SYSTEM AND METHOD FOR TRANSACTIONAL RISK AND RETURN ANALYSIS

摘要

Transactional risk and return analysis systems provided herein include a transaction database and a market database. The transaction database includes data regarding transactions with associated attributes and the market database includes market data. A portfolio model uses such data to estimate a risk prediction for each transaction. A risk prediction model is generated based on the portfolio model and estimates a risk prediction for a prospective transaction, and a case cash flow analyzer produces a risk-breakeven spread. A transaction evaluator uses the risk prediction model and the risk-breakeven spread to calculated transaction risk and return data for a prospective transaction.