公开(公告)号：US20090099978A1

公开(公告)日：2009-04-16

申请号：US12253458

申请日：2008-10-17

申请人： William Manning ,  Jeffrey S. Coons ,  Michele R. McGinn

发明人： William Manning ,  Jeffrey S. Coons ,  Michele R. McGinn

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06

摘要： A process, system and financial engine which determine a portfolio's sensitivity to market risk based on market conditions are described. In particular, with these process, system and financial engine, first data representative of time horizon information and second data representative of risk tolerance information are first received, and guidelines data based on the first and second data are established. Economic and market data underlying the quantitative indicators and factors determining the qualitative indicators are received. Market risk signals based on the indicator(s) is then established. The portfolio's sensitivity is determined based on the established guidelines data and the market risk signal. Using these process, system and financial engine, it is possible to determine the current market risk level, and then recommend changes to (or adjust) the user's portfolio market risk sensitivities based on the user's time horizon (i.e., the need to access their assets within a particular time) and the determined market risk level.

摘要翻译： 描述了基于市场条件确定投资组合对市场风险敏感性的流程，系统和金融引擎。 特别是，通过这些过程，系统和金融引擎首先接收到代表时间范围信息的第一数据和代表风险容忍度信息的第二数据，并建立了基于第一和第二数据的准则数据。 收到定量指标和决定定性指标因素的经济和市场数据。 然后建立基于指标的市场风险信号。 投资组合的敏感度是根据既定的指引数据和市场风险信号确定的。 使用这些流程，系统和金融引擎，可以确定当前的市场风险水平，然后根据用户的时间范围（即，需要访问其资产）建议更改（或调整）用户投资组合市场风险敏感性 在特定时间内）和确定的市场风险水平。