Invention Grant
- Patent Title: Systems and methods for transactional risk reporting
- Patent Title (中): 交易风险报告系统和方法
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Application No.: US10857751Application Date: 2004-05-28
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Publication No.: US07885883B2Publication Date: 2011-02-08
- Inventor: David Laks , Alexander Ginzburg , Farid Khalili , Charles Dlhopolsky
- Applicant: David Laks , Alexander Ginzburg , Farid Khalili , Charles Dlhopolsky
- Applicant Address: US NY New York
- Assignee: Morgan Stanley
- Current Assignee: Morgan Stanley
- Current Assignee Address: US NY New York
- Agency: K&L Gates LLP
- Main IPC: G06Q99/00
- IPC: G06Q99/00
Abstract:
A system and method for accommodating financial risk calculations in a relational database schema is disclosed. The database schema scales to accommodate a variety of risk calculations by utilizing a name/value pair approach associated with a market factor. Risk calculation definitions are explicitly and unambiguously defined by associating risk numbers with market factors that have been perturbed while calculating them.
Public/Granted literature
- US20050267832A1 Systems and methods for transactional risk reporting Public/Granted day:2005-12-01
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