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1. (WO2018008835) RISK MANAGEMENT METHOD FOR SECURITIES PORTFOLIO AND RISK MANAGEMENT DEVICE THEREFOR
Latest bibliographic data on file with the International Bureau    Submit observation

Pub. No.:    WO/2018/008835    International Application No.:    PCT/KR2017/004421
Publication Date: 11.01.2018 International Filing Date: 26.04.2017
IPC:
G06Q 40/04 (2012.01), G06Q 40/06 (2012.01), G06Q 10/04 (2012.01), G06Q 10/06 (2012.01)
Applicants: INTELLIQUANT INC. [KR/KR]; 5F. 112, Dogok-ro(Dogok-dong, Seohan Bldg.) Gangnam-gu Seoul 06258 (KR)
Inventors: LEE, Jong Kwon; (KR)
Agent: PARK, Keon Woo; (KR).
LEE, Yoon Jik; (KR)
Priority Data:
10-2016-0086708 08.07.2016 KR
Title (EN) RISK MANAGEMENT METHOD FOR SECURITIES PORTFOLIO AND RISK MANAGEMENT DEVICE THEREFOR
(FR) PROCÉDÉ DE GESTION DE RISQUES POUR PORTEFEUILLE DE TITRES ET DISPOSITIF DE GESTION DE RISQUES ASSOCIÉ
(KO) 증권 포트폴리오를 위한 리스크 관리 방법 및 이를 위한 리스크 관리 장치.
Abstract: front page image
(EN)The present invention relates to a risk management method for a securities portfolio and a risk management device therefor. Presented is a method for creating risk models for individual items on the basis of the learning of historical data on each individual item included in the portfolio and collecting the same so as to create a portfolio risk model, monitoring the operation of the portfolio on the basis of a set allowable risk limit, and managing a securities portfolio on the basis of volatility-based risk management using a rebalance of securities items and a rebalance of an investment proportion for each securities item.
(FR)L'invention concerne un procédé de gestion de risques pour un portefeuille de titres ainsi qu'un dispositif de gestion de risques associé. L'invention concerne un procédé consistant à : créer des modèles de risques pour des postes individuels d’après l'apprentissage des données historiques concernant chaque poste individuel compris dans le portefeuille, puis les collecter de façon à créer un modèle de risques de portefeuille ; surveiller le fonctionnement du portefeuille d'après une limite de risque admissible définie ; et gérer un portefeuille de titres d’après la gestion des risques basée sur la volatilité à l'aide d'un rééquilibrage des postes de titres et d'un rééquilibrage d'une proportion d'investissement pour chaque poste de titres.
(KO)본 발명은 증권 포트폴리오를 위한 리스크 관리 방법 및 이를 위한 리스크 관리 장치으로서, 포트폴리오에 포함된 각 개별 종목에 대한 과거 데이터의 학습을 기초로 각 개별 종목별 리스크 모델을 생성하고 이를 취합하여 포트폴리오 리스크 모델을 생성하며, 설정된 리스크 허용한도를 기준으로 상기 포트폴리오의 운용을 모니터링하여 증권 종목의 재조정 및 각 증권 종목별 투자비중의 재조정을 통한 변동성 기반의 리스크 관리를 기초로 증권 포트폴리오를 관리하는 방안을 제시한다.
Designated States: AE, AG, AL, AM, AO, AT, AU, AZ, BA, BB, BG, BH, BN, BR, BW, BY, BZ, CA, CH, CL, CN, CO, CR, CU, CZ, DE, DJ, DK, DM, DO, DZ, EC, EE, EG, ES, FI, GB, GD, GE, GH, GM, GT, HN, HR, HU, ID, IL, IN, IR, IS, JP, KE, KG, KH, KN, KP, KW, KZ, LA, LC, LK, LR, LS, LU, LY, MA, MD, ME, MG, MK, MN, MW, MX, MY, MZ, NA, NG, NI, NO, NZ, OM, PA, PE, PG, PH, PL, PT, QA, RO, RS, RU, RW, SA, SC, SD, SE, SG, SK, SL, SM, ST, SV, SY, TH, TJ, TM, TN, TR, TT, TZ, UA, UG, US, UZ, VC, VN, ZA, ZM, ZW.
African Regional Intellectual Property Organization (BW, GH, GM, KE, LR, LS, MW, MZ, NA, RW, SD, SL, ST, SZ, TZ, UG, ZM, ZW)
Eurasian Patent Organization (AM, AZ, BY, KG, KZ, RU, TJ, TM)
European Patent Office (AL, AT, BE, BG, CH, CY, CZ, DE, DK, EE, ES, FI, FR, GB, GR, HR, HU, IE, IS, IT, LT, LU, LV, MC, MK, MT, NL, NO, PL, PT, RO, RS, SE, SI, SK, SM, TR)
African Intellectual Property Organization (BF, BJ, CF, CG, CI, CM, GA, GN, GQ, GW, KM, ML, MR, NE, SN, TD, TG).
Publication Language: Korean (KO)
Filing Language: Korean (KO)