Atlas-X Equity Financing: Unlocking New Methods to Securely Obfuscate Axe Inventory Data Based on Differential Privacy

ePrint Report: Atlas-X Equity Financing: Unlocking New Methods to Securely Obfuscate Axe Inventory Data Based on Differential Privacy

Antigoni Polychroniadou, Gabriele Cipriani, Richard Hua, Tucker Balch

Banks publish daily a list of available securities/assets (axe list) to selected clients to help them effectively locate Long (buy) or Short (sell) trades at reduced financing rates. This reduces costs for the bank, as the list aggregates the bank's internal firm inventory per asset for all clients of long as well as short …

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