SYSTEM, METHOD AND COMPUTER PROGRAM PRODUCT FOR ASSESSING RISK WITHIN A PREDEFINED MARKET

摘要

A SYSTEM (10) AND METHOD FOR MEASURING OR QUANTIFYING THE PROBABILITY OF DEFAULT OF A BORROWER .CREDIT FACTORS (20) FROM COMPANIES THAT BANKS HAVE EXTENDED LOANS TO ARE INPUTTED AND COLLECTED INTO PROCESSOR (15) . THE METHOD EMPLOYS A PROCESS UTILIZING AN OPTIMIZATION FUNCTION AND A STANDARD MULTIVARIATE NONLINEAR REGRESSION TO PROCESS CLIENT INFORMATION AND TO PROVIDE AN OUTPUT VALUE IS INDICATIVE OF THE LIKELIHOOD OR RISK OF DEFAULT BY A PARTICULAR BORROWER.(FIG.4)