公开(公告)号：US20120323760A1

公开(公告)日：2012-12-20

申请号：US13162364

申请日：2011-06-16

申请人： Haengju Lee ,  Shanmuga-Nathan Gnanasambandam ,  Rajinderjeet Singh Minhas ,  Shi Zhao ,  Andres Quiroz Hernandez ,  Gary Morey ,  David Cacciola ,  William Voll

发明人： Haengju Lee ,  Shanmuga-Nathan Gnanasambandam ,  Rajinderjeet Singh Minhas ,  Shi Zhao ,  Andres Quiroz Hernandez ,  Gary Morey ,  David Cacciola ,  William Voll

IPC分类号： G06Q40/02

CPC分类号： G06Q40/02

摘要： The disclosure describes a method and system monitoring a set of loans and identifying loans in the set that that are likely to default before an upcoming date. The system uses a set of data about loans that are in a default status and loans that are in a non-default status to train a set of loan models. The loan models include at least one model for a defaulted loan and at least one model for a non-defaulted loan. After the loan models are created, the system monitors active loans and classifies each active loan in accordance with one of the loan models. Based on the loan model to which the active loan is classified, the processor will determine a probability of default over a prospective time period for the active loan and issue an alert when a loan's probability of default exceeds a threshold.

摘要翻译： 本公开描述了一种方法和系统，监控一组贷款，并在该集合中识别在即将到期之前可能违约的贷款。 该系统使用关于处于默认状态的贷款的一组数据，以及处于非默认状态的贷款来训练一组贷款模型。 贷款模式至少包括一个违约贷款模型和至少一个非违约贷款模型。 贷款模式创建后，系统监控活跃贷款，并按照贷款模式之一分类每个活跃贷款。 基于活跃贷款分类的贷款模式，处理者将在活期贷款的预期期限内确定违约概率，并在违约概率超过阈值时发出警报。