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Valuation prediction models in situations with missing inputs

A model and regression model technology, applied in the field of evaluation of financial instruments that have not been used, can solve problems such as underestimation of bidders and lack of competition

Inactive Publication Date: 2002-10-02
GE CAPITAL COMML FINANCE
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0006] The result of this process may be that the bidder significantly underestimates a certain part, and bids are either uncompetitive or higher than the value of the bid, and take an unquantifiable risk in doing so

Method used

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  • Valuation prediction models in situations with missing inputs
  • Valuation prediction models in situations with missing inputs
  • Valuation prediction models in situations with missing inputs

Examples

Experimental program
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Embodiment Construction

[0025] Schematic diagram of Figure 1 Figure 10 , represents a known process of evaluating a large property portfolio 12 through an underwriting cycle and through bids to purchase property portfolios 12, such as in an auction. Figure 1 provides a high-level overview of a typical subscription and reckoning process 10 that is neither cyclical nor automated. in gesture Figure 10 , a subscriber subscribes 14 to a number of individual assets in a portfolio 12, resulting in a subscribed first portion 16 and an untouched remainder 18. Before any assets are subscribed, the first tranche 16 is 0% of the portfolio 12 and the remaining tranche 18 is 100%. As the subscription process progresses, the first portion 16 increases and the remaining portion 18 decreases. The goal is to subscribe for as many assets as possible prior to bidding for the purchase of a portfolio of assets. The team of subscribers continues to subscribe 14 individually until soon it is necessary to bid. A rough...

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Abstract

Appraisal method (240) for large portfolios of assets grouped by partially fully subscribed (14), partially sample subscribed (34) and remaining inferred value (40) using recurrent and adaptive The monitored (206) and non-monitored (208) statistical evaluations, and statistical inferences drawn from the evaluations, are used to generate inferred values. Listing individual asset values ​​in a table allows asset values ​​to be quickly extracted and grouped in a desired or predetermined manner for bidding purposes. Assets are collected into a database (76), classified into categories (48, 50) according to credit variables, subdivided according to the grades of these variables, and then graded one by one. Assets are then regrouped according to bid groupings and aggregate appraisal prices determined by accumulating individual appraisal prices.

Description

[0001] Cross References to Related Applications [0002] This application claims the benefit of US Provisional Application No. 60 / 173,875, filed December 30, 1999, which is hereby incorporated by reference in its entirety. Background of the invention [0003] The present invention generally relates to an evaluation method of a financial instrument, and in particular relates to a rapid evaluation of a large number of financial instruments. [0004] Large quantities of assets such as loans, for example tens of thousands of loans and other financial instruments, sometimes become available for sale due to various economic conditions, planned and unplanned divestitures or because of legal remedies. The sale of thousands of business loans or other financial instruments, sometimes involving assets equivalent to billions of dollars, must occur, sometimes within a matter of months. Of course, sellers of assets want to optimize the value of the portfolio and sometimes group assets by "...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F17/00G06F17/18G06F19/00G06Q40/00
CPCG06Q40/00G06Q40/04G06Q40/06G06Q40/08
Inventor T·K·克耶斯
Owner GE CAPITAL COMML FINANCE
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