Patents by Inventor Cassio Calil

Cassio Calil 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).

  • Trading Exposure Management System and Method
    Publication number: 20140067718
    Abstract: Aspects of the present invention are directed to a computer-implemented trading exposure management method and system for centrally managing trading exposures within an industry. The method may include receiving a client request for additional exposure capacity above a predetermined client exposure limit with respect to a particular counterparty and selecting a third party with available exposure capacity with respect to the particular counterparty. The method may additionally include transferring at least a portion of the selected third party's available exposure capacity with respect to the particular counterparty to the client.
    Type: Application
    Filed: September 10, 2013
    Publication date: March 6, 2014
    Applicant: JPMorgan Chase Bank, N.A.
    Inventors: Gerald F. Topitzer, Cassio A. Calil, Ramaswamy S. Variankaval
  • System and method for trading exposure clearing house
    Patent number: 8566216
    Abstract: Aspects of the present invention are directed to a computer-implemented trading exposure management method and system for centrally managing trading exposures within an industry. The method may include receiving a client request for additional exposure capacity above a predetermined client exposure limit with respect to a particular counterparty and selecting a third party with available exposure capacity with respect to the particular counterparty. The method may additionally include transferring at least a portion of the selected third party's available exposure capacity with respect to the particular counterparty to the client.
    Type: Grant
    Filed: February 4, 2008
    Date of Patent: October 22, 2013
    Assignee: JPMorgan Chase Bank, N.A.
    Inventors: Gerald F. Topitzer, Cassio A. Calil, Ramaswamy S. Variankaval
  • Price earnings derivative financial product
    Patent number: 8412607
    Abstract: A system for and method of using a financial instrument to take a view on a price-to-earnings ratio for a set of one or more equities. The system and method may be used to commodify the price-to-earnings ratio for one or more equities, such a as a stock or an index. The system and method may include a financial instrument that allows a user to take a view on an earnings, or ratio comprising price and earnings, for underlying equities.
    Type: Grant
    Filed: August 14, 2012
    Date of Patent: April 2, 2013
    Assignee: JPMorgan Chase Bank, National Association
    Inventors: Rama Variankaval, Cassio Calil, Santosh Nabar, Joseph Ghartey
  • PRICE EARNINGS DERIVATIVE FINANCIAL PRODUCT
    Publication number: 20120310859
    Abstract: A system for and method of using a financial instrument to take a view on a price-to-earnings ratio for a set of one or more equities. The system and method may be used to commodify the price-to-earnings ratio for one or more equities, such a as a stock or an index. The system and method may include a financial instrument that allows a user to take a view on an earnings, or ratio comprising price and earnings, for underlying equities.
    Type: Application
    Filed: August 14, 2012
    Publication date: December 6, 2012
    Applicant: JP Morgan Chase Bank
    Inventors: Rama VARIANKAVAL, Cassio Calil, Santosh Nabar, Joseph Ghartey
  • Price earnings derivative financial product
    Patent number: 8280794
    Abstract: A system for and method of using a financial instrument to take a view on a price-to-earnings ratio for a set of one or more equities. The system and method may be used to commodify the price-to-earnings ratio for one or more equities, such as a stock or an index. The system and method may include a financial instrument that allows a user to take a view on an earnings, or ratio comprising price and earnings, for underlying equities.
    Type: Grant
    Filed: February 3, 2006
    Date of Patent: October 2, 2012
    Assignee: JPMorgan Chase Bank, National Association
    Inventors: Rama Variankaval, Cassio Calil, Santosh Nabar, Joseph Ghartey
  • System and method for managing risk
    Patent number: 7962396
    Abstract: Embodiments of the invention are directed to systems and methods for managing financial market risk. The method can include defining an exposure map for the treasury budget, calculating and categorizing the financial market risk to the budget, and producing a financial market risk analysis report. The method can also include defining and implementing a hedge to mitigate financial market risks and costs. The hedge can be a basket hedge. The method can also include identifying the financial market risk factors impacting on each element of the budget, generating scenarios for market rates, and producing a report after hedging. Evaluating the financial market risk to the budget under stress scenarios can also be included.
    Type: Grant
    Filed: February 3, 2006
    Date of Patent: June 14, 2011
    Assignee: JPMorgan Chase Bank, N.A.
    Inventors: Cassio Calil, Guy Coughlan, David Epstein
  • Earnings derivative financial product
    Patent number: 7716107
    Abstract: A system for and method of using a financial instrument to take a view on a price-to-earnings ratio for a set of one or more equities. The system and method may be used to commodify the price-to-earnings ratio for one or more equities, such as a stock or an index. The system and method may include a financial instrument that allows a user to take a view on an earnings, or ratio comprising price and earnings, for underlying equities.
    Type: Grant
    Filed: February 28, 2008
    Date of Patent: May 11, 2010
    Assignee: JPMorgan Chase Bank, N.A.
    Inventors: Rama Variankaval, Cassio Calil, Santosh Nabar, Joseph Ghartey