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RISK ASSESMENT PROCESSES FOR CLOSEOUT OF A PORTFOLIO

机译:资产组合关闭的风险评估过程

摘要

The invention pertains, in a general manner, to a process of risk assessment for closing out a portfolio and, more specifically, the invention relates to processes that allow a safer transaction and, at the same time, with lower risk and costs for at least one of the parties involved in the transaction. According to an embodiment of the invention, the risk assessment process for the closeout of a portfolio comprises the steps of (i) identifying a portfolio to be closed out; (ii) defining a strategy for the closeout of mentioned portfolio; (iii) estimating the risk related to the closeout strategy; and (iv) determining the potential losses for closing out the mentioned portfolio based on the evalua
机译:总体上,本发明涉及用于封闭投资组合的风险评估过程,并且更具体地,本发明涉及允许更安全的交易并且同时至少在较低的风险和成本下的过程。交易涉及的各方之一。根据本发明的一个实施例,用于清算投资组合的风险评估过程包括以下步骤:(i)识别要清算的投资组合; (ii)界定结清上述投资组合的策略; (iii)估算与清算策略有关的风险; (iv)根据评估结果确定关闭上述投资组合的潜在损失

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