Jpmorgan Chase Bank, N.a.

Hans Buehler

Tucker Richard Balch

Maria Manuela Veloso

Antigoni Ourania Polychroniadou

Richard Hua

Gilad Asharov

Louis-Andre Moussu

A method and a computing apparatus for managing a portfolio of securities and derivatives are provided. The method includes: identifying a plurality of potential trades based on the portfolio of securities and derivatives; obtaining historical market data that relates to the identified plurality of potential trades; assessing a respective optimal value of each of the at least one security that relates to a corresponding one of the potential trades; and determining trades to be executed from among the identified plurality of potential trades. The assessments of the respective optimal values are based on the obtained historical market data, and also on additional information that relates to each security, using statistical methods. The determination of trades to be executed is based on the corresponding optimal values.

Method and system for managing derivatives portfolios

Systems and methods for privacy-preserving inventory matching are disclosed. In one embodiment, in an information processing apparatus comprising at least one computer processor, a method for inventory matching may include: (1) receiving, from each of a plurality of clients, a masked submission comprising an identification of at least one security to buy or sell and a desired quantity to buy or sell; (2) aggregating the masked submissions resulting in a sum of the desired quantities to buy or sell; (3) matching at least two of the clients to conduct a transaction based on aggregation and their respective masked submissions; and (4) conducing the transaction between the matched clients.

Systems and methods for privacy-preserving inventory matching

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London, United Kingdom

Hans Buehler