EP 1738306 A1 20070103 - COMPUTERIZED PROTECTION SYSTEM AND METHOD FOR AUTOMATICALLY IDENTIFYING AND/OR CHARACTERIZING RISK PARAMETERS
Title (en)
COMPUTERIZED PROTECTION SYSTEM AND METHOD FOR AUTOMATICALLY IDENTIFYING AND/OR CHARACTERIZING RISK PARAMETERS
Title (de)
COMPUTERGESTÜTZTES SYSTEM UND VERFAHREN ZUR AUTOMATISIERTEN RISIKOPARAMETERERKENNUNG UND/ODER -CHARAKTERISIERUNG
Title (fr)
SYSTEME A PROTECTION INFORMATIQUE ET PROCEDE POUR REALISER UNE RECONNAISSANCE ET/OU CARACTERISATION AUTOMATIQUE DE PARAMETRES DE RISQUE
Publication
Application
Priority
- EP 2004051830 W 20040818
- US 81612004 A 20040401
Abstract (en)
[origin: US2005240514A1] A method of characterizing relative risks associated with a plurality of financial products comprises the steps of identifying one or more risk classes associated with the products, determining for each risk class an expected occurrence rate, dividing the expected occurrence rates by an average rate to determine relative risk ratios, and comparing the relative risk ratios to characterize the relative risks associated with the products. In certain embodiments, one or more of the risk classes are associated with one or more criteria. The criteria may be modified and the method repeated to determine an impact of the modification on the relative risks associated with the products. The relative risk ratio may be used to redefine one or more of the risk classes. Certain embodiments may include the step of determining a separate relative risk ratio for subgroups of risks. Others may include the step of using the relative risk ratio to determine an impact on the risk class of including in that class one or more risks that do not meet one or more of the criteria associated with that class.
IPC 8 full level
G06F 17/50 (2006.01); G06Q 10/00 (2006.01); G06Q 40/00 (2006.01)
CPC (source: EP US)
G06Q 10/0635 (2013.01 - EP US); G06Q 40/00 (2013.01 - EP US); G06Q 40/03 (2023.01 - EP US); G06Q 40/06 (2013.01 - EP US); G06Q 40/08 (2013.01 - EP US)
Citation (search report)
See references of WO 2005106725A1
Designated contracting state (EPC)
AT BE BG CH CY CZ DE DK EE ES FI FR GB GR HU IE IT LI LU MC NL PL PT RO SE SI SK TR
DOCDB simple family (publication)
US 2005240514 A1 20051027; US 7849002 B2 20101207; EP 1738306 A1 20070103; US 2008281645 A1 20081113; WO 2005106725 A1 20051110
DOCDB simple family (application)
US 81612004 A 20040401; EP 04766531 A 20040818; EP 2004051830 W 20040818; US 59499304 A 20040818