Methods and systems for providing a financial early warning of default

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...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Neagu, Radu, Ramanathan, Kannan, Hoerl, Roger, Weisman, Jason, Pisupati, Chandrasekhar, Ahn, Sung-Ho, Shaw, Michael
Format: Patent
Sprache:eng
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Beschreibung
Zusammenfassung: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.