Systems and methods for determining an initial margin

Number of patents in Portfolio can not be more than 2000

United States of America

PATENT NO 11948197
SERIAL NO

17942793

Stats

ATTORNEY / AGENT: (SPONSORED)

Importance

Loading Importance Indicators... loading....

Abstract

See full text

An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.

Loading the Abstract Image... loading....

First Claim

See full text

Family

Loading Family data... loading....

Patent Owner(s)

  • INTERCONTINENTAL EXCHANGE HOLDINGS, INC.

International Classification(s)

  • [Classification Symbol]
  • [Patents Count]

Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Cerezetti, Fernando V Orpington, GB 6 2
de, Almeida Daniel R Dunwoody, US 6 2
Drean, Jerome M Atlanta, US 6 2
Duinstra, Boudewijn Woerden, NL 6 2
Hu, Yanyan London, GB 32 198
Issa, Ghais Atlanta, US 6 2
Jiang, Wen Marietta, US 53 292
Keppeler, Marcus London, GB 6 2
Maruyama, Atsushi London, GB 132 1322
Medina, Gabriel E S London, GB 6 2
Mrabet, Rafik London, GB 6 2
Pounds, Stephen R Roswell, US 8 9
Schlegel, Christian A M Marietta, US 6 2
Yang, Yunke Atlanta, US 9 17
Yekutieli, Iddo Atlanta, US 6 2

Cited Art Landscape

Load Citation

Patent Citation Ranking

Forward Cite Landscape

Load Citation

Maintenance Fees

Fee Large entity fee small entity fee micro entity fee due date
3.5 Year Payment $1600.00 $800.00 $400.00 Oct 2, 2027
7.5 Year Payment $3600.00 $1800.00 $900.00 Oct 2, 2031
11.5 Year Payment $7400.00 $3700.00 $1850.00 Oct 2, 2035
Fee Large entity fee small entity fee micro entity fee
Surcharge - 3.5 year - Late payment within 6 months $160.00 $80.00 $40.00
Surcharge - 7.5 year - Late payment within 6 months $160.00 $80.00 $40.00
Surcharge - 11.5 year - Late payment within 6 months $160.00 $80.00 $40.00
Surcharge after expiration - Late payment is unavoidable $700.00 $350.00 $175.00
Surcharge after expiration - Late payment is unintentional $1,640.00 $820.00 $410.00