1. A method for quantifying a credit exposure of an investment portfolio owner to a counter party within said investment portfolio, wherein said investment portfolio comprises a plurality of constituent trades, said method comprising: receiving, by a master server, an indication of said plurality of constituent trades, wherein said master server comprises at least one processor and operatively associated memory; estimating, by said master server, a complexity for each of said constituent trades; determining, by said master server, a threshold complexity level; for each of said constituent trades having a complexity exceeding said threshold complexity level: sending, by said master server, said constituent trade to at least one slave server; and receiving, by said master server and from said at least one slave server, a credit exposure for the said constituent trade; for each constituent trade having a complexity not exceeding said threshold complexity level, determining a credit exposure for said constituent trade by said at least one master server; and combining said credit exposures for said constituent trades to determine said credit exposure of said investment portfolio.