GUARANTEE FUND CALCULATION WITH ALLOCATION FOR SELF-REFERENCING RISK

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United States of America Patent

APP PUB NO 20240202829A1
SERIAL NO

18583286

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ATTORNEY / AGENT: (SPONSORED)

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Abstract

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Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.

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Patent Owner(s)

Patent OwnerAddress
CHICAGO MERCANTILE EXCHANGE INC30 SOUTH WACKER DRIVE CHICAGO IL 60606

International Classification(s)

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Baysal, Evren Chicago, US 10 13
Ding, Kailin Chicago, US 9 11
Li, Sixiang Chicago, US 8 2
Lu, Lu Pittsburgh, US 297 1474
Xythalis, Panagiotis Scotch Plains, US 24 32
Zhai, Jun Chicago, US 143 1553

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