Patent · US Active

System and method for machine learning architecture for dynamic market stress platform

US11521270B2 · kind B2 · utility

1Cited by

2References

18Claims

0Family size

Assignee

Royal Bank of Canada · CA

Inventors

Vincent Chiu · Fremont, US
Sahejpreet Kaur Johal · Toronto, CA
Roman Nikolas Heit · Toronto, CA
Asic Qian Chen · Toronto, CA
Jan Valentine Varsava · Toronto, CA

Key dates

Filing date	Aug 14, 2020
Grant date	Dec 6, 2022
Priority date	—
Expiry date	Aug 14, 2040

Classification

Technology area (CPC G)Physics
CPC primaryG06Q40/08
WIPO fieldComputer technology
WIPO sectorElectrical engineering

Abstract

Systems and methods for responsive stress testing that involve back-end machine learning models that produce enterprise market risk calculations and a front-end interface with graphical elements to visually interact with the machine learning models. The interface can load a particular model, specify ranges of each market variables (shock), and investigate how the market variables impact a portfolio based on the rendered graphical elements.

Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.