发明名称 System and method for hedging contract risks
摘要 A system and method for hedging contract risks is disclosed. In one particular exemplary embodiment, a computer-implemented method for hedging contract risks may comprise: receiving information related to a supply contract between a seller and a buyer, the buyer being committed to purchase inventory from the seller over a period of time; estimating potential liquidation damages that the seller will suffer if at least one credit event causes the buyer to default on the supply contract; and providing the seller a put option, whereby, upon the at least one credit event, the seller can choose to sell a claim of liquidation damages against the defaulting buyer at a strike price, the strike price being an amount that varies based at least in part on the estimated potential liquidation damages and the time at which the at least one credit event occurs.
申请公布号 US7966242(B1) 申请公布日期 2011.06.21
申请号 US20080036802 申请日期 2008.02.25
申请人 JPMORGAN CHASE BANK, N.A. 发明人 TOPITZER GERALD F.
分类号 G06Q40/00 主分类号 G06Q40/00
代理机构 代理人
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