Systems for risk portfolio management
First Claim
1. A computer-based system for risk portfolio management that enables switches between a first trader and a plurality of second traders, wherein said first trader and said plurality of second traders are operationally interconnected by a communications network which includes a central processing center, said system comprising:
- a means for generating a request message by said first trader to facilitate a trade with at least one of said plurality of second traders;
means for sending said request message from said first trader to said plurality of second traders; and
means for presenting said request to said plurality of second traders substantially simultaneously.
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Accused Products
Abstract
A switch engine module enables anonymous switches between a first trader and a plurality of second traders. The switch engine module receives interest rate risk portfolios from a plurality of traders, and for each prospective trader, provides available switches based on positions in other counterparty portfolios that offset the viewing traders'"'"' positions. The offsetting positions are encoded with credit preference information in order to identify eligible trades based on both counterparties credit preferences. The credit preferences of the participating traders can be taken in consideration in making switches.
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Citations
10 Claims
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1. A computer-based system for risk portfolio management that enables switches between a first trader and a plurality of second traders, wherein said first trader and said plurality of second traders are operationally interconnected by a communications network which includes a central processing center, said system comprising:
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a means for generating a request message by said first trader to facilitate a trade with at least one of said plurality of second traders;
means for sending said request message from said first trader to said plurality of second traders; and
means for presenting said request to said plurality of second traders substantially simultaneously. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10)
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Specification