Abstract: System, method and framework for generating scenarios used in risk management applications. The present invention is based on a generic framework that provides levels of abstraction, segregates risk factors and models, and structures a scenario generation process.
Type:
Application
Filed:
August 25, 2009
Publication date:
December 17, 2009
Applicant:
GLO SOFTWARE LLC
Inventors:
LEONID MERKOULOVITCH, YAACOV MUTNIKAS, DIANE REYNOLDS, DAN ROSEN
Abstract: System, method and framework for generating scenarios used in risk management applications. The present invention is based on a generic framework that provides levels of abstraction, segregates risk factors and models, and structures a scenario generation process.
Type:
Grant
Filed:
April 12, 2002
Date of Patent:
October 6, 2009
Assignee:
Glo Software LLC
Inventors:
Leonid Merkoulovitch, Yaacov Mutnikas, Diane Reynolds, Dan Rosen