Methods and systems for finding value and reducing risk
    2.
    发明授权
    Methods and systems for finding value and reducing risk 有权
    查找价值和降低风险的方法和系统

    公开(公告)号:US07028005B2

    公开(公告)日:2006-04-11

    申请号:US09737629

    申请日:2000-12-15

    IPC分类号: G06F17/60

    摘要: A method of valuation of large groups of assets by a partial full underwriting, partial sample underwriting and inferred valuation of the remainder using an iterative and adaptive statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate inferred asset values. Individual asset values are developed and listed so that individual asset values can be rapidly taken and quickly grouped in any manner for bidding purposes. The assets are collected into a database, divided into categories, subdivided by ratings and then rated individually. Asset value is continuously recalculated based on progressively improving asset valuation data. The assets are then regrouped for bidding and a collective valuation is established by cumulating individual valuations.

    摘要翻译: 通过部分全面承销,部分样本承保和剩余的部分样本承保估值,对所有资产进行迭代和自适应统计评估,并从评估中得出的统计推断并应用于产生推断资产值的方法。 开发和列出个人资产价值,以便可以以任何方式快速采购并快速分组个别资产价值进行投标。 将资产收集到数据库中,分为类别,按评级细分,然后单独评级。 资产价值不断重新计算,基于资产估值数据的逐步提高。 然后将资产重组进行投标,并通过累积个人估值来确定集体估值。

    Valuation prediction models in situations with missing inputs
    5.
    发明授权
    Valuation prediction models in situations with missing inputs 有权
    输入缺失的情况下的估值预测模型

    公开(公告)号:US07165043B2

    公开(公告)日:2007-01-16

    申请号:US09745821

    申请日:2000-12-21

    IPC分类号: G06F17/60

    摘要: A method of valuation of large groups of assets by partial full underwriting, partial sample underwriting and inferred values of the remainder using an iterative and adaptive supervised and unsupervised statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate the inferred values. Individual asset values are developed and listed in tables so that individual asset values can be rapidly taken from the tables and quickly grouped in any desired or prescribed manner for bidding purposes. The assets are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped according to a bidding grouping and a collective valuations established by cumulating the individual valuations.

    摘要翻译: 通过部分全面承销,部分样本承销和部分样本承保以及其余的推断值对所有资产进行迭代和自适应监督和无监督统计评估,从评估中抽取出来并应用于生成推断值的方法对大量资产进行估值 。 个别资产价值在表格中制定并列出,以便可以从表格中快速获取单个资产价值,并以任何所需或规定的方式快速分组以进行投标。 这些资产被收集到一个数据库中,按信用变量分为类别,根据这些变量的评级细分,然后单独评估。 然后根据投标组合和通过累积个人估值建立的集体估值重组资产。

    Snapshot approach for underwriting valuation of asset portfolios
    9.
    发明授权
    Snapshot approach for underwriting valuation of asset portfolios 有权
    资产组合承销估值的快照方法

    公开(公告)号:US07983974B2

    公开(公告)日:2011-07-19

    申请号:US10219131

    申请日:2002-08-14

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/06

    摘要: A method for valuing portfolio assets using a snapshot approach system is provided. The method includes segmenting portfolio assets into a predetermined number of segments based on financial attributes of each asset, selecting a representative sample of assets from each segment, valuing each asset in the representative asset sample, and calculating a value of the portfolio assets for bidding purposes based on the value of each asset in the representative asset sample.

    摘要翻译: 提供了使用快照方法系统对投资组合资产进行估值的方法。 该方法包括根据每项资产的财务属性将组合资产分为预定数量的分段,从代表性资产样本中选择代表性样本的资产,评估代表性资产样本中的每项资产,以及计算出价投标资产的价值 基于代表性资产样本中每项资产的价值。

    METHODS AND SYSTEMS FOR ASSESSING UNDERWRITING AND DISTRIBUTION RISKS ASSOCIATED WITH SUBORDINATE DEBT
    10.
    发明申请
    METHODS AND SYSTEMS FOR ASSESSING UNDERWRITING AND DISTRIBUTION RISKS ASSOCIATED WITH SUBORDINATE DEBT 有权
    评估与次级债务相关的承担和分配风险的方法和系统

    公开(公告)号:US20090307146A1

    公开(公告)日:2009-12-10

    申请号:US12135884

    申请日:2008-06-09

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/08 G06Q40/06

    摘要: A method for assessing underwriting and distribution risks associated with a portfolio of subordinate debt is provided. The method is performed using a computer system coupled to a database. The method includes storing in the database historical bond issue data for a period of time preceding and proceeding at least one historical liquidity event and generating a plurality of simulated subordinate debt warehouses using the computer and the historical bond issue data stored in the database. The method also includes calculating a historical loss distribution based on the plurality of simulated subordinate debt warehouses generated. The method also includes determining a value at risk for a portfolio of subordinate debt resulting from a potential liquidity event by applying the historical loss distribution to the portfolio of subordinate debt.

    摘要翻译: 提供了一种评估与下属债务组合相关的承销和分配风险的方法。 该方法使用耦合到数据库的计算机系统来执行。 该方法包括在数据库中存储历史债券发行数据一段时间,并进行至少一个历史流动性事件,并使用计算机生成多个模拟次级债务仓库以及存储在数据库中的历史债券发行数据。 该方法还包括基于生成的多个模拟的下级债务仓库来计算历史损失分布。 该方法还包括通过将历史损失分配应用于下属债务投资组合来确定潜在流动性事件产生的下属债务组合的风险值。