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:
Apr. 23, 2013
Filed:
May. 27, 2010
Hiroki Takeshita, Tokyo, JP;
Hiroki Takeshita, Tokyo, JP;
NS Solutions Corporation, Tokyo, JP;
Abstract
An information processing apparatus includes: a rating threshold calculating unit obtaining a probability pof transition from a rating s to a rating k stored in the storage device, and calculating a rating threshold θat which the rating of a obligor i becomes a rating r or lower based on the obtained p, a conditional probability calculating unit obtaining a constant aof each obligor i stored in the storage device, and calculating a probability ps(z) that the rating of the obligor i becomes the rating r or lower under a condition that z is fixed based on the obtained a, z calculated in the z calculating unit, and the θcalculated in the rating threshold calculating unit, and a wcalculating unit calculating a difference win exposure value between adjacent ratings of the obligor i based on an exposure value Vof the obligor i when transition from a current rating to the rating r occurs, which is stored in the storage device.