Methods and systems for risk management

Details Methods and systems for risk management Methods and systems for risk management

2011-04-12

2011-04-12

Kalinowski, Alexander (Department: 3691)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

C705S035000, C705S037000

Reexamination Certificate

active

07925561

ABSTRACT:
In one aspect, the invention comprises acquiring background data regarding securities positions and regarding real-time pricing data; performing calculations regarding intermediate measures of performance of the securities; receiving configuration data for a portfolio of securities and one or more data requests, at least one of the data requests comprising a request for a value at risk report regarding the portfolio; and providing a value at risk report based on a Parkinson's volatility estimation. In another aspect, the invention comprises displaying a tree structure display in a first portion of a graphical user interface display; in response to a user selecting an item from the tree structure display, displaying a corresponding listing in a tabular display in a second portion of the graphical user interface display; and in response to the user selecting a listing in the tabular display, displaying a corresponding item in the tree structure display.

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RealTick User Manual, Townsend Analytics, Ltd., 2004, pp. 1-424.

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