Patent Document ID: 20050065754
Application ID: 10893746
Patent Flag: 0

Claim One:
1. A computer-readable medium storing a program, said program directing a computer to measure an operational risk of an institution by executing the steps comprising of: inputting multi-dimensional loss data, a plurality of analysis nodes thereby being formed by said multi-dimensional loss data, wherein a plurality of node inputs are provided corresponding to said analysis nodes; selecting one of a plurality of advanced measurement approaches to model said loss data at said analysis nodes, wherein different of said advanced measurement approaches are selectable for different of said analysis nodes; calculating said plurality of advanced measurement approaches, wherein multiple models of said loss data are calculable for each of said analysis nodes; defining aggregations, said aggregations being defined by structures aggregating said analysis nodes; calculating a value at risk of said aggregations, said calculated value at risk being calculated in response to said advanced measurement approaches selected for said analysis nodes; and outputting said calculated value at risk.