Abstract: This specification describes methods and systems for sentiment analysis. One of the methods includes: receiving a plurality of documents, each document having text data and for each of the documents: (1) representing at least part of the document's text data in a multi-dimensional vector space to produce vectorized text data; (2) applying a neural network to the vectorized text data to calculate a sentiment score, wherein the neural network has been trained using a two step process including (a) training the neural network with a non-domain specific training set; and (b) training the neural network with a domain specific training set; and (3) determining a sentiment score for an entity based at least in part on the sentiment scores for the plurality of documents.

Abstract: This specification describes methods and systems for sentiment analysis. One of the methods includes: receiving a plurality of documents, each document having text data and for each of the documents: (1) representing at least part of the document's text data in a multi-dimensional vector space to produce vectorized text data; (2) applying a neural network to the vectorized text data to calculate a sentiment score, wherein the neural network has been trained using a two step process including (a) training the neural network with a non-domain specific training set; and (b) training the neural network with a domain specific training set; and (3) determining a sentiment score for an entity based at least in part on the sentiment scores for the plurality of documents.

Abstract: Systems and methods are provided for determining margin requirements for portfolios that are illiquid or have concentrated positions. Surveys with sample portfolios that include credit default swaps and that ask for liquidity charges are distributed to clearing members. Answers to the surveys are analyzed to develop a liquidity risk model. The liquidity risk model is subsequently used when setting margin requirements.

Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.

Abstract: A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, calculating a maximum risk margin for each of the plurality of risk factors such that the maximum risk margin for each of the plurality of risk factors is determined based on the plurality of data, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.

Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.

Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.

Abstract: A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, calculating a maximum risk margin for each of the plurality of risk factors such that the maximum risk margin for each of the plurality of risk factors is determined based on the plurality of data, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.

Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.

Abstract: A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a shock value for each of a plurality of risk factors within a multi-factor risk model, such that the shock factor is determined based on the received plurality of data, calculating a maximum risk margin for each of the plurality of risk factors, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.

Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.

Abstract: Methods, systems and apparatuses are described for credit default swap (CDS) settlement pricing. The method includes receiving at least quoted prices and/or executed prices, and using them to calculate a settlement price of CDSs in a portfolio. The calculation of the settlement price may also consider other information, such as recovery rate, hazard rate function, etc. The invention also may include an electronic trading platform that is fully integrated with a central counterparty clearing facility for CDSs.

Abstract: A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a shock value for each of a plurality of risk factors within a multi-factor risk model, such that the shock factor is determined based on the received plurality of data, calculating a maximum risk margin for each of the plurality of risk factors, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.

Abstract: A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed.