Aleksandr D Bagmet from 576 NW Dickens Ct, Boca Raton, FL 33432, age 76

Aleksandr Bagmet Phones & Addresses

Margin Offsets Across Portfolios
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US Patent:

20090171824, Jul 2, 2009
Filed:

Dec 27, 2007
Appl. No.:

11/965221
Inventors:

Dmitriy Glinberg - Northbrook IL, US
Edward M. Gogol - Skokie IL, US
Aleksandr Bagmet - Skokie IL, US
Feliks Landa - Glenview IL, US
International Classification:

G06Q 40/00
US Classification:

705 35, 705 36 R, 705 37
Abstract:

A method for managing a risk associated with a plurality portfolios wherein each of the plurality of portfolios includes a plurality of positions representative of products traded on an exchange is disclosed. The method includes determining a risk assessment for each of a plurality of portfolios, calculating a margin offset associated with each of the plurality of portfolios, adjusting the risk assessments associated with each of the plurality of portfolios as a function of the margin offset, determining a portfolio risk assessment for the plurality of portfolios, and calculating a margin requirements for the plurality of portfolios, wherein the margin requirement calculated as a function of the portfolio risk assessment.

A tribute to the 2005-2006 Russian, Moscow production of CATS. They ma...