公开(公告)号：US07890343B1

公开(公告)日：2011-02-15

申请号：US11033081

申请日：2005-01-11

申请人： 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

发明人： 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

IPC分类号： G06Q10/00 ,  G06Q40/00

CPC分类号： G06Q40/08 ,  G06Q40/00 ,  G06Q40/025 ,  G06Q50/22

摘要： 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.

摘要翻译： 生成准确的风险管理曲线，为公司提供有限的市场信息，纯粹根据市场信息生成风险管理曲线，允许将先前存在的风险管理曲线（以下称为“前导曲线”）作为基础 用于生成新的风险管理曲线（称为“目标曲线”）。 领导曲线可能涉及与目标曲线生成的公司（称为“目标公司”）具有相似特征的公司（简称“领导公司”）。 此外，领导公司和目标公司之间的任何已知差异可以通过在前导曲线和目标曲线之间并入任何数量的偏移量来反映在目标曲线中。