Invention Grant
- Patent Title: System and method for generating risk management curves
- Patent Title (中): 生成风险管理曲线的系统和方法
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Application No.: US11033081Application Date: 2005-01-11
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Publication No.: US07890343B1Publication Date: 2011-02-15
- Inventor: Anthony Iasello , Philip H. Jung , Samik Chandarana , Kapil Bhatia , Robert P. Machado, Jr. , Doron Simon , Stephen Wayne Bennett , Chet Zhang , Gary Michelson , Paul Coolen , Mitchell Smith
- Applicant: Anthony Iasello , Philip H. Jung , Samik Chandarana , Kapil Bhatia , Robert P. Machado, Jr. , Doron Simon , Stephen Wayne Bennett , Chet Zhang , Gary Michelson , Paul Coolen , Mitchell Smith
- Applicant Address: US NY New York
- Assignee: JP Morgan Chase Bank
- Current Assignee: JP Morgan Chase Bank
- Current Assignee Address: US NY New York
- Agency: Lowenstein Sandler PC
- Main IPC: G06Q10/00
- IPC: G06Q10/00 ; G06Q40/00

Abstract:
Accurate risk management curves are generated for companies that have limited market information available to generate a risk management curve purely from the market information by allowing a pre-existing risk management curve (referred to as a “leader curve”) to be selected as a basis for generating a new risk management curve (referred to as a “target curve”). The leader curve may pertain to a company (referred to as the “leader company”) that has similar characteristics to the company for which the target curve is being generated (referred to as the “target company”). Further, any known differences between the leader company and the target company may be reflected in the target curve by incorporating any number of offsets between the leader curve and the target curve.
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