Multi-factor modeling, analysis and margining of credit default swaps for risk offset

Details for Australian Patent Application No. 2010295875 (hide)

Owner Chicago Mercantile Exchange Inc.

Inventors Koblas, Michal; Hadi, Mohammed; Patel, Ketan B.; Glinberg, Dmitriy

Agent Spruson & Ferguson

Pub. Number AU-A-2010295875

PCT Pub. Number WO2011/034715

Priority 12/559,905 15.09.09 US

Filing date 30 August 2010

Wipo publication date 24 March 2011

International Classifications

G06Q 40/00 (2006.01) Finance, e.g. banking, investment or tax processing

Event Publications

5 April 2012 PCT application entered the National Phase

  PCT publication WO2011/034715 Priority application(s): WO2011/034715

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