×

Methods for risk portfolio management within an electronic trading system

  • US 20030220868A1
  • Filed: 04/07/2003
  • Published: 11/27/2003
  • Est. Priority Date: 10/14/1997
  • Status: Abandoned Application
First Claim
Patent Images

1. A method for financial instrument management utilizing an computer system, wherein said electronic trading system includes a plurality of traders operationally connected, said method comprising the steps of:

  • receiving a financial instrument portfolio from at least a first trader and a second trader from the plurality of traders;

    calculating relative risk positions of each financial instrument portfolio received from the first and second traders;

    matching offsetting relative risk positions of the first and second traders, thereby executing a switch; and

    updating the financial instrument portfolios of the first and second traders based on the executed switch.

View all claims
  • 2 Assignments
Timeline View
Assignment View
    ×
    ×