Hybrid cross-margining
US7930245B2 · kind B2 · utility
7Cited by
18References
20Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Aug 18, 2010 |
| Grant date | Apr 19, 2011 |
| Priority date | — |
| Expiry date | Aug 18, 2030 |
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.