Intercontinental Exchange Holdings, Inc.

Intercontinentalexchange, Inc.

R J Cummings

Charles Vice

Yunke Yang

Stephen R Pounds

Stanislav I Ivanov

Michael G Weber

Michael Gibson

Vikram Atre

Joshua I Shapiro

Judson H Morrison

Bradley D Shively

Sidhartha Routray

Michael A Hopper

Thomas W Jefson

Jacob S Ensign

Jeremy K O'Shields

Eric D J Shepherd

Ismail Iyigunler

David Goone

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)

A system for automatically determining a trade settlement pathway comprising: receiving trade pathway preferences from a first and second party with respect to each other; wherein the trade is settled through clearing if both parties have available accounts with a clearing firm and the trade satisfies each party's clearing account credit limitations; and wherein the trade is settled bilaterally if at least one party does not have an available clearing account or both parties prefer to settle the trade bilaterally, and the trade satisfies each party's bilateral credit limitations.

System for settling over the counter trades

Growing community of inventors

Decatur, GA, United States of America

R J Cummings