1

Moody Hadi

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, August 2, 2011: US07991671 (2 worldwide citation)

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, August 2, 2011: US07991671 (2 worldwide citation)

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...

2

Moody Hadi

Michal Koblas, Muhammed Hadi, Ketan B Patel, Ankeet Dehdia, Mu Wang: System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione, January 31, 2012: US08108281 (1 worldwide citation)

Michal Koblas, Muhammed Hadi, Ketan B Patel, Ankeet Dehdia, Mu Wang: System and method for multi-factor modeling, analysis and margining of credit default swaps for risk offset. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione, January 31, 2012: US08108281 (1 worldwide citation)

A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a shock value for each of a p ...

3

Moody Hadi

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, July 17, 2012: US08224730 (1 worldwide citation)

Muhammed Hadi, Amy Stephen, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, July 17, 2012: US08224730 (1 worldwide citation)

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...

4

Moody Hadi

Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, December 3, 2013: US08600864

Muhammed Hadi, Amy Stephan, Ketan Patel, Dmitriy Glinberg: Scanning based spreads using a hedge ratio non-linear optimization model. Chicago Mercantile Exchange, Lempia Summerfield Katz, December 3, 2013: US08600864

The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedge ...

5

Moody Hadi

Muhammed Hadi, Dale Michaels, Amy Stephen, Ketan Patel: Conversion of over-the-counter swaps to standardized forward swaps. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione, February 14, 2012: US08117110

Muhammed Hadi, Dale Michaels, Amy Stephen, Ketan Patel: Conversion of over-the-counter swaps to standardized forward swaps. Chicago Mercantile Exchange, Brinks Hofer Gilson & Lione, February 14, 2012: US08117110

Systems, processes and methods are described for converting over-the-counter derivative products such as interest rate swaps (IRSs) to standardized forward swaps, such as centrally cleared interest rate swaps. The value of each leg of the over-the counter swap may be determined and compared to a val ...

6

Moody Hadi

Suneel Iyer, Moody Hadi, Ketan Patel: Evaluation and adjustment of settlement value curves. Chicago Mercantile Exchange, Banner & Witcoff, October 2, 2012: US08280804

Suneel Iyer, Moody Hadi, Ketan Patel: Evaluation and adjustment of settlement value curves. Chicago Mercantile Exchange, Banner & Witcoff, October 2, 2012: US08280804

Disclosed is a method that is useful in connection with providing discount factors for an exchange-traded mark-to-market derivative product that has a variable tick rate, such as an interest rate swap product. In some embodiments, the method includes providing a series of consecutive settlement valu ...

7

Moody Hadi

Suneel Iyer, Moody Hadi, Ketan Patel: Evaluation and adjustment of settlement value curves. Chicago Mercantile Exchange, Banner & Witcoff, November 15, 2011: US08060425

Suneel Iyer, Moody Hadi, Ketan Patel: Evaluation and adjustment of settlement value curves. Chicago Mercantile Exchange, Banner & Witcoff, November 15, 2011: US08060425

Disclosed is a method that is useful in connection with providing discount factors for an exchange-traded mark-to-market derivative product that has a variable tick rate, such as an interest rate swap product. In some embodiments, the method includes providing a series of consecutive settlement valu ...

8

Moody Hadi

Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, October 23, 2012: US08296210

Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, October 23, 2012: US08296210

Systems and methods are provided for determining the volatility of weather derivative option contracts. Volatility levels are initially determined with conventional methods. Unreliable volatility levels are then replaced with futures contracts volatility levels. If the futures contracts volatility l ...

9

Moody Hadi

Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, September 17, 2013: US08538851

Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, September 17, 2013: US08538851

Systems and methods are provided for determining the volatility of weather derivative option contracts. Volatility levels are initially determined with conventional methods. Unreliable volatility levels are then replaced with futures contracts volatility levels. If the futures contracts volatility l ...

10

Moody Hadi

Suneel Iyer, Moody Hadi, Amy McCormick, Katen Patel, Ankeet Dedhia: Clearing system that determines margin requirements for financial portfolios. Chicago Mercantile Exchange, Banner & Witcoff, December 11, 2012: US08332301

Suneel Iyer, Moody Hadi, Amy McCormick, Katen Patel, Ankeet Dedhia: Clearing system that determines margin requirements for financial portfolios. Chicago Mercantile Exchange, Banner & Witcoff, December 11, 2012: US08332301

Methods, systems and apparatuses are described for calculating a performance bond amount for a portfolio including interest rate swaps. A risk calculation module (or risk processor) may assist in the calculation. In some examples, values, such as swap (DV01) dollar values and volatility values, and ...