Patent ID: 8326722
Filing Date: 2012-12-04
Classification: G06Q

Abstract:
1. A method, performed at least in part by a computer, for providing an estimate of risk of a portfolio of a plurality of financial investment holdings to fluctuations in a portfolio value, the method comprising: receiving, by a computer processor, an indication of a first set of values of at least two parameters, the first set of values including a first value for each of the at least two parameters; accessing, from a computer memory, an indication of a predetermined measurement of risk of a portfolio holdings to a second set of values of the at least two parameters, the second set of values including a second value for each of the at least two parameters; accessing, from the computer memory, an indication of a predetermined measurement of risk of the portfolio holdings to a third set of values of the at least two parameters, the third set of values including a third value for each of the at least two parameters such that the third set of values is different from the second set of values; and performing a stress testing estimating a measurement of risk of the portfolio holdings by performing operations that include: