首页>
外国专利>
Determining the Probability of Default for a Depository Institution
Determining the Probability of Default for a Depository Institution
展开▼
机译:确定存托机构违约的概率
展开▼
页面导航
摘要
著录项
相似文献
摘要
Systems and methods are provided for determining an indication that a depository institution (such as a bank) will default on its credit obligations to counterparties. In one embodiment, a method includes receiving information about the bank's financial performance and condition, bank structure information, bank closure information and other information about national and regional economic conditions; using this information to build a banking database; and then generating the indication representing the probability of default for each bank in the database. The analytical tool compares the historical characteristics of defaulting banks with those of non-defaulting banks during a training period, and generates an indication that can be interpreted as the probability of default for each individual bank during that period of time. An early-warning component of the system then generates an indication that can be interpreted as the expected probability of default for each surviving bank during a forward-looking forecast period.
展开▼