NL1013662C2 - Stelsel en netwerk voor het besturen van transacties in derivaten. - Google Patents

Stelsel en netwerk voor het besturen van transacties in derivaten. Download PDF

Info

Publication number
NL1013662C2
NL1013662C2 NL1013662A NL1013662A NL1013662C2 NL 1013662 C2 NL1013662 C2 NL 1013662C2 NL 1013662 A NL1013662 A NL 1013662A NL 1013662 A NL1013662 A NL 1013662A NL 1013662 C2 NL1013662 C2 NL 1013662C2
Authority
NL
Netherlands
Prior art keywords
parties
parameters
transactions
values
market
Prior art date
Application number
NL1013662A
Other languages
English (en)
Dutch (nl)
Inventor
Derk Pieter Brouwer
Original Assignee
Derk Pieter Brouwer
Priority date (The priority date 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 date listed.)
Filing date
Publication date
Family has litigation
First worldwide family litigation filed litigation Critical https://patents.darts-ip.com/?family=19770319&utm_source=google_patent&utm_medium=platform_link&utm_campaign=public_patent_search&patent=NL1013662(C2) "Global patent litigation dataset” by Darts-ip is licensed under a Creative Commons Attribution 4.0 International License.
Priority to NL1013662A priority Critical patent/NL1013662C2/nl
Application filed by Derk Pieter Brouwer filed Critical Derk Pieter Brouwer
Priority to AU22380/01A priority patent/AU2238001A/en
Priority to PCT/NL2000/000856 priority patent/WO2001039060A1/en
Priority to EP00986083A priority patent/EP1232461A1/de
Publication of NL1013662C2 publication Critical patent/NL1013662C2/nl
Application granted granted Critical
Priority to US10/154,689 priority patent/US7613649B2/en
Priority to US12/584,973 priority patent/US8010441B2/en
Priority to US12/806,780 priority patent/US8041629B2/en
Priority to US13/184,817 priority patent/US8156038B2/en
Priority to US13/184,829 priority patent/US8306905B2/en
Priority to US13/217,836 priority patent/US8301551B2/en
Priority to US13/217,855 priority patent/US8301552B2/en
Priority to US13/566,464 priority patent/US8606688B2/en

Links

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
    • 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
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
    • G06Q10/063—Operations research, analysis or management
    • G06Q10/0637—Strategic management or analysis, e.g. setting a goal or target of an organisation; Planning actions based on goals; Analysis or evaluation of effectiveness of goals
    • 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
    • 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
    • G06Q40/03—Credit; Loans; Processing thereof

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Strategic Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Economics (AREA)
  • General Business, Economics & Management (AREA)
  • Human Resources & Organizations (AREA)
  • Physics & Mathematics (AREA)
  • Development Economics (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Marketing (AREA)
  • Technology Law (AREA)
  • Educational Administration (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Game Theory and Decision Science (AREA)
  • Operations Research (AREA)
  • Quality & Reliability (AREA)
  • Tourism & Hospitality (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
NL1013662A 1999-11-24 1999-11-24 Stelsel en netwerk voor het besturen van transacties in derivaten. NL1013662C2 (nl)

Priority Applications (12)

Application Number Priority Date Filing Date Title
NL1013662A NL1013662C2 (nl) 1999-11-24 1999-11-24 Stelsel en netwerk voor het besturen van transacties in derivaten.
AU22380/01A AU2238001A (en) 1999-11-24 2000-11-23 Derivative transactions governing system and network
PCT/NL2000/000856 WO2001039060A1 (en) 1999-11-24 2000-11-23 Derivative transactions governing system and network
EP00986083A EP1232461A1 (de) 1999-11-24 2000-11-23 System und netzwerk zum steuern von transaktionen bezüglich abgeleiteter börsenprodukte
US10/154,689 US7613649B2 (en) 1999-11-24 2002-05-24 System and method of implementing massive early terminations of long term financial contracts
US12/584,973 US8010441B2 (en) 1999-11-24 2009-09-15 System and method of implementing massive early terminations of long term financial contracts
US12/806,780 US8041629B2 (en) 1999-11-24 2010-08-20 System and method of implementing massive early terminations of long term financial contracts
US13/184,829 US8306905B2 (en) 1999-11-24 2011-07-18 System and method of implementing massive early terminations of long term financial contracts
US13/184,817 US8156038B2 (en) 1999-11-24 2011-07-18 System and method of implementing massive early terminations of long term financial contracts
US13/217,836 US8301551B2 (en) 1999-11-24 2011-08-25 System and method of implementing massive early terminations of long term financial contracts
US13/217,855 US8301552B2 (en) 1999-11-24 2011-08-25 System and method of implementing massive early terminations of long term financial contracts
US13/566,464 US8606688B2 (en) 1999-11-24 2012-08-03 System and method of implementing massive early terminations of long term financial contracts

