SYSTEM AND METHOD OF TRADING MONETIZED RESULTS OF RISK FACTOR POPULATIONS WITHIN FINANCIAL EXPOSURES

摘要

A system and method for decomposing risk factors that are embedded within accounted, underwritten exposures, and monetizing a selection of these risk factors for trades with a counterparty in a risk management environment. The system includes a first layer of server (10) consisting of online transaction processing systems which create various types of data feels to sources (101). OLTP systems provide real time data entry, updates, edits and corrections to data sources (102). The data sources provide internal data from within the enterprise or external data from outside the enterprise about the exposure (103). This data may be intrinsic to each unit of account within the exposure (104). Scrubbing, transforming and rationalizing the data is necessary (105) before providing the information to a relational database star or snowflake schema (106) within its own server layer (20). Online analytical processing (107) then provides the information in a multidimensional format of aggregated results (109) within its own server layer (30). The OLAP provides pivot table services (109) and user application interface services (110).