System And Method for Transitioning Assets to New Risk Frameworks

    公开(公告)号:US20240383165A9

    公开(公告)日:2024-11-21

    申请号:US18313539

    申请日:2023-05-08

    Abstract: A device, method, and computer readable medium are provided for transitioning risk analysis. The method includes providing a first risk assessment, and providing a second risk analysis program that generates risk assessments based on a transformation model configured to convert risk based on (1) a first reference rate, and (2) one or more risk functions for one or more first instruments, into risk based on a second reference rate. The method includes generating a second risk assessment with the second risk analysis program, based on the first risk assessment and one or more target instruments that incorporate risk based on the second reference rate, the one or more target instruments being associated with a product or service.

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