Patent Document ID: 10157419
Application ID: 13370396
Patent Flag: 1

Claim One:
1. A database system comprises: a first storage system storing a description of a multi-factored risk model as a set of rules and logic operations, with the description mapping financial instruments to risk exposure factors; a plurality of processor engines configured to execute the multi-factor risk model to calculate values of investment portfolios in response to a market event, at least some of the plurality of processor engines further configured to: retrieve from a second storage system have a storage medium, data for use with the multi-factor risk model, the data including historical and intraday reference data for financial instruments, portfolios, financial indexes, intraday information on new financial instruments included in a portfolio, sector and classification data and analytic data; a first portion of the plurality of processor engines configured to: calculate values of risk exposure factors of portfolios based on the stored multi-factor risk model, the risk exposures stored in storage structures by the first portion of engines, and a second portion of the plurality of processor engines configured to: query the storage structures that store the calculated risk exposures factor values, to provide inputs to the multi-factor risk model; and calculate the risk exposures of the portfolios based on the inputs to the multifactor risk model.