SYSTEM AND METHOD FOR MONITORING, MANAGING AND VALUING CREDIT ACCOUNTS

摘要

The present invention relates to a system and method for estimating the futu re and present value of credit accounts (figure 1). A plurality of profit drive r segments (105) are established. A degree of belonging of the credit account to each of the plurality of profit driver segments (105) is determine by characterizing the credit account based upon it historical behavior (110). T he probability of migration of the credit account from at least one profit driv er segment (105) to at least one profit driver segment based upon historical behavior data is determined. The credit account can then be valued based upo n the characterization of the credit account and the determined probability of migration. By examinating how accounts migrate between behavior segments ove r multiple periods, and analyzing the discounted cash flows associated with these migration patterns, a net present value may be calculated for each account.