The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Feb. 07, 2012
Filed:
May. 11, 2007
Robert C. Watson, Port Washington, NY (US);
Kai Gilkes, London, GB;
Norbert Jobst, Edenbridge, GB;
Sriram Rajan, Brooklyn, NY (US);
Robert C. Watson, Port Washington, NY (US);
Kai Gilkes, London, GB;
Norbert Jobst, Edenbridge, GB;
Sriram Rajan, Brooklyn, NY (US);
Standard & Poor's Financial Services LLC, New York, NY (US);
Abstract
A computerized system and method for evaluating collateralized debt obligations receives user input selecting a scenario or feature, loads data related to a portfolio of securitized assets on to the computer storage medium, determines a scenario default rate using at least one of a beta distributed recovery, a counterparty risk, a loss given default, or a non-zero inter-sector correlation, or models at least one of a short position scenario, a nto default basket, a forward start date and an equity default swap, and reports a result relating to the scenario default rate.