专利名称:RISK STRIPPING SYSTEM AND METHOD发明人:LAEDERICH, STEPHANE,MARTY, PETER申请号:EP02737594申请日:20020625公开号:EP1410294A4公开日:20060329
摘要:A method is provided for managing risk (5) associated with at least one financialtransaction wherein a financial transaction having at least a first risk factor and a secondrisk factor. The method includes a first step receiving one of the at least one financialtransactions. In a second step, the first risk factor is transferred to a first risk book (7-1).The second risk factor is then transferred to a second risk book (7-2), and a third step (7-3). Next, in a fourth step (7-4), another of the at least one financial transactions isreceived. Finally, the second through fourth steps are repeated for each of the at leastone financial transactions.
申请人:UBS AG
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