Patents by Inventor Rafik Mrabet

Rafik Mrabet 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).

  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20240273631
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: March 1, 2024
    Publication date: August 15, 2024
    Applicant: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A.M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E.S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20240265457
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: February 16, 2024
    Publication date: August 8, 2024
    Applicant: Intercontinental Exchange Holdings, Inc
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20240177237
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: January 10, 2024
    Publication date: May 30, 2024
    Applicant: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A.M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E.S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Systems and methods for determining an initial margin
    Patent number: 11954734
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: September 12, 2022
    Date of Patent: April 9, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Systems and methods for determining an initial margin
    Patent number: 11948197
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: September 12, 2022
    Date of Patent: April 2, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Systems and methods for determining an initial margin
    Patent number: 11928734
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: April 13, 2022
    Date of Patent: March 12, 2024
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20230021616
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: September 12, 2022
    Publication date: January 26, 2023
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20230026483
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: September 12, 2022
    Publication date: January 26, 2023
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20220237701
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: April 13, 2022
    Publication date: July 28, 2022
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Systems and methods for determining an initial margin
    Patent number: 11321782
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: November 19, 2021
    Date of Patent: May 3, 2022
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20220076345
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: November 19, 2021
    Publication date: March 10, 2022
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Systems and methods for determining an initial margin
    Patent number: 11216886
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: April 2, 2021
    Date of Patent: January 4, 2022
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20210224915
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: April 2, 2021
    Publication date: July 22, 2021
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Systems and methods for determining an initial margin
    Patent number: 11023978
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: November 25, 2020
    Date of Patent: June 1, 2021
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20210097619
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: November 25, 2020
    Publication date: April 1, 2021
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • Systems and methods for determining an initial margin
    Patent number: 10922755
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Grant
    Filed: January 29, 2020
    Date of Patent: February 16, 2021
    Assignee: Intercontinental Exchange Holdings, Inc.
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang
  • SYSTEMS AND METHODS FOR DETERMINING AN INITIAL MARGIN
    Publication number: 20200202443
    Abstract: An exemplary system according to the present disclosure comprises a computing device that in operation, causes the system to receive financial product or financial portfolio data, map the financial product to a risk factor, execute a risk factor simulation process involving the risk factor, generate product profit and loss values for the financial product or portfolio profit and loss values for the financial portfolio based on the risk factor simulation process, and determine an initial margin for the financial product. The risk factor simulation process can be a filtered historical simulation process.
    Type: Application
    Filed: January 29, 2020
    Publication date: June 25, 2020
    Inventors: Atsushi Maruyama, Boudewijn Duinstra, Christian A. M. Schlegel, Daniel R. de Almeida, Fernando V. Cerezetti, Gabriel E. S. Medina, Ghais Issa, Iddo Yekutieli, Jerome M. Drean, Marcus Keppeler, Rafik Mrabet, Stephen R. Pounds, Wen Jiang, Yanyan Hu, Yunke Yang