Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2006-05-23
2006-05-23
Kazimi, Hani M. (Department: 3624)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
Reexamination Certificate
active
07050999
ABSTRACT:
A system for computing probability distribution of loan losses includes a loan amount and bankruptcy probability input device for inputting loan amounts and bankruptcy probabilities of individual loan customers, a characteristic function calculating device for calculating a characteristic function from these loan amounts and bankruptcy probabilities. A probability distribution calculating device calculates probability distribution by Fourier transform inversion of the characteristic function, and a probability distribution output device outputs the calculated probability distribution as a graph through a printer.
REFERENCES:
patent: 4953085 (1990-08-01), Atkins
patent: 5148365 (1992-09-01), Dembo
patent: 5732397 (1998-03-01), DeTore et al.
patent: 5911135 (1999-06-01), Atkins
patent: 5911136 (1999-06-01), Atkins
patent: 5920848 (1999-07-01), Schutzer et al.
patent: 5966700 (1999-10-01), Gould et al.
patent: 5987436 (1999-11-01), Halbrook
patent: 6078903 (2000-06-01), Kealhofer
patent: 6119103 (2000-09-01), Basch et al.
patent: 6173276 (2001-01-01), Kant et al.
patent: 6233566 (2001-05-01), Levine et al.
patent: 6513018 (2003-01-01), Culhane
patent: 6546545 (2003-04-01), Honarvar et al.
patent: 6598030 (2003-07-01), Siegel et al.
patent: 6658393 (2003-12-01), Basch et al.
patent: 2002/0010667 (2002-01-01), Kant et al.
patent: 2002/0077793 (2002-06-01), Poncet
patent: 2002/0161677 (2002-10-01), Zumbach et al.
patent: 2003/0088601 (2003-05-01), Pitsianis et al.
patent: 2030748 (1980-04-01), None
patent: 2159644 (1985-12-01), None
patent: 9-81640 (1997-03-01), None
patent: 10-504409 (1998-04-01), None
patent: 11-175602 (1999-07-01), None
patent: 96/05563 (1996-02-01), None
Statistical and Financial Models of Insurance Pricing and the Insurance Firm article, j. David Cummins, 1991, 28 pages.
Christopher C. Finger, Risk Metrics Group, “Conditional Approaches for Credit Metrics Portfolio Distributions,” Credit Metrics Monitor, Apr. 1999, pp. 14-33.
Credit Suisse, “Credit Risk,” pp. 3-68, 1997.
Greg M. Gupton et al., “CreditMetrics” Part I, II and III, J.P. Morgan, 1997.
Kei Takeuchi, “Mathematical Statistics,” Feb. 5, 1986, pp. 5-67.
Tatsuo Kawada, “Fourier Analysis and Statistics,” Oct. 5, 1985, pp. 95-141.
Mikio Morimune, “Risk Management, and Financial and Security Strategy,” Mar. 19, 1998, pp. 3-35.
Kaoru Tone, “BASIC”, Jul. 10, 1985, pp. 95-104.
Yukiharu Kurokawa, “Decision Standard for Loan and Subjective Judgement”, Dec. 25, 1989, Mita syogaku kenkyu, vol. 32, No. 5, pp. 259-275.
Yasuhiko Morimoto et al., “Credit Risk Management by Using Decision Tree with Regional Rules”, Oct. 14, 1998, Institute of Electronics, Information and Communication Engineers Technical Report, vol. 98, No. 316, pp. 1-8.
Kenji Nishiguchi et al., “Capital Allocation and Bank Management based on the Qualification of Credit Risk,” Feb. 26, 1998.
Norio Hibiki et al., “Report of the Research Group on Risk Management Models,” Jul. 1999.
Ou Keiho et al., “Credit Events, Losses & Pricing,” May 23, 1997.
Foley & Lardner LLP
Kazimi Hani M.
Resona Holdings, Inc.
Subramanian Narayanswamy
LandOfFree
System for computing probability distribution of loan losses does not yet have a rating. At this time, there are no reviews or comments for this patent.
If you have personal experience with System for computing probability distribution of loan losses, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and System for computing probability distribution of loan losses will most certainly appreciate the feedback.
Profile ID: LFUS-PAI-O-3637953