CASH FLOW RATING SYSTEM

摘要

A computing device receives information about a debt instrument portfolio comprising one or more debt instruments, the information comprising a quantity and a price associated with each of the one or more debt instruments. The computing device determines a current market price of each of the one or more debt instruments, and a payment schedule for each of the one or more debt instruments, each payment schedule comprising one or more payments, each payment schedule correlating a series of payment amounts with respective scheduled times of payment. The computing device determines a probability of payment for the one or more payments for each of the one or more debt instruments. The computing device may also determine a portfolio cash flow rating of the debt instrument portfolio, and outputs the portfolio cash flow rating to an output device.