The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
May. 27, 2014
Filed:
Jan. 30, 2012
Michal Koblas, Praha, CZ;
Muhammed Hadi, New York, NY (US);
Ketan B. Patel, Hanover Park, IL (US);
Ankeet Dedhia, New York, NY (US);
Mu Wang, Parsippany, NJ (US);
Michal Koblas, Praha, CZ;
Muhammed Hadi, New York, NY (US);
Ketan B. Patel, Hanover Park, IL (US);
Ankeet Dedhia, New York, NY (US);
Mu Wang, Parsippany, NJ (US);
Chicago Mercantile Exchange Inc., Chicago, IL (US);
Abstract
A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, calculating a maximum risk margin for each of the plurality of risk factors such that the maximum risk margin for each of the plurality of risk factors is determined based on the plurality of data, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.