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
NL1013662A NL1013662C2 (nl) 1999-11-24 1999-11-24 Stelsel en netwerk voor het besturen van transacties in derivaten.
NL1013662 1999-11-24

Publications (1)

Publication Number Publication Date
NL1013662C2 true NL1013662C2 (nl) 2001-05-28

Family

ID=19770319

Family Applications (1)

Application Number Title Priority Date Filing Date
NL1013662A NL1013662C2 (nl) 1999-11-24 1999-11-24 Stelsel en netwerk voor het besturen van transacties in derivaten.

Country Status (5)

Country Link
US (8) US7613649B2 (de)
EP (1) EP1232461A1 (de)
AU (1) AU2238001A (de)
NL (1) NL1013662C2 (de)
WO (1) WO2001039060A1 (de)

Families Citing this family (71)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6993504B1 (en) 1999-04-09 2006-01-31 Trading Technologies International, Inc. User interface for semi-fungible trading
US7212999B2 (en) 1999-04-09 2007-05-01 Trading Technologies International, Inc. User interface for an electronic trading system
US7356498B2 (en) 1999-12-30 2008-04-08 Chicago Board Options Exchange, Incorporated Automated trading exchange system having integrated quote risk monitoring and integrated quote modification services
US9727916B1 (en) 1999-12-30 2017-08-08 Chicago Board Options Exchange, Incorporated Automated trading exchange system having integrated quote risk monitoring and integrated quote modification services
US6938011B1 (en) 2000-03-02 2005-08-30 Trading Technologies International, Inc. Click based trading with market depth display
US7389268B1 (en) 2000-03-02 2008-06-17 Trading Technologies International, Inc. Trading tools for electronic trading
US6772132B1 (en) 2000-03-02 2004-08-03 Trading Technologies International, Inc. Click based trading with intuitive grid display of market depth
US7447655B2 (en) * 2000-03-02 2008-11-04 Trading Technologies International, Inc. System and method for automatic scalping of a tradeable object in an electronic trading environment
US7337140B2 (en) * 2000-10-30 2008-02-26 Chicago Mercantile Exchange, Inc. Network and method for trading derivatives
US7099350B2 (en) * 2001-04-24 2006-08-29 Atitania, Ltd. Method and apparatus for converting data between two dissimilar systems
US7310616B2 (en) * 2001-06-15 2007-12-18 Goldman Sachs & Co. Method for structuring a transaction
US7716095B2 (en) 2002-09-30 2010-05-11 Fannie Mae Web-based financial reporting system and method
US7584140B2 (en) 2003-10-15 2009-09-01 Chicago Mercantille Exchange, Inc. Method and system for providing option spread indicative quotes
EP1552458A4 (de) * 2002-10-15 2006-01-25 Chicago Mercantile Exchange Netzwerk und verfahren zum handeln mit derivativen durch bereitstellen erweiterter rfq-visibilität
US7970693B2 (en) * 2004-09-29 2011-06-28 Creditex Group, Inc. Systems and methods for market order volume clearing in online trading of credit derivatives
US7587355B2 (en) * 2002-12-09 2009-09-08 Creditex Group, Inc. Systems and methods for an online credit derivative trading system
US7698208B2 (en) * 2002-12-09 2010-04-13 Creditex Group, Inc. Systems and methods for an online credit derivative trading system
US7716114B2 (en) * 2002-12-09 2010-05-11 Creditex Group, Inc. Systems and methods for an online credit derivative trading system
US8645258B2 (en) * 2002-12-09 2014-02-04 Creditex Group, Inc. Systems and methods for an online credit derivative trading system
US20080033867A1 (en) * 2002-12-09 2008-02-07 Creditex Group, Inc. Centralized process for determining deltas for index tranches
WO2004061735A1 (en) * 2002-12-30 2004-07-22 Fannie Mae System and method for creating financial assets
US20040128227A1 (en) * 2002-12-30 2004-07-01 Fannie Mae Cash flow system and method
US20040128228A1 (en) * 2002-12-30 2004-07-01 Fannie Mae Servicer compensation system and method
US20040128235A1 (en) 2002-12-30 2004-07-01 Fannie Mae Cash flow aggregation system and method
US8566190B2 (en) * 2003-02-06 2013-10-22 Goldman, Sachs & Co. Method and apparatus for evaluating and monitoring collateralized debt obligations
US7152041B2 (en) 2003-03-10 2006-12-19 Chicago Mercantile Exchange, Inc. Derivatives trading methods that use a variable order price
US7571133B2 (en) 2003-03-10 2009-08-04 Chicago Mercantile Exchange, Inc. Derivatives trading methods that use a variable order price and a hedge transaction
US7440917B2 (en) 2003-03-10 2008-10-21 Chicago Mercantile Exchange, Inc. Order risk management system
US7882022B2 (en) * 2003-06-13 2011-02-01 Peter K. Trzyna Computer support for mortgage lock option
US7587357B1 (en) * 2003-06-30 2009-09-08 Trading Technologies International Inc. Repositioning of market information on trading screens
US7650309B2 (en) 2004-10-28 2010-01-19 The Depository Trust and Clearing Corporation Methods and systems for netting of payments and collateral
