Title:
【発明の名称】不動産担保貸付およびクローズド・エンド貸付ポートフォリオの管理方法
Document Type and Number:
Japanese Patent JP2001509626
Kind Code:
A
Abstract:
A method for mortgage and closed end loan portfolio management in the form of an analytic tool designed to improve analysis of past and future performance of loan portfolios. In accordance with one aspect thereof, the invention aggregates loan units into loan vintages, wherein the loans in each vintage originate within a predetermined time interval of one another. The invention compares different vintages to one another in a manner such that the ages of the loans in the different vintages are comparable to one another. An early warning component of the system predicts delinquency rates expected for a portfolio of loans during a forward looking time window.
Inventors:
Freeman, Charles, Jay.
Shwe, Shinchon
Shwe, Shinchon
Application Number:
JP2000502468A
Publication Date:
July 24, 2001
Filing Date:
June 25, 1998
Export Citation:
Assignee:
The Chase Manhattan Bank
International Classes:
G06F17/30; G06F19/00; G06Q20/10; G06Q40/00; (IPC1-7): G06F17/60; G06F19/00
Attorney, Agent or Firm:
Yusuke Hiraki (2 outside)