Patents by Inventor Kailin Ding

Kailin Ding has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Guarantee fund calculation with allocation for self-referencing risk
    Patent number: 11966977
    Abstract: Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
    Type: Grant
    Filed: March 7, 2023
    Date of Patent: April 23, 2024
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Evren Baysal, Panagiotis Xythalis, Kailin Ding, Sixiang Li, Lu Lu, Jun Zhai
  • GUARANTEE FUND CALCULATION WITH ALLOCATION FOR SELF-REFERENCING RISK
    Publication number: 20230206336
    Abstract: Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
    Type: Application
    Filed: March 7, 2023
    Publication date: June 29, 2023
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Evren Baysal, Panagiotis Xythalis, Kailin Ding, Sixiang Li, Lu Lu, Jun Zhai
  • Guarantee fund calculation with allocation for self-referencing risk
    Patent number: 11625786
    Abstract: Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
    Type: Grant
    Filed: October 18, 2021
    Date of Patent: April 11, 2023
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Evren Baysal, Panagiotis Xythalis, Kailin Ding, Sixiang Li, Lu Lu, Jun Zhai
  • GUARANTEE FUND CALCULATION WITH ALLOCATION FOR SELF-REFERENCING RISK
    Publication number: 20220036462
    Abstract: Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
    Type: Application
    Filed: October 18, 2021
    Publication date: February 3, 2022
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Evren Baysal, Panagiotis Xythalis, Kailin Ding, Sixiang Li, Lu Lu, Jun Zhai
  • Guarantee fund calculation with allocation for self-referencing risk
    Patent number: 11182857
    Abstract: Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
    Type: Grant
    Filed: November 11, 2019
    Date of Patent: November 23, 2021
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Evren Baysal, Panagiotis Xythalis, Kailin Ding, Sixiang Li, Lu Lu, Jun Zhai
  • GUARANTEE FUND CALCULATION WITH ALLOCATION FOR SELF-REFERENCING RISK
    Publication number: 20200074557
    Abstract: Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
    Type: Application
    Filed: November 11, 2019
    Publication date: March 5, 2020
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Evren Baysal, Panagiotis Xythalis, Kailin Ding, Sixiang Li, Lu Lu, Jun Zhai
  • MARGIN REQUIREMENT DETERMINATION AND MODELING FOR CLEARED CREDIT
    Publication number: 20200043093
    Abstract: Systems and methods are provided for calculating margin requirements and stress testing exposures of cleared credit portfolios. These margin requirements are calculated using the following components: spread risk, idiosyncratic risk, interest rate, and liquidity risk. The calculation of these risk components is accomplished with a detailed statistical analysis of the risk factors underlying instruments, such as a credit default swap instrument.
    Type: Application
    Filed: September 26, 2019
    Publication date: February 6, 2020
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Evren Baysal, Kailin Ding, Nick Li, Lu Lu, Chao Wang, Panos Xythalis, Alice Yang, Jun Zhai
  • Guarantee fund calculation with allocation for self-referencing risk
    Patent number: 10504186
    Abstract: Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
    Type: Grant
    Filed: August 28, 2015
    Date of Patent: December 10, 2019
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Evren Baysal, Panagiotis Xythalis, Kailin Ding, Sixiang Li, Lu Lu, Jun Zhai
  • Margin requirement determination and modeling for cleared credit
    Patent number: 10430880
    Abstract: Systems and methods are provided for calculating margin requirements and stress testing exposures of cleared credit portfolios. These margin requirements are calculated using the following components: spread risk, idiosyncratic risk, interest rate, and liquidity risk. The calculation of these risk components is accomplished with a detailed statistical analysis of the risk factors underlying instruments, such as a credit default swap instrument.
    Type: Grant
    Filed: May 7, 2015
    Date of Patent: October 1, 2019
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Evren Baysal, Kailin Ding, Nick Li, Lu Lu, Chao Wang, Panos Xythalis, Alice Yang, Jun Zhai
  • Margin Requirements for Multi-Currency CDS Portfolios
    Publication number: 20170076375
    Abstract: A computer system may calculate margin component values for a multi-currency credit default swap (CDS) portfolio. The portfolio may include a portion having positions corresponding to CDSs denominated in a first currency and a portion having positions corresponding to CDSs denominated in a second currency. Some of the calculated margin component values may be in terms of the first currency and some of the calculated margin component values may be in terms of the second currency. The calculated margin component values may be used to determined a margin requirement in the first currency and a margin requirement in the second currency.
    Type: Application
    Filed: September 10, 2015
    Publication date: March 16, 2017
    Inventors: Evren Baysal, Panagiotis Xythalis, Kailin Ding, Sixiang Li, Lu Lu, Jun Zhai
  • Guarantee Fund Calculation with Allocation for Self-Referencing Risk
    Publication number: 20170061541
    Abstract: Computer implemented systems and methods are disclosed that allow for the efficient and rapid determination of guarantee funds for clearing member firms. Disclosed systems and methods account for the exposure of self-referencing risk.
    Type: Application
    Filed: August 28, 2015
    Publication date: March 2, 2017
    Inventors: Evren Baysal, Panagiotis Xythalis, Kailin Ding, Sixiang Li, Lu Lu, Jun Zhai
  • Calculating Liquidity Margin Requirements
    Publication number: 20150332403
    Abstract: Systems and methods are provided for calculating margin requirements and stress testing exposures of cleared credit portfolios. These margin requirements are calculated using the following components: spread risk, idiosyncratic risk, interest rate, and liquidity risk. The calculation of these risk components is accomplished with a detailed statistical analysis of the risk factors underlying instruments, such as a credit default swap instrument.
    Type: Application
    Filed: May 7, 2015
    Publication date: November 19, 2015
    Inventors: Evren Baysal, Kailin Ding, Nick Li, Panos Xythalis, Alice Yang
  • MARGIN REQUIREMENT DETERMINATION AND MODELING FOR CLEARED CREDIT
    Publication number: 20150332404
    Abstract: Systems and methods are provided for calculating margin requirements and stress testing exposures of cleared credit portfolios. These margin requirements are calculated using the following components: spread risk, idiosyncratic risk, interest rate, and liquidity risk. The calculation of these risk components is accomplished with a detailed statistical analysis of the risk factors underlying instruments, such as a credit default swap instrument.
    Type: Application
    Filed: May 7, 2015
    Publication date: November 19, 2015
    Inventors: Evren Baysal, Kailin Ding, Nick Li, Lu Lu, Chao Wang, Panos Xythalis, Alice Yang, Jun Zhai