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Method and system for implementing counterparty credit risk calculations
Method and system for implementing counterparty credit risk calculations
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机译:实施交易对手信用风险计算的方法和系统
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摘要
According to an embodiment of the present invention, an automated computer implemented system determines counterparty credit risk calculations. The system comprises a memory component; and a calculation engine programmed to: generate a computation graph of calculation components; build mappings of how each calculation component is connected; and perform path loop calculations where data is shuffled at each stage based on the mappings.
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