Risk stripping system and method
AssigneeUbs AG
InventorsStephane Laederich, Peter Marty
Life of this patent
Estimating the term…
Abstract
A method is provided for managing risk associated with at least one financial transaction wherein each of the at least one financial transactions having at least a first risk factor and a second risk factor. The method includes a first step of receiving one of the at least one financial transactions. Next, in a second step, the first risk factor is transferred to a first risk book. The second risk factor is then transferred to a second risk book, in a third step. Next, in a fourth step, another of the at least one financial transactions is received. Finally, the second through fourth steps are repeated for each of the at least one financial transactions.
Claims24
An automated method for managing risk associated with a plurality of financial positions, comprising:
- for each of the plurality of financial positions:
- receiving information indicating entry into the financial position, the financial position having at least one risk factor;
- and
- automatically performing at least one hedging transaction at substantially the same time as the financial position is entered, the at least one hedging transaction removing the at least one risk factor from the financial position.
An automated method for managing risk associated with a plurality of financial positions, comprising:
- for each of a plurality of financial positions:
- receiving information indicating entry into the financial position, the financial position having a plurality of risk factors;
- and
- automatically performing a plurality of hedging transactions at substantially the same time as the financial position is entered, each of the plurality of hedging transactions removing a respective one of the plurality of risk factors from the financial position.
A system for managing risk of a plurality of financial positions, comprising:
- a risk stripping module in communication with a plurality of trader books;
- for each of a plurality of financial positions, the risk stripping module receiving information indicating entry into the financial position, the financial position having at least one risk factor from a corresponding one of the plurality of trader books, and
- automatically performing at least one hedging transaction at substantially the same time as the financial position is entered, the at least one hedging transaction removing the at least one risk factor from the financial position where in said module is encoded on a computer readable medium.
A system for managing risk of a plurality of financial positions, the system comprising:
- a risk stripping module in communication with a plurality of trader books;
- for each of a plurality of financial positions, the risk stripping module receiving information indicating entry into the financial position, the financial position having a plurality of risk factors from a corresponding one of the plurality of trader books, and
- automatically performing a plurality of hedging transactions at substantially the same time as the financial position is entered, each of the plurality of hedging transactions removing a respective one of the plurality of risk factors from the financial position where in said module is encoded on a computer readable medium.
Dependencies are inferred from the claim text.