METHODS AND SYSTEMS FOR PROVIDING A FINANCIAL EARLY WARNING OF DEFAULT
摘要
The invention provides for processing of data to determine the likelihood of default of an entity. The processing may comprise obtaining a data set (601) 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 (118), based on the first LDI value and the second LDI value, to provide a LDI slope value; and determining the likelihood of default (119) of the entity based on the LDI slope value and the first LDI value.
申请公布号
WO03104926(A3)
申请公布日期
2004.03.25
申请号
WO2003US17861
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