INVESTMENT PORTFOLIO RISK ANALYSIS SYSTEM

摘要

A computer-implemented method includes receiving information identifying an investment; receiving information associated with a financial characteristic of the investment; and causing a processor to determine one or more of a range of motion, a portfolio history, an economic value of the tail, an exposure, and points of ruin associated with the investment using the financial characteristic of the investment. The processor can also initiate an alert when one or more conditions are met for the investment based upon the determination of the range of motion, the portfolio history, the economic value of the tail, the exposure, and/or the points of ruin.