Abstract: The inventive system and method provide an integrated data management platform implemented in four stages: Stage one is data collection, in which the novel system and method interface with, and collect data from multiple data sources and organize the collected data in accordance with user-defined criteria. Stage two is organization, in which the novel system and method link at least a portion of the data sources with at least one corresponding data model, such that each data model is representative of at least a portion of the data collectable from the at least one corresponding data source, and in which a portfolio is formed by applying at least one predefined visual business rule to a predetermined set of data models to manage data extracted from the data sources corresponding to the set of data models, to define and manage business logic, and to consolidate and categorize the data into at least one predetermined hierarchy.

Abstract: The present invention provides a system and method for accurately estimating value-at-risk (VAR) of a financial portfolio. The present invention analyzes a distribution of sorted financial data samples to determine an accurate range of upper and lower limits of an expected value of VAR so that an analyst or another financial analysis system may select an appropriate VAR value from the range presented.