Stephen Bennett

US Patent:

7890343, Feb 15, 2011

Filed:

Jan 11, 2005

Appl. No.:

11/033081

Inventors:

Anthony Iasello - Rockville Centre NY, US
Philip H. Jung - East Brunswick NJ, US
Samik Chandarana - London, GB
Kapil Bhatia - Jersey City NJ, US
Doron Simon - New York NY, US
Stephen Wayne Bennett - Pearland TX, US
Chet Zhang - New York NY, US
Gary Michelson - London, GB
Paul Coolen - London, GB
Mitchell Smith - London, GB

Assignee:

JP Morgan Chase Bank - New York NY

International Classification:

G06Q 10/00
G06Q 40/00

US Classification:

705 2, 705 35, 705 38

Abstract:

Accurate risk management curves are generated for companies that have limited market information available to generate a risk management curve purely from the market information by allowing a pre-existing risk management curve (referred to as a “leader curve”) to be selected as a basis for generating a new risk management curve (referred to as a “target curve”). The leader curve may pertain to a company (referred to as the “leader company”) that has similar characteristics to the company for which the target curve is being generated (referred to as the “target company”). Further, any known differences between the leader company and the target company may be reflected in the target curve by incorporating any number of offsets between the leader curve and the target curve.