Methods for risk portfolio management within an electronic...

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Reexamination Certificate

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C705S03600T

Reexamination Certificate

active

07571136

ABSTRACT:
A switch engine module enables advantageous management of a risk portfolio. The switch engine receives interest rate risk portfolios from a plurality of traders, and for each prospective trader, provides available switches based on positions in other counterparty portfolios that offset the viewing traders' positions. The offsetting positions are encoded with credit preference information in order to identify eligible trades based on both counterparties credit preferences. The credit preferences of the participating traders can be taken in consideration in making switches.

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