Intercontinental Exchange Holdings, Inc.

Vikram Atre

Charles Vice

Yunke Yang

Stephen R Pounds

Stanislav I Ivanov

R J Cummings

Ismail Iyigunler

Michael G Weber

Bradley D Shively

Sidhartha Routray

Michael A Hopper

Michael Gibson

Thomas W Jefson

Eric D J Shepherd

Judson H Morrison

Jacob S Ensign

Joshua I Shapiro

Jeremy K O'Shields

Charles A Vice

Jeremy K O'shields

Eric D Shepherd

Rj Cummings

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

Smyrna, GA, United States of America

Vikram Atre