Privacy-Preserving Methods for Sharing Financial Risk Exposures

  title={Privacy-Preserving Methods for Sharing Financial Risk Exposures},
  author={Emmanuel Abbe and Amir Ehsan Khandani and Andrew W. Lo},
  journal={ERN: Pricing (Topic)},
Unlike other industries in which intellectual property is patentable, the financial industry relies on trade secrecy to protect its business processes and methods, which can obscure critical financial risk exposures from regulators and the public. We develop methods for sharing and aggregating such risk exposures that protect the privacy of all parties involved and without the need for a trusted third party. Our approach employs secure multi-party computation techniques from cryptography in… 
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