SYSTEM AND METHOD FOR VALUING LOAN PORTFOLIOS USING FUZZY CLUSTERING

SYSTEM AND METHOD FOR VALUING LOAN PORTFOLIOS USING FUZZY CLUSTERING

This disclosure describes a system and method for the valuation of loan portfolios using clustering logic. The system of this disclosure includes an assets acquisition logic that acquires a plurality of assets and attaches a plurality of variables to the plurality of assets in an assets database. Se...

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Bibliographische Detailangaben
Hauptverfasser: STEWARD WILLIAM CREE, JOHNSON CHRISTOPHER DONALD, CHEN YU-TO, KEYES TIM KERRY, PISUPATI CHANDRASEKHAR
Format: Patent
Sprache:eng ; pol
Schlagworte:
CALCULATING
COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:This disclosure describes a system and method for the valuation of loan portfolios using clustering logic. The system of this disclosure includes an assets acquisition logic that acquires a plurality of assets and attaches a plurality of variables to the plurality of assets in an assets database. Segmentation logic examines the plurality of assets and variables with a model. A fuzzy clustering logic calculates a value of the plurality of assets and variables, and a profitability analysis logic calculates a profilitability of the plurality of assets. The method valuates loan portfolios using clustering logic. The method includes the steps of acquiring a plurality of assets and attaching a plurality of variables to the assets. The plurality of assets and variables are examined with a model using fuzzy clustering to calculate the value of the plurality of assets and variables. The profitability of the plurality of assets is then calculated.