发明申请
WO2005029274A2 METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT EXPOSURE 审中-公开
信用风险管理的方法,系统和程序

METHOD, SYSTEM AND PROGRAM FOR CREDIT RISK MANAGEMENT UTILIZING CREDIT EXPOSURE
摘要:
Software aggregates and integrates credit exposure data across accounting, trading and operational systems within an energy trading organization. A comprehensive model of exposure to all counterparties, across all of their divisions and subsidiaries, is then assembled, enabling the creation of a hierarchical view of each counterparty that models its real-world parent-child relationships, and taking into account netting, setoff, and margin requirements, collateral requirements and contract terms, internal and external views of exposure and liquidity, and risk concentrations based on both system and user-defined risk categories. After aggregating the exposure information, credit, transactions, risk and other properties are determined at any level in the hierarchy and then the system presents a comprehensive, detailed, real-time, enterprise-wide view of current exposure, collateral requirements and outlays for both a company and its counterparties. Walkforward views of potential credit exposure taking into account current and future prices and volumes are also provided.
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