Integrated electronic exchange of structured contracts with dynamic risk-based transaction permissioning

Integrated electronic exchange of structured contracts with dynamic risk-based transaction permissioning

A computer implemented method for negotiating contracts between a plurality of participants is provided. An order is received from a first participant of the plurality of participants. Position risk of the first participant is calculated by accessing data regarding the first participant and using th...

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Bibliographische Detailangaben
Hauptverfasser: CRAFT LAURA R, RAUSSER GORDON C, BARZ GRAYDON L, BALSON WILLIAM E
Format: Patent
Sprache:eng
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:A computer implemented method for negotiating contracts between a plurality of participants is provided. An order is received from a first participant of the plurality of participants. Position risk of the first participant is calculated by accessing data regarding the first participant and using the data regarding the first participant in a parametric variable equation modified by control values from a simulation model, to calculate the position risk of the first member. The order is blocked, if the position risk of the first participant is in a first condition for the first participant. The order is made available for forming into a contract, if the position risk of the first participant is in a second condition for the first participant.