Jpmorgan Chase Bank, N.a.

Jpmorgan Chase Bank, National Association

Cassio A Calil

Santosh V Nabar

Rama Variankaval

Joseph Ghartey

David Epstein

Guy D Coughlan

Gerald F Topitzer

Ramaswamy S Variankaval

Aspects of the present invention are directed to a computer-implemented trading exposure management method and system for centrally managing trading exposures within an industry. The method may include receiving a client request for additional exposure capacity above a predetermined client exposure limit with respect to a particular counterparty and selecting a third party with available exposure capacity with respect to the particular counterparty. The method may additionally include transferring at least a portion of the selected third party's available exposure capacity with respect to the particular counterparty to the client.

System and method for trading exposure clearing house

A system for and method of using a financial instrument to take a view on a price-to-earnings ratio for a set of one or more equities. The system and method may be used to commodify the price-to-earnings ratio for one or more equities, such a as a stock or an index. The system and method may include a financial instrument that allows a user to take a view on an earnings, or ratio comprising price and earnings, for underlying equities.

Price earnings derivative financial product

A system for and method of using a financial instrument to take a view on a price-to-earnings ratio for a set of one or more equities. The system and method may be used to commodify the price-to-earnings ratio for one or more equities, such as a stock or an index. The system and method may include a financial instrument that allows a user to take a view on an earnings, or ratio comprising price and earnings, for underlying equities.

Embodiments of the invention are directed to systems and methods for managing financial market risk. The method can include defining an exposure map for the treasury budget, calculating and categorizing the financial market risk to the budget, and producing a financial market risk analysis report. The method can also include defining and implementing a hedge to mitigate financial market risks and costs. The hedge can be a basket hedge. The method can also include identifying the financial market risk factors impacting on each element of the budget, generating scenarios for market rates, and producing a report after hedging. Evaluating the financial market risk to the budget under stress scenarios can also be included. Defining the exposure map for the treasury budget can include defining exposures related to revenues and costs (gross profit), interest income, interest expense, hedge cash flow, inter-company cash flow, foreign exchange translation gain or loss, foreign exchange transaction gain/loss, earnings translation gain or loss, and/or commodity inventory gain/loss.

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New York, NY, United States of America

Cassio A Calil