| 摘要 |
Disclosed are a method and system for verifying the suitability of loss given default (LGD)/exposure at default (EAD). After classifying segments into collateral type, obligor type, and product type segments based on an obligor′s EAD, collateral details, and collection details during a past given period of time, a collection rate, a recovery rate, an additional usage rate, and a subrogate conversion rate of each segment by default year are calculated; an estimate, which is applied when calculating a BIS ratio, is determined based on the calculated values; and the estimate is verified by comparing the estimate with a real value which is actually realized. [Reference numerals] (200) Default information; (202) Exposure information; (204) Collateral information; (206) Collection costs; (208) Collection transaction details; (210) Collection information for each collateral; (212) Recovery information; (214) Collateral distribution details; (216) Checked collection transaction details; (218) Real estate collateral collection rate calculation; (220) Collateral distribution + collection details (splitting an account); (222) Collection rate calculation; (224) Recovery rate; (226) Credit; (228) Product; (230) Real estate; (232) Warranty; (234) Deposit; (236) AL/EL aggregate; (238) Statistics; (240) Credit/recovery rate; (242) Cumulative distribution; (244) For BIS calculation; (246) Collateral; (248) Credit; (250) Recovery; (AA) Source information; (BB) Intermediate table; (CC) Suitability verification |
