首页> 外国专利> A SYSTEM AND METHOD FOR MANAGING RISK IN A TRANSACTION INVOLVING FOREIGN EXCHANGE

A SYSTEM AND METHOD FOR MANAGING RISK IN A TRANSACTION INVOLVING FOREIGN EXCHANGE

机译:用于管理涉及外汇的交易中的风险的系统和方法

摘要

A system and method for managing risk in a transaction involving foreign exchange is disclosed. The system includes one or more processors which receive exposure data from a user device, receive market data from a data storage device based on the received exposure data, and process the exposure data and the market data to determine foreign exchange (FX) rate for a financial transaction. The one or more processors re‐determine the FX rate for the transaction (both live and historical) by determining a split between a spot rate and a forward rate, and further determine revenue booked by the financial entity device, based on the determined split between the spot rate and the forward rate.
机译:公开了一种用于管理涉及外汇的交易中的风险的系统和方法。该系统包括一个或多个处理器,该处理器从用户设备接收风险敞口数据,基于接收到的风险敞口数据从数据存储设备接收市场数据,并处理该风险敞口数据和市场数据以确定外汇交易的外汇(FX)汇率。金融交易。一个或多个处理者通过确定即期汇率和远期汇率之间的分配比例来重新确定交易的汇率(实时和历史汇率),并根据所确定的分配比例进一步确定金融实体设备的预定收入即期汇率和远期汇率。

著录项

  • 公开/公告号WO2019138285A1

    专利类型

  • 公开/公告日2019-07-18

    原文格式PDF

  • 申请/专利权人 GOEL ANURAG;

    申请/专利号WO2018IB60574

  • 发明设计人 GOEL ANURAG;

    申请日2018-12-24

  • 分类号G06Q40;

  • 国家 WO

  • 入库时间 2022-08-21 11:53:56

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