Risk stripping system and method

专利名称：Risk stripping system and method发明人：STEPHANE LAEDERICH,PETER MARTY申请号：AU2002310515申请日：20020625

公开号：AU2002310515A1公开日：20030108

摘要：A method is provided for managing risk associated with at least one financialtransaction wherein each of the at least one financial transactions having at least a firstrisk factor and a second risk factor. The method includes a first step of receiving one ofthe at least one financial transactions. Next, in a second step, the first risk factor istransferred to a first risk book. The second risk factor is then transferred to a second riskbook, in a third step. Next, in a fourth step, another of the at least one financial

transactions is received. Finally, the second through fourth steps are repeated for each ofthe at least one financial transactions.

申请人：UBS AG

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