Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2007-07-30
2011-12-13
Kalinowski, Alexander (Department: 3691)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
Reexamination Certificate
active
08078521
ABSTRACT:
Systems and methods for settling credit default swap contracts upon occurrence of a credit event are provided. In the first stage an inside market price and imbalance between net sell and buy positions are determined. When there is an imbalance between net sell and buy positions, a second stage is employed to determine a final price for settling the imbalance.
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Anonymous; FERC Orders SPP to Refile Market Plan; Megawatt Daily; Arlington; Mar. 17, 2006; vol. 11, Iss. 52, p. 1.
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Credit default swap from Wikipedia, downloaded from the Internet from http://en.wikipedia.org/w/index.php?title=Credit—default—swap, on Mar. 23, 2007.
Nishul Saperia, Markit, “Guide to Credit Event Auctions,” LTSA Loan Market Chronicle 2007, pp. 61-71.
Basulto Vincent
Benison Tom
Carlon Carlo-Edoardo
Cocco Alessandro
Diplas Athanassios
Crowell & Moring LLP
International Swaps and Derivatives Association, Inc.
Kalinowski Alexander
Kanervo Virpi
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