US 11,954,734 B2
Systems and methods for determining an initial margin
Atsushi Maruyama, London (GB); Boudewijn Duinstra, Woerden (NL); Christian A. M. Schlegel, Marietta, GA (US); Daniel R. de Almeida, Dunwoody, GA (US); Fernando V. Cerezetti, Orpington (GB); Gabriel E. S. Medina, London (GB); Ghais Issa, Atlanta, GA (US); Iddo Yekutieli, Atlanta, GA (US); Jerome M. Drean, Atlanta, GA (US); Marcus Keppeler, London (GB); Rafik Mrabet, London (GB); Stephen R. Pounds, Roswell, GA (US); Wen Jiang, Marietta, GA (US); Yanyan Hu, London (GB); and Yunke Yang, Atlanta, GA (US)
Assigned to Intercontinental Exchange Holdings, Inc., Atlanta, GA (US)
Filed by Intercontinental Exchange Holdings, Inc., Atlanta, GA (US)
Filed on Sep. 12, 2022, as Appl. No. 17/942,729.
Application 17/942,729 is a division of application No. 17/719,983, filed on Apr. 13, 2022.
Application 17/719,983 is a continuation of application No. 17/530,591, filed on Nov. 19, 2021, granted, now 11,321,782, issued on May 3, 2022.
Application 17/530,591 is a continuation of application No. 17/221,052, filed on Apr. 2, 2021, granted, now 11,216,886, issued on Jan. 4, 2022.
Application 17/221,052 is a continuation of application No. 17/104,403, filed on Nov. 25, 2020, granted, now 11,023,978, issued on Jun. 1, 2021.
Application 17/104,403 is a continuation of application No. 16/775,970, filed on Jan. 29, 2020, granted, now 10,922,755, issued on Feb. 16, 2021.
Application 16/775,970 is a continuation in part of application No. 16/046,190, filed on Jul. 26, 2018, granted, now 10,817,947, issued on Oct. 27, 2020.
Application 16/046,190 is a continuation of application No. 14/303,941, filed on Jun. 13, 2014, granted, now 10,102,581, issued on Oct. 16, 2018.
Claims priority of provisional application 61/835,711, filed on Jun. 17, 2013.
Prior Publication US 2023/0021616 A1, Jan. 26, 2023
Int. Cl. G06Q 40/06 (2012.01)
CPC G06Q 40/06 (2013.01) 8 Claims
OG exemplary drawing
 
1. A system comprising:
one or more processors operatively coupled to a non-transitory storage medium, the non-transitory storage medium configured to store machine-readable instructions that, when executed by the one or more processors, cause the one or more processors to:
receive risk factor data and additional data associated with one or more financial products of one or more portfolios from one or more data sources;
generate synthetic data comprising simulated pricing information;
group the synthetic data, the risk factor data, and the additional data into one or more buckets based on one or more criteria;
generate at least one risk metric for the one or more buckets, the at least one risk metric representative of the synthetic data, the risk factor data, and the additional data in the respective one or more buckets;
determine a risk valuation of a portfolio of the one or more portfolios by extrapolating the at least one risk metric for the one or more buckets to a portfolio-level, the risk valuation associated with one or more of an estimated risk of future loss and an estimated portfolio level risk for the portfolio;
create a summary risk report in a standardized format, the summary risk report comprising the risk valuation;
store the summary risk report in the standardized format in one or more databases;
format, based on preferences of a data recipient stored in the one or more databases, the summary risk report into a non-standardized format to allow for presentation on a graphical user interface (GUI) of the data recipient, the non-standardized format particular to the data recipient; and
distribute, via a data recipient interface, the formatted summary risk report to the data recipient according to one or more of a predefined time interval and a predetermined condition.