| 摘要 |
<p>In a method and a system for executing automated matching of financial instruments, an order book of the automated trading system in which orders are placed is interconnected with a position-keeping system or module. This is done in such a way that, a controlling unit connected to both the order book and the position-keeping system can cancel orders in the order book, if, when an order is traded, insufficient collateral remains for any remaining order in the order book to be covered if traded. The system can advantageously be used in automated trading systems having a central counterpart.</p> |
