1. A method for revising an aggregate risk model to be consistent with standalone models, said method comprising: providing a space of possible aggregate risk models wherein each of said aggregate risk models is consistent with standalone models; representing said each aggregate risk model in said space as a point in a product of orthogonal groups; searching said product of orthogonal groups for a best representative point using a predetermined objective function; and obtaining said revised aggregate risk model consistent with standalone models by mapping said best representative point in said product of orthogonal groups back to a corresponding point in said aggregate risk model space.