Outlier trade detection for securities lending transactions
US7974905B1 · kind B1 · utility
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19Claims
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Key dates
| Filing date | Jul 15, 2008 |
| Grant date | Jul 5, 2011 |
| Priority date | — |
| Expiry date | Nov 1, 2029 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Tools are provided for identifying outliers or variations in trade data derived from securities transactions, such as securities lending transactions. Such outliers may provide an indication that a given trade is suspicious or potentially inappropriate from a customer relationship point of view, a regulatory perspective, or a legal standpoint. Trades identified as outliers can be utilized in regression analyses to analyze specific trades, trader-broker relationships, or other trading activity.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.