Patent ID: 8117115
Filing Date: 2012-02-14
Classification: G06Q

Abstract:
1. A method of determining a margin requirement for a portfolio of products traded on an exchange, the method comprising: storing past trading activity in a database, wherein the past trading activity occurred before a predetermined time period; comparing, by a processor, the trading activity for the predetermined time period with the stored past trading activity; determining, by the processor, that trading activity of the portfolio of products on the exchange during the predetermined time period varies from the stored past trading activity; correlating, by the processor, trading activity of the portfolio of products on the exchange during the predetermined time period with an assessment of risk based on the determining; and computing, by the processor, the margin requirement based on the portfolio of products and the assessment of risk wherein the margin requirement is increased if it is determined that the trading activity of the portfolio of products on the exchange during the predetermined time period varies from the stored past trading activity.