摘要 |
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. |
申请人 |
BARRA, INC. |
发明人 |
SOBEL, WILLIAM, E.;ALESKOVSKI, ALEX;HAND, PETER;LIU, ZHENG;BISHOPP, MICHAEL;HONIKMAN, ANTON;ANDERSON, LOREN;CLOSE, RICHARD |