ELECTRONIC DATA PROCESSING SYSTEM AND METHOD OF USING AN ELECTRONIC DATA PROCESSING SYSTEM FOR AUTOMATICALLY DETERMINING A RISK INDICATOR VALUE

摘要

The invention relates to an electronic data processing system for automatically determining a risk indicator value based on a number of risk parameters, for evaluating a risk involved with performing a transaction between a client and a transaction provider in said data processing system, the data processing system comprising: first input means for inputting client input data relating to said client; first data base means for storing said client input data; computing means; output means for outputting said risk indicator value; said first data base means comprising data management means for assembling and storing said client input data in a predetermined number of client input data files in said first data base means; said computing means comprising: first reading means for reading client input data from at least one of said client input data files of said first data base means into said computing means; first calculating means for determining risk parameter values (x) for a number of predefined risk parameters from said client input data; evaluation means for evaluating each risk parameter value using an associated evaluation function to determine an evaluation value of said risk parameter; comparator means for comparing each evaluation value with at least one threshold value to determine whether the associated risk parameter is critical, uncritical, or neutral for the risk involved with performing said transaction; second calculating means for calculating a risk density for each non-neutral risk parameter; aggregating means for aggregating the risk densities of non-neutral risk parameters of at least one predefined set of risk parameters to determine a common risk density of said set of risk parameters; third calculating means for generating an overall risk probability, based on predetermined weights and partial risk probabilities for said sets of risk parameters; fourth calculating means for calculating a net utilisation as the difference between an utilisation in said transaction and a value of collaterals available for said transaction at a certain point in time; and fifth calculating means for calculating said risk indicator value as the product of said net utilisation and said overall risk probability.