A risk management system for securities
First Claim
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1. A risk method, comprising:
- aggregating data related to a security portfolio, identifying a plurality of risks by source that may have an impact on a financial performance of said portfolio by analyzing at least a portion of said data, and completing a series of tasks related to said risks where the tasks are selected from the group consisting of measuring said risks, identifying an optimal set of risk transfer transactions for each portfolio, completing an optimal set of risk transfer transactions for each portfolio, reporting said risks and combinations thereof where a plurality of risks further comprise event risks and risks selected from the group consisting of contingent liabilities, strategic risks, variability risks, volatility and combinations thereof.
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Abstract
A method and system (100) for identifying, measuring and managing the risk associated with a portfolio of securities.
144 Citations
20 Claims
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1. A risk method, comprising:
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aggregating data related to a security portfolio, identifying a plurality of risks by source that may have an impact on a financial performance of said portfolio by analyzing at least a portion of said data, and completing a series of tasks related to said risks where the tasks are selected from the group consisting of measuring said risks, identifying an optimal set of risk transfer transactions for each portfolio, completing an optimal set of risk transfer transactions for each portfolio, reporting said risks and combinations thereof where a plurality of risks further comprise event risks and risks selected from the group consisting of contingent liabilities, strategic risks, variability risks, volatility and combinations thereof. - View Dependent Claims (2, 3, 4, 5, 6, 7)
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8. A computer readable medium having sequences of instructions stored therein, which when executed cause the processor in a computer to perform a risk method, comprising:
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aggregating data from a plurality of management systems for a portfolio of securities, developing a model of portfolio performance by segment of value using said data; and
quantifying a plurality of risks by source of risk that have an impact on the financial performance of said portfolio using said model where the segments of value are selected from the group consisting of derivatives, investments and combinations thereof, and where the sources of risk are selected from the group consisting of a plurality of elements of value, a plurality of external factors and combinations thereof. - View Dependent Claims (9, 10, 11, 12, 13, 14)
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15. A risk system, comprising:
networked computers each with a processor having circuitry to execute instructions;
a storage device available to each processor with sequences of instructions stored therein, which when executed cause the processors to;
aggregate data related to a security portfolio, identify a plurality of risks by source that may have an impact on a financial performance of said portfolio by analyzing at least a portion of said data, and complete a series of tasks related to said risks where the tasks are selected from the group consisting of measuring said risks, identifying an optimal set of risk transfer transactions for each portfolio, completing an optimal set of risk transfer transactions for each portfolio, reporting said risks and combinations thereof where a plurality of risks further comprise event risks and risks selected from the group consisting of contingent liabilities, strategic risks, variability risks, volatility and combinations thereof. - View Dependent Claims (16, 17, 18, 19, 20)
Specification