Network-based portfolio management and risk-analysis

G - Physics – 06 – Q

Patent

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Details

G06Q 40/00 (2006.01)

Patent

CA 2497293

The invention comprises a risk model and data, and is provided on a secure Web- based (12), interactive platform, whereby a user can build customized risk analyses and reports, covering multiple asset classes and markets. The invention also organizes and categorizes assets along dimensions best reflecting a user's investment process, determines risk assumed (46), determines sources of risk (50), allows viewing of a portfolio's risk exposures, identifies and quantifies sources of volatility, provides streamlined risk reporting, and provides a trade scenario utility.

L'invention porte sur un modèle et des données relatives au risque et est créée sur une plate-forme interactive fixe basée sur le Web, un utilisateur pouvant établir des analyses de risque et des rapports personnalisés couvrant plusieurs marchés et classes d'actifs. L'invention permet d'organiser et de catégoriser également des actifs ainsi que des dimensions représentant le mieux un processus d'investissement utilisateur, de déterminer le risque assumé et les sources de risque, d'examiner des expositions à des risques relatifs à un portefeuille, d'identifier et quantifier des sources de volatilité, de générer un rapport de risque simplifié et l'utilité d'un scénario commercial.

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