METHOD AND SYSTEM FOR MANAGING INTRADAY RISK OVER A COMMUNICATIONS NETWORK

摘要

Example embodiments include a method and system for managing intraday risk conditions. Data transaction specific data messages transmitted over a data communications network from a plurality of source nodes trading an article of trade with a plurality of destination nodes are processed. The messages include account parameter information. Intraday risk condition data is associated in memory with entity identification data associated with an entity. Using the entity identification data, account parameter information included in the processed data transaction specific data messages is identified that matches the intraday risk condition data for the entity. In response to an identified match, a data transaction involving the entity submitted via a communication session to a corresponding one of the plurality of destination nodes is modified to reduce intraday risk for the entity associated with the data transaction.

主权项

1. A method for managing intraday risk conditions, comprising:
processing, by electronic processing circuitry, data transaction specific data messages transmitted over a data communications network from a plurality of source nodes trading an article of trade with a plurality of destination nodes, where the data transaction specific data messages include account parameter information associated with each of the plurality of destination nodes; associating, in memory by the electronic processing circuitry, intraday risk condition data with entity identification data associated with an entity; the electronic processing circuitry identifying, using the entity identification data, account parameter information included in the processed data transaction specific data messages that matches the intraday risk condition data for the entity; and in response to an identified match, modifying, by the electronic processing circuitry, a data transaction involving the entity submitted via the communication network to a corresponding one of the plurality of destination nodes to reduce intraday risk for the entity associated with the data transaction.