Methods and systems for providing a financial early warning of default

The invention provides for processing of data to determine the likelihood of default of an entity. The processing may comprise obtaining a data set relating to an entity, the data set including at least a first likelihood of default indicator (LDI) value and a second LDI value; determining a LDI rat...

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Hauptverfasser: AHN SUNG-HO J, SHAW MICHAEL, RAMANATHAN KANNAN, WEISMAN JASON, NEAGU RADU, PISUPATI CHANDRASEKHAR, HOERL ROGER
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creator AHN SUNG-HO J
SHAW MICHAEL
RAMANATHAN KANNAN
WEISMAN JASON
NEAGU RADU
PISUPATI CHANDRASEKHAR
HOERL ROGER
description The invention provides for processing of data to determine the likelihood of default of an entity. The processing may comprise obtaining a data set relating to an entity, the data set including at least a first likelihood of default indicator (LDI) value and a second LDI value; determining a LDI rate of change, based on the first LDI value and the second LDI value, to provide a LDI slope value; and determining the likelihood of default of the entity based on the LDI slope value and the first LDI value.
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subjects CALCULATING
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
title Methods and systems for providing a financial early warning of default
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