System, method and instrument for managing margin requirements

作者: Neil D. Eckert , William G. Boyk , Richard L. Sandor , Robert C.B. Miller

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摘要: A method, media and system are directed to allocating a market risk for trading participant. computer-readable financial instrument is established based on tradable commodity that subject an external or event trigger anticipated environmental may cause harm geographic region; health care region, of enactment public policy causes economic impact region. The traded between participants margin requirement account at least one the determined score instrument. Periodically, change in adjusted score.

参考文章(3)
Dmitriy Glinberg, Dale Michaels, Amy Stephen, Ketan Patel, Asymmetric and volatility margining for risk offset ,(2008)
James Greenwood, Kirk Spadt, Risk management system ,(2004)