Patent ID: 8275637

Claim:
A method of modeling risk, the method comprising: (a) receiving, at a risk modeling computer, market data from at least one external source; (b) receiving, at the risk modeling computer, asset data from at least one internal source; (c) receiving, at the risk modeling computer, policy data from the at least one internal source; (d) using a first processor of the risk modeling computer, calculating at least one economic scenario; (e) using the first processor, generating processing instructions based on the calculated at least one economic scenario; (f) distributing the generated processing instructions across multiple second processors; (g) calculating earnings forecasts based on the distributed processing instructions, wherein the multiple second processors use grid computing to calculate the earnings forecasts; (h) using the first processor, calculating earnings at risk forecasts, wherein the earnings at risk forecasts are calculated using credit drift and default risk factors; and (i) using a display screen associated with the risk modeling computer, displaying the calculated earnings at risk forecasts.