US7634492B2 (en) * 2004-12-20 2009-12-15 Microsoft Corporation Aggregate data view
US7930235B2 (en) * 2005-01-14 2011-04-19 Perry J Scott Agency payment system
US20080215430A1 (en) * 2005-07-28 2008-09-04 Creditex Group, Inc. Credit derivative trading platform
US7769669B1 (en) * 2005-12-27 2010-08-03 Creditex Group, Inc. Electronic netting system for bilateral trades
US8332816B2 (en) * 2005-08-02 2012-12-11 Sap Aktiengesellschaft Systems and methods of multidimensional software management
US7698187B2 (en) * 2005-10-28 2010-04-13 Liffe Administration And Management System and method for simultaneous trading of options
US7783560B2 (en) * 2006-03-17 2010-08-24 Creditex Group, Inc. Credit event fixings
US7885891B1 (en) 2006-03-22 2011-02-08 Fannie Mae Portal tool and method for securitizing excess servicing fees
US7831574B2 (en) * 2006-05-12 2010-11-09 Oracle International Corporation Apparatus and method for forming a homogenous transaction data store from heterogeneous sources
EP2050062A4 (de) * 2006-07-18 2009-07-22 Pipeline Capital Llc Austauschindex für zinssatz
US20080235146A1 (en) * 2006-07-28 2008-09-25 Creditex Group, Inc. System and method for affirming over the counter derivative trades
US8341064B2 (en) * 2006-09-12 2012-12-25 Chicago Mercantile Exchange, Inc. Standardization and management of over-the-counter financial instruments
KR100821476B1 (ko) * 2006-12-26 2008-04-11 동부일렉트로닉스 주식회사 씨모스 이미지 센서 및 그 제조방법
WO2008112109A2 (en) * 2007-03-13 2008-09-18 Creditex Group, Inc. System and method for affirming over the counter derivative trades
US7788167B1 (en) 2007-03-21 2010-08-31 Trading Technologies International, Inc. System and method for management and analysis of electronic trade orders
US20090012892A1 (en) * 2007-07-06 2009-01-08 Lucio Biase Financial product futures and system and method for trading such futures
CA2642400A1 (en) 2007-11-01 2009-05-01 Creditex Group, Inc. Credit derivative trading platform
CA2704761C (en) * 2007-11-14 2015-04-21 Creditex Group, Inc. Techniques for reducing delta values of credit risk positions in online trading of credit derivatives
US20110047059A1 (en) * 2008-08-06 2011-02-24 Eric Manley Residential mortgage exchange and borrower trading platform
US20140040163A1 (en) * 2012-04-17 2014-02-06 Trueex Group Llc System and Method for Managing Derivative Instruments
US8606687B2 (en) 2011-07-21 2013-12-10 Chicago Mercantile Exchange, Inc. Modification of multi-laterally traded contracts based on currency unavailability condition
US20130024345A1 (en) * 2011-07-21 2013-01-24 Chicago Mercantile Exchange Inc. Interest Accrual Provisions For Multi-Laterally Traded Contracts
US9076183B2 (en) 2011-07-21 2015-07-07 Chicago Mercantile Exchange Inc. Multi-laterally traded contract settlement mode modification
US8533804B2 (en) 2011-09-23 2013-09-10 Loyal3 Holdings, Inc. User login with redirect to home network
US8468129B2 (en) 2011-09-23 2013-06-18 Loyal3 Holdings, Inc. Asynchronous replication of databases of peer networks
CN103220662B (zh) * 2012-01-20 2016-01-20 腾讯科技（深圳）有限公司 一种应用程序的处理方法和移动终端
US8494953B1 (en) * 2012-03-23 2013-07-23 Chicago Mercantile Exchange Inc. Interest rate swap compression match engine
US20160042459A1 (en) * 2012-04-17 2016-02-11 Trueex Group Llc System and Method for Managing Derivative Instruments
WO2014028942A2 (en) * 2012-08-17 2014-02-20 Trueex Group Llc Interoffice bank offered rate financial product and implementation
WO2014075004A1 (en) * 2012-11-09 2014-05-15 Trueex Group Llc Interoffice bank offered rate financial product and implementation
DE202013101814U1 (de) * 2013-04-26 2014-07-29 Zumtobel Lighting Gmbh LED-Modul mit Berührungsschutzelement
US20150112889A1 (en) * 2013-10-18 2015-04-23 Chicago Mercantile Exchange, Inc. Achieving margin capital efficiencies using linear programming
US11288739B2 (en) 2015-10-12 2022-03-29 Chicago Mercantile Exchange Inc. Central limit order book automatic triangulation system
WO2019113119A1 (en) * 2017-12-04 2019-06-13 Tradeweb Markets Llc System and method for common spotting across multiple dealers
US11663616B2 (en) 2019-07-17 2023-05-30 Chicago Mercantile Exchange Inc. Optimized batched polytope projection
US10803456B1 (en) * 2019-07-26 2020-10-13 Chicago Mercantile Exchange Inc. Factorization-based data object processing
US11922412B2 (en) 2019-12-19 2024-03-05 Chicago Mercantile Exchange Inc. Data object compression and reduction
US11231884B1 (en) 2020-02-27 2022-01-25 Chicago Mercantile Exchange Inc. Post-compression residual data object processing
WO2021206665A1 (en) * 2020-04-11 2021-10-14 Demirkiran Hasan A system creating a finance capital in the electronic business network
US11321292B2 (en) 2020-08-31 2022-05-03 Chicago Mercantile Exchange Inc. Accumulation-based data object processing

Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
WO1996018160A1 (en) * 1993-05-28 1996-06-13 Ian Kenneth Shepherd Methods and apparatus relating to the formulation and trading of risk management contracts
US5802499A (en) * 1995-07-13 1998-09-01 Cedel Bank Method and system for providing credit support to parties associated with derivative and other financial transactions
US5970479A (en) * 1992-05-29 1999-10-19 Swychco Infrastructure Services Pty. Ltd. Methods and apparatus relating to the formulation and trading of risk management contracts

Family Cites Families (8)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US6134536A (en) * 1992-05-29 2000-10-17 Swychco Infrastructure Services Pty Ltd. Methods and apparatus relating to the formulation and trading of risk management contracts
AU703984B2 (en) * 1995-11-21 1999-04-01 Citibank, N.A. Foreign exchange transaction system
US6173276B1 (en) * 1997-08-21 2001-01-09 Scicomp, Inc. System and method for financial instrument modeling and valuation
US6304858B1 (en) * 1998-02-13 2001-10-16 Adams, Viner And Mosler, Ltd. Method, system, and computer program product for trading interest rate swaps
US7636683B1 (en) * 1998-09-11 2009-12-22 Ebs Group Limited Communication of credit filtered prices in an electronic brokerage system
US7318045B2 (en) * 2000-02-29 2008-01-08 Accenture Llp Event-driven trade link between trading and clearing systems
US7206768B1 (en) * 2000-08-14 2007-04-17 Jpmorgan Chase Bank, N.A. Electronic multiparty accounts receivable and accounts payable system
US7110972B1 (en) * 2000-09-19 2006-09-19 Icor Brokerage, Inc. Method and system of managing credit for the electronic trading of financial instruments

