Cited by
17References
22Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Jun 14, 2006 |
| Grant date | Sep 21, 2010 |
| Priority date | — |
| Expiry date | Jan 21, 2028 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A hybrid cross-margining system is disclosed. The disclosed provides for both joint accounts, maintained by multiple exchanges, as well as non-joint accounts, whereby the system recognizes both intra-account offsets within the joint account and inter-exchange offsets between the joint account and accounts maintained by another exchange to minimize the margin requirement of the associated market participant with respect to the positions reflected in these accounts.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.