发明名称 |
SYSTEM AND METHOD FOR CALCULATING COST INDEX OF SECURITIES LENDING AND BORROWING |
摘要 |
A system for calculating the cost index of securities lending and borrowing according to the present invention includes a data collection part which collects a lending and borrowing balance history obtained by the engagement of lending and borrowing during a preset period, and lending and borrowing data including the lending and borrowing balance history; and an indexing calculation part which reflects the weighted average lending rate of each of individual stocks and a market price weighted value of each of the individual stocks of universe, based on the lending and borrowing data, indexes a lending and borrowing rate, and calculates a cost index. |
申请公布号 |
KR20160081386(A) |
申请公布日期 |
2016.07.08 |
申请号 |
KR20140195157 |
申请日期 |
2014.12.31 |
申请人 |
KOREA SECURITIES DEPOSITORY |
发明人 |
KIM, JUNG MIN;KIM, YUN KYUNG |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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