System and Method for Assessing Operational Risk Employing Market-Based Information Processing

摘要

A method of assessing operational risk includes defining a participant set. The participant set includes a plurality of members. The method also includes identifying a set of initial risk sources, assigning risk certificates for each of the initial risk sources to each of the plurality of members of the set of participants, and trading the risk certificates among the plurality of members of the set of participants to establish market prices that correspond to a level of risk associated with each of the initial risk sources.