FINANCIAL PORTFOLIO RISK MANAGEMENT

专利名称：FINANCIAL PORTFOLIO RISK MANAGEMENT发明人：SLOAN, RONALD, E.,SLUTSKY, STEPHEN, B.申请号：US0030423申请日：20001101公开号：WO0133402A8公开日：20020411

摘要： The invention relates to a modeling system risk associated with financialportfolios. This system works in a collaborative computing environment between theuser and the portfolio development system. The portfolios creation system models theuser's personal investment settings as a user profile in terms of level of risk tolerance ofthe user, the user's type of investment and the attitude bullish / bearish for the user. Inaddition, this system calculates VAR values (exposure values) for the user. The systemfilters the various tracks on the basis of their VAR and Beta values and presents twofiltered lists of titles, with the opposite Beta values, corresponding to the user profile. Inaddition, this invention allows the user to exchange securities within and outside of itsexisting portfolio and to receive and analyze the effect of trade on its portfolio. Themodel also creates an ideal portfolio from the user profile. Furthermore, this inventionpresents the user with an estimated value of its portfolio, from a regression formula aswell as the best or the worst scenario from statistical formulas.

申请人：ACCENTURE LLP

地址：US

国籍：US

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