This inventor holds 1 USPTO granted patent. Top assignee: Chicago Mercantile Exchange Inc.. Active years: 2012.
Data source: USPTO (United States Patent and Trademark Office) public patent records. Weekly synchronization. How IDiyas builds this profile
Company Filing History:
Years Active: 2012
Title: Ankeet Dehdia and Financial Risk Modeling
Introduction
Ankeet Dehdia is an inventor based in Chicago, Illinois. His patent work addresses financial risk management, particularly the modeling and margining of credit default swaps.
Latest Patents
Dehdia is associated with 1 patent: “System and Method for Multi-Factor Modeling, Analysis and Margining of Credit Default Swaps for Risk Offset.” The invention describes a method for determining margin requirements for financial instruments in a portfolio. It uses portfolio data to determine shocks for risk factors in a multi-factor risk model, calculates a maximum risk margin for each factor, and combines those values to calculate a total multi-factor risk margin.
Career Highlights
Dehdia is associated with Chicago Mercantile Exchange Inc. His patent reflects work on applying multi-factor risk analysis to financial instruments and portfolio margin requirements.
Collaborations
The provided information identifies Michal Koblas and Ketan Patel as Dehdia’s coworkers.
Conclusion
Ankeet Dehdia’s patent focuses on using multi-factor modeling to assess portfolio risk and calculate margin requirements for financial instruments.
Data source: USPTO (United States Patent and Trademark Office) public patent records. Weekly synchronization. How IDiyas builds this profile