Intercontinental Exchange Holdings, Inc.

Eric D J Shepherd

Charles Vice

Yunke Yang

Stephen R Pounds

Stanislav I Ivanov

R J Cummings

Ismail Iyigunler

Michael G Weber

Judson H Morrison

Bradley D Shively

Sidhartha Routray

Michael A Hopper

Jeremy K O'Shields

Joshua I Shapiro

Michael Gibson

Thomas W Jefson

Vikram Atre

Jacob S Ensign

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.

Multi-asset portfolio simulation (MAPS)

Growing community of inventors

Woodstock, GA, United States of America

Eric D J Shepherd