| 摘要 |
The invention pertains, in a general manner, to a process of risk assessment for closing out a portfolio and, more specifically, the invention relates to processes that allow a more efficient capital allocation for containing such risks. According to an embodiment of the invention, the risk assessment process for the closeout of a portfolio comprises the steps of (i) identifying a portfolio to be closed out; (ii) defining a strategy for the closeout of mentioned portfolio; (iii) estimating the risk related to the closeout strategy; and (iv) determining the potential losses for closing out the mentioned portfolio based on the evaluated risk.
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