Company Filing History:
3 out of 6 
1 out of 4 
1 out of 4,495 
Years Active: 2007-2011
Title: Helmut Mausser: Innovator in Risk Management Technologies
Introduction
Helmut Mausser is a notable inventor based in Toronto, Canada. He has made significant contributions to the field of risk management through his innovative patents. With a total of 5 patents, Mausser has focused on developing systems and methods that enhance the understanding and calculation of market and credit risks.
Latest Patents
One of his latest patents is titled "Systems and methods for compound risk factor sampling with integrated market and credit risk." This invention discloses systems and methods for generating an integrated market and credit loss distribution. The purpose is to calculate one or more risk measures associated with a portfolio of instruments. In at least one embodiment, the patent describes compound risk factor sampling, which involves conditionally generating multiple systemic credit driver samples for each market risk factor sample generated per time step of a simulation. Additionally, the patent outlines methods for determining an optimal number of sample values for market risk factors, systemic credit drivers, and optionally, idiosyncratic credit risk factors. This is essential to achieve an acceptable amount of variability in the calculated risk estimates while satisfying an available computational budget.
Career Highlights
Mausser has worked with prominent companies in the industry, including Algorithmics Software LLC and Algorithmics International Corporation. His experience in these organizations has allowed him to refine his expertise in risk management technologies and contribute to the development of innovative solutions.
Collaborations
Throughout his career, Helmut Mausser has collaborated with notable professionals in the field, including Ben De Prisco and Ian Iscoe. These collaborations have further enriched his work and expanded the impact of his inventions.
Conclusion
Helmut Mausser is a distinguished inventor whose work in risk management technologies has led to significant advancements in the field. His innovative patents and collaborations reflect his commitment to enhancing the understanding of market and credit risks.