Rapid valuation of portfolios of assets such as financial instruments

US7039608B2 · kind B2 · utility

Assignee

• GE Capital Commercial Finance, Inc. · US

Inventors

• Christopher Donald Johnson · Clifton Park, US
• Tim Kerry Keyes · West Redding, US
• David Jonathan Spencer · Bangkok, TH
• Catharine Lynn Midkiff · Bangkok, TH
• Richard Paul Messmer · Rexford, US
• Chandrasekhar Pisupati · Niskayuna, US
• Yu-To Chen · Pleasanton, US
• Marc Thomas Edgar · Glenmont, US
• James Louis Cifarelli · Schenectady, US
• Kunter Seref Akbay · Niskayuna, US
• Vrinda Rajiv · Schenectady, US
• David Richard Nelson · Alpharetta, US
• William Cree Steward · Norwalk, US

Key dates

• Filing date: Dec 14, 2000
• Grant date: May 2, 2006
• Expiry date: Apr 1, 2023

Classification

• Technology area (CPC G): Physics
• CPC primary: G06Q40/04
• WIPO field: IT methods for management
• WIPO sector: Electrical engineering

Abstract

A method of valuation of large groups of assets by partial full underwriting, partial sample underwriting and inferred values of the remainder using an iterative and adaptive supervised and unsupervised statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate the inferred asset values. Individual asset values are developed and listed in realtional tables so that individual asset values can be rapidly taken from the tables and quickly grouped in any desired or prescribed manner for bidding purposes. The assets are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped according to a bidding grouping and a collective valuations established by cumulating the individual valuations.