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WO2001052121A8 - Credit risk estimation system and method - Google Patents

Credit risk estimation system and method

Info

Publication number
WO2001052121A8
WO2001052121A8 PCT/CA2000/001440 CA0001440W WO0152121A8 WO 2001052121 A8 WO2001052121 A8 WO 2001052121A8 CA 0001440 W CA0001440 W CA 0001440W WO 0152121 A8 WO0152121 A8 WO 0152121A8
Authority
WO
WIPO (PCT)
Prior art keywords
estimation system
credit risk
risk estimation
credit
risk
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Ceased
Application number
PCT/CA2000/001440
Other versions
WO2001052121A2 (en
Inventor
Michel Crouhy
Gregory Nudelman
John Im
Alexei Tchernitser
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
Canadian Imperial Bank of Commerce
Original Assignee
Canadian Imperial Bank of Commerce
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Canadian Imperial Bank of Commerce filed Critical Canadian Imperial Bank of Commerce
Priority to EP00984687A priority Critical patent/EP1272950A2/en
Priority to AU2001221336A priority patent/AU2001221336A1/en
Publication of WO2001052121A2 publication Critical patent/WO2001052121A2/en
Publication of WO2001052121A8 publication Critical patent/WO2001052121A8/en
Anticipated expiration legal-status Critical
Ceased legal-status Critical Current

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/08—Insurance

Landscapes

  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Development Economics (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
PCT/CA2000/001440 2000-01-13 2000-12-07 Credit risk estimation system and method Ceased WO2001052121A2 (en)

Priority Applications (2)

Application Number Priority Date Filing Date Title
EP00984687A EP1272950A2 (en) 2000-01-13 2000-12-07 Credit risk estimation system and method
AU2001221336A AU2001221336A1 (en) 2000-01-13 2000-12-07 Credit risk estimation system and method

Applications Claiming Priority (4)

Application Number Priority Date Filing Date Title
US17599000P 2000-01-13 2000-01-13
US60/175,990 2000-01-13
US57609800A 2000-05-22 2000-05-22
US09/576,098 2000-05-22

Publications (2)

Publication Number Publication Date
WO2001052121A2 WO2001052121A2 (en) 2001-07-19
WO2001052121A8 true WO2001052121A8 (en) 2002-01-10

Family

ID=26871759

Family Applications (1)

Application Number Title Priority Date Filing Date
PCT/CA2000/001440 Ceased WO2001052121A2 (en) 2000-01-13 2000-12-07 Credit risk estimation system and method

Country Status (4)

Country Link
EP (1) EP1272950A2 (en)
AU (1) AU2001221336A1 (en)
CA (1) CA2326925A1 (en)
WO (1) WO2001052121A2 (en)

Cited By (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7533057B2 (en) 2002-12-30 2009-05-12 Fannie Mae Servicer compensation system and method
US10310852B2 (en) 2016-09-29 2019-06-04 Entit Software Llc Timing estimations for application lifecycle management work items determined through machine learning

Families Citing this family (7)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
GB2410109A (en) * 2002-10-29 2005-07-20 Ebs Group Ltd Anonymous trading system
WO2004061735A1 (en) 2002-12-30 2004-07-22 Fannie Mae System and method for creating financial assets
US7236951B2 (en) * 2003-07-24 2007-06-26 Credit Suisse First Boston Llc Systems and methods for modeling credit risks of publicly traded companies
NZ530377A (en) * 2003-12-24 2006-10-27 John Redmayne System and method for modelling pricing of securities such as expected risk, rate of return and default loss
US8732068B2 (en) 2011-07-01 2014-05-20 eBond Advisors LLC Creation and trading of multi-obligor credit default swap-backed securities
WO2014108763A1 (en) * 2013-01-10 2014-07-17 Nilanjana Chakraborty Nilanjana Rfm asset pricing model for investments
CN115687512A (en) * 2022-06-08 2023-02-03 中国工商银行股份有限公司 Risk data processing method, apparatus, device, medium, and computer program product

Family Cites Families (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
JPH11175602A (en) * 1997-12-12 1999-07-02 Fujitsu Ltd Credit risk measurement device

Cited By (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7533057B2 (en) 2002-12-30 2009-05-12 Fannie Mae Servicer compensation system and method
US10310852B2 (en) 2016-09-29 2019-06-04 Entit Software Llc Timing estimations for application lifecycle management work items determined through machine learning

Also Published As

Publication number Publication date
AU2001221336A1 (en) 2001-07-24
CA2326925A1 (en) 2001-07-13
WO2001052121A2 (en) 2001-07-19
EP1272950A2 (en) 2003-01-08

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