发明名称 |
SYSTEM AND METHOD FOR VALUATION AND RISK ESTIMATION OF MORTGAGE BACKED SECURITIES |
摘要 |
<p>Systems and methods for investment production valuation and risk estimation for mortgage-backed security products are provided. In one embodiment, the disclosure provides a system for investment product valuation and risk estimation, comprising a computer system for receiving information about a mortgage-backed security, an engine executed by the computer system and processing the information about the mortgage- backed security to disaggregate individual loan data, the engine simulating future prices scenarios of the mortgage-backed security using one or more computer models to generate valuation and risk estimation data for the mortgage-backed security, and a user interface generated by the system for presenting a report to a user which includes the future price scenarios of the mortgage-backed security.</p> |
申请公布号 |
WO2013119648(A1) |
申请公布日期 |
2013.08.15 |
申请号 |
WO2013US24913 |
申请日期 |
2013.02.06 |
申请人 |
OPERA SOLUTIONS, LLC |
发明人 |
LIAO, YUANSONG;YAN, RUI;GU, MING;SUN, XIAN;ZHANG, XING;KANDASAMY, GUHAN;SRINIVASAN, LAKS;ZHANG, BO |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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