EP 1436740 A1 20040714 - SYSTEM AND METHOD FOR ANALYZING RISK AND PROFITABILITY OF NON-RECOURSE LOANS
Title (en)
SYSTEM AND METHOD FOR ANALYZING RISK AND PROFITABILITY OF NON-RECOURSE LOANS
Title (de)
SYSTEM UND VERFAHREN ZUR ANALYSE DES RISIKOS UND DER PROFITFÄHIGKEIT VON FREIZEICHNUNGSKLAUSELN
Title (fr)
SYSTEME ET PROCEDE PERMETTANT D'ANALYSER LE RISQUE ET LA PROFITABILITE DE PRETS SANS RECOURS
Publication
Application
Priority
US 0142764 W 20011016
Abstract (en)
[origin: WO03034309A1] A system and method for assisting lenders in making decisions related to non-recourse loans employs a model which considers each risk relevant to the loan determination, including commercial (200) and country risk factors (100). From this analysis, the present invention can determine the estimated default frequency (EDF), the loss given default (LGD), volatility of the loss, and can recommend total provision and economic capital outlays for the lender for the given non-recourse loan. From this information, the present invention can also be used to determine a credit rating and profitability measures (60) for the given loan.
IPC 1-7
IPC 8 full level
G06Q 40/00 (2006.01)
CPC (source: EP)
G06Q 40/08 (2013.01)
Designated contracting state (EPC)
AT BE CH CY DE DK ES FI FR GB GR IE IT LI LU MC NL PT SE TR
DOCDB simple family (publication)
WO 03034309 A1 20030424; AU 2002214652 A1 20030428; EP 1436740 A1 20040714; EP 1436740 A4 20060712
DOCDB simple family (application)
US 0142764 W 20011016; AU 2002214652 A 20011016; EP 01983206 A 20011016