Patent Citations (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5970479A (en) * 1992-05-29 1999-10-19 Swychco Infrastructure Services Pty. Ltd. Methods and apparatus relating to the formulation and trading of risk management contracts
WO1996018160A1 (en) * 1993-05-28 1996-06-13 Ian Kenneth Shepherd Methods and apparatus relating to the formulation and trading of risk management contracts
US5802499A (en) * 1995-07-13 1998-09-01 Cedel Bank Method and system for providing credit support to parties associated with derivative and other financial transactions

Non-Patent Citations (1)

* Cited by examiner, † Cited by third party
Title
EGGENSCHWILER T ET AL: "ET++SWAPSMANAGER: USING OBJECT TECHNOLOGY IN THE FINANCIAL ENGINEERING DOMAIN", ACM SIGPLAN NOTICES,US,ASSOCIATION FOR COMPUTING MACHINERY, NEW YORK, vol. 27, no. 10, 1 October 1992 (1992-10-01), pages 166 - 177, XP000327296, ISSN: 0362-1340 *

Also Published As

Publication number Publication date
US20110276460A1 (en) 2011-11-10
US20120023002A1 (en) 2012-01-26
US8301552B2 (en) 2012-10-30
EP1232461A1 (de) 2002-08-21
WO2001039060A1 (en) 2001-05-31
US8301551B2 (en) 2012-10-30
US7613649B2 (en) 2009-11-03
AU2238001A (en) 2001-06-04
US8306905B2 (en) 2012-11-06
US8041629B2 (en) 2011-10-18
US8156038B2 (en) 2012-04-10
US20120023003A1 (en) 2012-01-26
US20030083978A1 (en) 2003-05-01
US20120303509A1 (en) 2012-11-29
US8606688B2 (en) 2013-12-10
US20100241551A1 (en) 2010-09-23
US20100325030A1 (en) 2010-12-23
US8010441B2 (en) 2011-08-30
US20110276461A1 (en) 2011-11-10

Similar Documents

Publication Publication Date Title
NL1013662C2 (nl) Stelsel en netwerk voor het besturen van transacties in derivaten.
James The losses realized in bank failures
US7269566B2 (en) Method for obtaining and allocating investment income based on the capitalization of intellectual property
US20060277124A1 (en) Investment and fund management system and method
Hussain Managing operational risk in financial markets
US7139730B1 (en) System, method, and computer program product for collateral management operations
EP1089209A2 (de) Verfahren und Apparat zum Festlegen von Preisen
Anderson et al. The economics of collateral
CA2590975A1 (en) Electronic trade facilitation system and method
Lamm-Tennant Asset/liability management for the life insurer: situation analysis and strategy formulation
US20130297476A1 (en) Systems and Methods of Derivative Strategy Selection and Composition
Marino et al. Addressing America’s pension “crisis”
Hammond Systems and methods of derivative strategy selection and composition
Ranjan et al. Financial aspects of interest rate derivative
Ársælsdóttir Managing settlement risk in banking
Gustavson Pension plans and the writing of fully-covered exchange traded call options
Graham OTC derivatives processing: Challenges and opportunities facing asset servicers
Gatti SEC prepares to narrow soft-dollar safe harbour
Henry et al. Managing interest-rate risk with limited resources.(Community Banking)
Maines et al. American Accounting Association’s Financial Accounting Standards Committee Response to IASB Exposure Draft,“Share-Based Payment”
Gonzalez et al. SECURITIES AND EXCHANGE COMMISSION 17 CFR Part 240
Musiela et al. An Introduction to Financial Derivatives
DUTY London stock exchange
Ferrell et al. Calculating Damages in ERISA Litigation
Van Vuuren Duration as a strategic interest rate risk management tool in financial institutions

Legal Events

Date Code Title Description
PD2B A search report has been drawn up
SD Assignments of patents

Owner name: TRIOPTIMA AB

MK Patent expired because of reaching the maximum lifetime of a patent

Effective date: 20191123