Quantifying the output of credit research systems
US8099358B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Apr 13, 2010 |
| Grant date | Jan 17, 2012 |
| Priority date | — |
| Expiry date | Apr 13, 2030 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method of quantifying the value added by an internal company credit rating system is described. The method includes determining an internal company credit rating for a plurality of securities. The internal company credit rating for the plurality of securities and an external credit research agency original credit rating for each of the securities are inputted in a ratings history database. Data representative of a change of the external credit research agency original credit rating for at least one security of the plurality of securities to a new credit rating is received. Responsive to the change, data representative of a current price of the at least one security and a benchmark price of the at least one security is received. At least one metric is calculated to determine a correlation between the internal company credit ratings and the new external credit research agency for each of the plurality of securities.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.