| 摘要 |
A system and method for decomposing risk factors that are embedded within accounted, underwritten exposures, and monetizing a selection of these risk factors for trades with a counterparty in a risk management environment. Each risk factor has a quantifiable contribution to an overall exposure, measured by the financial result of a subpopulation within the exposure sharing a qualifying data element value, such as an attribute, or outcome. Some subpopulations are disproportionately responsible for a high share of exposure losses, shortfalls, or uncertainties. These subpopulations can be identified by their risk factors, and their future prospective results selected for monetizing and trading with a willing counterparty, in exchange for financial consideration.
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