Rapid valuation of portfolios of assets such as financial instruments

Rapid valuation of portfolios of assets such as financial instruments

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 app...

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Bibliographische Detailangaben
Hauptverfasser: RAJIV VRINDA, MESSMER RICHARD PAUL, SPENCER DAVID JONATHAN, AKBAY KUNTER SEREF, JOHNSON CHRISTOPHER D, EDGAR MARC THOMAS, STEWARD WILLIAM CREE, CIFARELLI JAMES LOUIS, CHEN YU-TO, MIDKIFF CATHARINE LYNN, KEYES TIM KERRY, PISUPATI CHANDRASEKHAR, NELSON DAVID RICHARD
Format: Patent
Sprache:eng
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
ELECTRIC DIGITAL DATA PROCESSING
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung: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 asset values. Individual asset values are developed and listed in realtional 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.