About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Cinnober Patents Real-Time Risk Assessment Solution

Subscribe to our newsletter

Swedish trading and risk management technology supplier Cinnober has been granted a US patent for a real-time risk assessment system. The invention allows clearing houses to minimise the discrepancy between the value of the collateral provided by a member as security and the highest probable loss that the portfolio may experience.

This means that for real-time risk calculations, margin requests can be issued immediately, when needed, rather than waiting until the end of the day or for a scheduled run of calculations.

The patent – Risk Assessment US 9,959,574 – was originally filed with the US Patent and Trademark Office in June 2011, and adds to Cinnober’s existing patent for Micro Auction and a pending patent application related to order matching.

The latest invention makes real-time risk assessments in a clearing system, including the calculation of margin requirements on accounts or groups of accounts affected by events, such as new trades or changes to market data. It also nets positions held in a group of accounts when calculating risk and carrying out several risk calculations using multiple risk algorithms, such as Value at Risk and SPAN, to compare the outcome.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Best Practices for Managing Trade Surveillance

The surge in trading volumes combined with the emergence of new digital financial assets and geopolitical events have added layers of complexity to market activities. Traditional surveillance methods often struggle to keep pace with these changes, leading to difficulties in detecting sophisticated market abuses and increased regulatory risk. To address these challenges, financial institutions are...

BLOG

Opensee Deploys Real-Time Risk Analytics Platform at Taula Capital

Opensee has implemented its real-time data management and risk analytics platform at Taula Capital, marking a significant step for one of the most notable hedge fund launches of the past decade. Taula Capital was founded by former Millennium Management senior trader Diego Megia last year with $5bn in AUM. The deployment, completed in six weeks,...

EVENT

Data Management Summit London

Now in its 16th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...