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Automated Risk Monitoring Method and System

  • US 20090259596A1
  • Filed: 02/24/2005
  • Published: 10/15/2009
  • Est. Priority Date: 02/24/2005
  • Status: Abandoned Application
First Claim
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1. A method for networked monitoring and dynamic portfolio adjustment among a plurality of entities, in which individual entity'"'"'s, in the plurality of entities, one or more asset parameters are extracted on an entity-specific basis from control data and the one or more asset parameters of the plurality of entities are evaluated stochastically such that at least one entity-specific asset distribution is determined and stored, comprising:

  • storing a determined threshold value based on at least one entity-specific asset distribution, the stored threshold value being stored with an association, if the threshold value is equivalent to an expected value of one or more asset parameters for the occurrence of insolvency of the individual entity;

    standardizing determined entity-specific recovery rate factors in a manner which is associated with one or more of the entity-specific asset distribution or the stored threshold value; and

    generating MonteCarlo asset parameters for individual entities, in the plurality of entities, to determine the expected recovery rate factors;

    displaying the individual entities with the expected recovery rate factors.

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