METHODS AND SYSTEMS FOR PROVIDING A FINANCIAL EARLY WARNING OF DEFAULT
摘要
<p>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.</p>
申请公布号
EP1550061(A4)
申请公布日期
2005.09.07
申请号
EP20030734446
申请日期
2003.06.05
申请人
GENERAL ELECTRIC CAPITAL CORPORATION
发明人
NEAGU, RADU;RAMANATHAN, KANNAN;HOERL, ROGER;WEISMAN, JASON;PISUPATI, CHANDRASEKHAR;AHN, SUNG-HO, J.;SHAW, MICHAEL