CA2693150A1 - Systems and methods for volume clearing in online trading of credit derivatives - Google Patents
Systems and methods for volume clearing in online trading of credit derivatives Download PDFInfo
- Publication number
- CA2693150A1 CA2693150A1 CA2693150A CA2693150A CA2693150A1 CA 2693150 A1 CA2693150 A1 CA 2693150A1 CA 2693150 A CA2693150 A CA 2693150A CA 2693150 A CA2693150 A CA 2693150A CA 2693150 A1 CA2693150 A1 CA 2693150A1
- Authority
- CA
- Canada
- Prior art keywords
- last
- offer
- bid
- orders
- price
- Prior art date
- Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
- Abandoned
Links
- 238000000034 method Methods 0.000 title claims abstract description 92
- 239000007788 liquid Substances 0.000 claims abstract description 40
- 230000000694 effects Effects 0.000 claims description 13
- 238000004891 communication Methods 0.000 claims description 7
- 230000008569 process Effects 0.000 description 16
- 238000004364 calculation method Methods 0.000 description 12
- RWSOTUBLDIXVET-UHFFFAOYSA-N Dihydrogen sulfide Chemical compound S RWSOTUBLDIXVET-UHFFFAOYSA-N 0.000 description 9
- 238000003066 decision tree Methods 0.000 description 8
- 230000008859 change Effects 0.000 description 4
- 238000012986 modification Methods 0.000 description 3
- 230000004048 modification Effects 0.000 description 3
- 230000000007 visual effect Effects 0.000 description 3
- 230000003213 activating effect Effects 0.000 description 2
- 230000001174 ascending effect Effects 0.000 description 2
- 230000008901 benefit Effects 0.000 description 2
- 238000010586 diagram Methods 0.000 description 2
- 238000012913 prioritisation Methods 0.000 description 2
- 238000012935 Averaging Methods 0.000 description 1
- 230000009286 beneficial effect Effects 0.000 description 1
- 230000002146 bilateral effect Effects 0.000 description 1
- 238000012790 confirmation Methods 0.000 description 1
- 238000011156 evaluation Methods 0.000 description 1
- 238000001914 filtration Methods 0.000 description 1
- 230000001105 regulatory effect Effects 0.000 description 1
- 230000004044 response Effects 0.000 description 1
- 230000003068 static effect Effects 0.000 description 1
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
Landscapes
- Business, Economics & Management (AREA)
- Accounting & Taxation (AREA)
- Finance (AREA)
- Engineering & Computer Science (AREA)
- Development Economics (AREA)
- Economics (AREA)
- Marketing (AREA)
- Strategic Management (AREA)
- Technology Law (AREA)
- Physics & Mathematics (AREA)
- General Business, Economics & Management (AREA)
- General Physics & Mathematics (AREA)
- Theoretical Computer Science (AREA)
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
Applications Claiming Priority (5)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| US95782307P | 2007-08-24 | 2007-08-24 | |
| US60/957,823 | 2007-08-24 | ||
| US98800907P | 2007-11-14 | 2007-11-14 | |
| US60/988,009 | 2007-11-14 | ||
| PCT/US2008/074186 WO2009029571A1 (en) | 2007-08-24 | 2008-08-25 | Systems and methods for volume clearing in online trading of credit derivatives |
Publications (1)
| Publication Number | Publication Date |
|---|---|
| CA2693150A1 true CA2693150A1 (en) | 2009-03-05 |
Family
ID=40387732
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| CA2693150A Abandoned CA2693150A1 (en) | 2007-08-24 | 2008-08-25 | Systems and methods for volume clearing in online trading of credit derivatives |
Country Status (3)
| Country | Link |
|---|---|
| EP (1) | EP2191430A4 (de) |
| CA (1) | CA2693150A1 (de) |
| WO (1) | WO2009029571A1 (de) |
Families Citing this family (1)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN112465505B (zh) * | 2020-12-17 | 2024-03-22 | 泸州银行股份有限公司 | 一种基于交易链组装的交易风险监控方法 |
Family Cites Families (3)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| US6421653B1 (en) * | 1997-10-14 | 2002-07-16 | Blackbird Holdings, Inc. | Systems, methods and computer program products for electronic trading of financial instruments |
| US20010037284A1 (en) * | 2000-03-27 | 2001-11-01 | Finkelstein Ephraim Brian | Negotiated right exchange system and method |
| US7698208B2 (en) * | 2002-12-09 | 2010-04-13 | Creditex Group, Inc. | Systems and methods for an online credit derivative trading system |
-
2008
- 2008-08-25 CA CA2693150A patent/CA2693150A1/en not_active Abandoned
- 2008-08-25 EP EP08798611A patent/EP2191430A4/de not_active Ceased
- 2008-08-25 WO PCT/US2008/074186 patent/WO2009029571A1/en active Application Filing
Also Published As
| Publication number | Publication date |
|---|---|
| WO2009029571A1 (en) | 2009-03-05 |
| EP2191430A1 (de) | 2010-06-02 |
| EP2191430A4 (de) | 2012-08-01 |
Similar Documents
| Publication | Publication Date | Title |
|---|---|---|
| US7970693B2 (en) | Systems and methods for market order volume clearing in online trading of credit derivatives | |
| Noussair et al. | Futures markets, cognitive ability, and mispricing in experimental asset markets | |
| US8620759B1 (en) | Methods and systems for processing orders | |
| US7801805B2 (en) | Systems and methods for an online credit derivative trading system | |
| US20070043647A1 (en) | Electronic trading environment with price improvement | |
| US20070198391A1 (en) | Method and system for conducting a block auction | |
| US20080033867A1 (en) | Centralized process for determining deltas for index tranches | |
| US20080215430A1 (en) | Credit derivative trading platform | |
| WO2002056146A2 (en) | Anonymous auctioning of structured financial products over a computer network | |
| US20240127339A1 (en) | System and method for identifying parties and controlling communications in computer platforms designed for improved electronic execution of electronic transactions | |
| EP3678084A1 (de) | Preisstreuungsskalierung zur anpassung von impliziertem handel | |
| US20090055306A1 (en) | Systems and Methods for Limit Order Volume Clearing in Online Trading of Credit Derivatives | |
| US20230080465A1 (en) | Basket pricing at client | |
| US20120265666A1 (en) | Method and system for interest rate swaps | |
| WO2013010149A1 (en) | Method and system for an interface between fixed income alternative trading systems | |
| US20080228559A1 (en) | System and method for creating financial investment indices | |
| US8799140B1 (en) | Fixed income market model system | |
| CA2693150A1 (en) | Systems and methods for volume clearing in online trading of credit derivatives | |
| JP2006004362A (ja) | 通信ネットワークを利用した共同出資型オークションシステム、共同入札方法、サーバおよびプログラム | |
| US20140279359A1 (en) | Fundamental Investor Natural Demand Matching Engine | |
| Weber | Bypass trading and market quality in electronic securities exchanges | |
| US8838497B2 (en) | Systems and methods for an online credit derivative trading system | |
| Xin | From Lab Experiments to the Field: The Case of a Price Formation Model Based on Laboratory Findings | |
| EP2056249A1 (de) | Kreditabgeleitete Handelsplattform | |
| Larson | Time and the constitution of markets: internal dynamics and external relations of stock exchanges in Fiji, Ghana and Iceland |
Legal Events
| Date | Code | Title | Description |
|---|---|---|---|
| EEER | Examination request | ||
| FZDE | Discontinued |
Effective date: 20191125 |