Patents by Inventor Panos Xythalis

Panos Xythalis 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).

  • 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
  • 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
  • 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