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1. 发明授权

US07761373B2 Method and system for predicting credit ratings transitions 有权
标题翻译：用于预测信用评级转换的方法和系统
公开(公告)号：US07761373B2
公开(公告)日：2010-07-20
申请号：US12149318
申请日：2008-04-30
申请人： Albert Diederich Metz
发明人： Albert Diederich Metz
IPC分类号： G06Q40/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/025 , G06Q40/04
摘要： A system and method is provided for allowing users to create portfolios of issuers and macroeconomic scenarios used to determine pertinent rating facts and future paths of macroeconomic drivers. The system and method use the pertinent rating facts and the future paths of macroeconomic drivers, namely unemployment rates and high yield spreads, as inputs to a Credit Transition Model (CTM). The system and method generate a complete set of rating transitions, including predicting the probability of default, while taking into account withdrawal of issuers to more accurately reflect default rates. The system and method provide users with multiple choices for outputs from the CTM and can easily and quickly generate results from the model.
摘要翻译：提供了一种系统和方法，用于允许用户创建用于确定宏观经济驱动因素的相关评级事实和未来路径的发行人组合和宏观经济情景。该制度和方法将信用转移模型（CTM）的投入用于相关的评级事实和宏观经济驱动因素的未来路径，即失业率和高收益利差。系统和方法产生一整套评级转换，包括预测违约概率，同时考虑到发行人的撤回更准确地反映违约率。该系统和方法为用户提供了来自CTM输出的多种选择，并可以轻松快速地从模型生成结果。

2. 发明申请

US20090276234A1 Method and system for predicting credit ratings transitions 有权
标题翻译：用于预测信用评级转换的方法和系统
公开(公告)号：US20090276234A1
公开(公告)日：2009-11-05
申请号：US12149318
申请日：2008-04-30
申请人： Albert Diederich Metz
发明人： Albert Diederich Metz
IPC分类号： G06Q99/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/025 , G06Q40/04
摘要： A system and method is provided for allowing users to create portfolios of issuers and macroeconomic scenarios used to determine pertinent rating facts and future paths of macroeconomic drivers. The system and method use the pertinent rating facts and the future paths of macroeconomic drivers, namely unemployment rates and high yield spreads, as inputs to a Credit Transition Model (CTM). The system and method generate a complete set of rating transitions, including predicting the probability of default, while taking into account withdrawal of issuers to more accurately reflect default rates. The system and method provide users with multiple choices for outputs from the CTM and can easily and quickly generate results from the model.
摘要翻译：提供了一种系统和方法，用于允许用户创建用于确定宏观经济驱动因素的相关评级事实和未来路径的发行人组合和宏观经济情景。该制度和方法将信用转移模型（CTM）的投入用于相关的评级事实和宏观经济驱动因素的未来路径，即失业率和高收益利差。系统和方法产生一整套评级转换，包括预测违约概率，同时考虑到发行人的撤回更准确地反映违约率。该系统和方法为用户提供了来自CTM输出的多种选择，并可以轻松快速地从模型生成结果。

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