A system and method for using asymmetrical offsets for products in a risk management analysis system are disclosed. Conventional systems assign symmetrical offsets for products, that is, if two products have an 80% correlation they each would be assigned an offset of 80% with respect to each other. However,...http://www.google.com.au/patents/US8073754?utm_source=gb-gplus-sharePatent US8073754 - System and method for asymmetric offsets in a risk management system
