Patent ID: 8924274
Filing Date: 2014-12-30
Classification: G06Q

Abstract:
1. A computer implemented system of providing risk information of a plurality of portfolios to an investor without revealing positions in the plurality of portfolios, wherein at least one portfolio of the plurality of portfolios is controlled by one or more portfolio managers, the system comprising: one or more computer processors; a computer; and a communication network communicatively coupling the one or more computer processors and computer to perform the following: calculate, by an analytical engine executed by the one or more computer processors, a plurality of simulated returns for a portfolio, wherein the simulated returns were calculated based on a deterministic set of scenario parameters; calculate, by the analytical engine, a non-aggregatable risk statistic for the portfolio based on the simulated returns and for one or more other portfolios, without receiving positions in the portfolio and without receiving positions in the one or more other portfolios; and provide the investor access, via the computer, to the plurality of simulated returns, the deterministic set of scenario parameters, and the non-aggregatable risk statistic calculated by the analytical engine, wherein the computer is configured to prevent access to position information reflecting contents of the portfolio and the one or more other portfolios, and wherein the analytical engine and the computer do not receive position information in the portfolio and do not receive position information in the one or more other portfolios.