MXPA03010948A - Metodos y sistemas para la valuacion del flujo de efectivo del portafolio. - Google Patents
Metodos y sistemas para la valuacion del flujo de efectivo del portafolio.Info
- Publication number
- MXPA03010948A MXPA03010948A MXPA03010948A MXPA03010948A MXPA03010948A MX PA03010948 A MXPA03010948 A MX PA03010948A MX PA03010948 A MXPA03010948 A MX PA03010948A MX PA03010948 A MXPA03010948 A MX PA03010948A MX PA03010948 A MXPA03010948 A MX PA03010948A
- Authority
- MX
- Mexico
- Prior art keywords
- cash flow
- variety
- systems
- methods
- method utilizes
- Prior art date
Links
- 238000000034 method Methods 0.000 title abstract 5
- 238000000342 Monte Carlo simulation Methods 0.000 abstract 1
- 238000010206 sensitivity analysis Methods 0.000 abstract 1
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Asset management; Financial planning or analysis
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
Landscapes
- Business, Economics & Management (AREA)
- Engineering & Computer Science (AREA)
- Finance (AREA)
- Accounting & Taxation (AREA)
- Development Economics (AREA)
- Theoretical Computer Science (AREA)
- Physics & Mathematics (AREA)
- General Physics & Mathematics (AREA)
- General Business, Economics & Management (AREA)
- Economics (AREA)
- Marketing (AREA)
- Strategic Management (AREA)
- Technology Law (AREA)
- Entrepreneurship & Innovation (AREA)
- Operations Research (AREA)
- Human Resources & Organizations (AREA)
- Game Theory and Decision Science (AREA)
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
- Management, Administration, Business Operations System, And Electronic Commerce (AREA)
Abstract
En una modalidad ilustrativa, la invencion es un metodo para analizar portafolios de activos financieros penalizados, para el proposito de ofrecer la adquisicion de esos activos. El metodo utiliza un sistema basado en red (10) incluyendo un sistema de servidor (12) acoplado a una base de datos centralizada (20) y por lo menos un sistema de cliente (14). El metodo comprende varios pasos para generar el cuadro de datos de flujo de efectivo a partir de una variedad de fuentes de datos (116) para llevar a cabo el analisis de sensibilidad (358) utilizando el Modelo de Simulacion Monte Carlo (114) para proporcionar diferentes escenarios. El metodo utiliza una variedad de suposiciones en la realizacion del analisis, y exporta proyecciones de flujo de efectivo en un formato predeterminado para desarrollar ofertas financieramente atractivas, las cuales tienen una fuerte probabilidad de rendimiento esperado sobre la inversion despues de tomar en cuenta una variedad de riesgos previsibles.
Applications Claiming Priority (2)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
US09/871,341 US7447652B2 (en) | 2001-05-31 | 2001-05-31 | Methods and systems for portfolio cash flow valuation |
PCT/US2002/016736 WO2002097574A2 (en) | 2001-05-31 | 2002-05-28 | Methods and systems for portfolio cash flow valuation |
Publications (1)
Publication Number | Publication Date |
---|---|
MXPA03010948A true MXPA03010948A (es) | 2004-02-27 |
Family
ID=25357238
Family Applications (1)
Application Number | Title | Priority Date | Filing Date |
---|---|---|---|
MXPA03010948A MXPA03010948A (es) | 2001-05-31 | 2002-05-28 | Metodos y sistemas para la valuacion del flujo de efectivo del portafolio. |
Country Status (7)
Country | Link |
---|---|
US (1) | US7447652B2 (es) |
JP (1) | JP2004528657A (es) |
KR (1) | KR20040000486A (es) |
AU (1) | AU2002259308A1 (es) |
MX (1) | MXPA03010948A (es) |
TW (1) | TWI239464B (es) |
WO (1) | WO2002097574A2 (es) |
Families Citing this family (36)
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US7149739B1 (en) * | 2001-05-25 | 2006-12-12 | International Business Machines Corporation | System and method for performing ratio planning |
US6654727B2 (en) * | 2001-11-29 | 2003-11-25 | Lynn Tilton | Method of securitizing a portfolio of at least 30% distressed commercial loans |
US7792714B1 (en) * | 2001-12-28 | 2010-09-07 | Fannie Mae | System and method for providing a common data and analytic framework for valuating financial instruments and portfolios |
US7885889B2 (en) * | 2002-12-30 | 2011-02-08 | Fannie Mae | System and method for processing data pertaining to financial assets |
WO2004061556A2 (en) | 2002-12-30 | 2004-07-22 | Fannie Mae | System and method of processing data pertaining to financial assets |
US20040128230A1 (en) | 2002-12-30 | 2004-07-01 | Fannie Mae | System and method for modifying attribute data pertaining to financial assets in a data processing system |
US7835959B1 (en) * | 2003-08-20 | 2010-11-16 | Teradata Us, Inc. | Future value attrition for life-time value financial processing in a relational database management system |
US7844515B1 (en) * | 2003-08-20 | 2010-11-30 | Teradata Us, Inc. | Net present value forecast for life-time value financial processing in a relational database management system |
US7844526B1 (en) * | 2003-08-20 | 2010-11-30 | Teradata Us, Inc. | Net present value attrition for Life-Time Value financial processing in a relational database management system |
US7844516B1 (en) * | 2003-08-20 | 2010-11-30 | Teradata Us, Inc. | Future value propensity for life-time value financial processing in a relational database management system |
US20050197942A1 (en) * | 2003-12-09 | 2005-09-08 | Allaway Steven M. | Computerized valuation platform |
US7376924B2 (en) * | 2004-07-12 | 2008-05-20 | International Business Machines Corporation | Methods for placement which maintain optimized behavior, while improving wireability potential |
US20060020531A1 (en) * | 2004-07-21 | 2006-01-26 | Veeneman David C | Risk return presentation method |
US8131612B1 (en) * | 2005-05-09 | 2012-03-06 | Genesis Financial Products, Inc. | Program generator for hedging the guaranteed benefits of a set of variable annuity contracts |
US7558755B2 (en) * | 2005-07-13 | 2009-07-07 | Mott Antony R | Methods and systems for valuing investments, budgets and decisions |
WO2007070593A2 (en) * | 2005-12-13 | 2007-06-21 | Lehman Brothers Inc. | Method and system for trading financial instruments |
US7657478B2 (en) * | 2006-01-18 | 2010-02-02 | Standard & Poor's Financial Services Llc | Method for estimating expected cash flow of an investment instrument |
KR100712050B1 (ko) * | 2006-04-25 | 2007-05-02 | 연세대학교 산학협력단 | 현금흐름의 분석에 의한 건설공사용 리스크 관리방법 및장치와 이를 이용하여 포트폴리오의 분석에 의한건설공사용 리스크 관리방법 및 장치 |
US10460265B2 (en) * | 2006-04-25 | 2019-10-29 | International Business Machines Corporation | Global IT transformation |
US20080015977A1 (en) * | 2006-06-14 | 2008-01-17 | Curry Edith L | Methods of deterring fraud and other improper behaviors within an organization |
US7917430B2 (en) * | 2006-06-22 | 2011-03-29 | Visa U.S.A. Inc. | Bankruptcy evaluation service and system |
US8341066B2 (en) * | 2006-11-02 | 2012-12-25 | Preston Jr John E | System and method for determining optimal investment strategy |
US7895102B1 (en) * | 2008-02-29 | 2011-02-22 | United Services Automobile Association (Usaa) | Systems and methods for financial plan benchmarking |
US9892461B2 (en) * | 2008-06-09 | 2018-02-13 | Ge Corporate Financial Services, Inc. | Methods and systems for assessing underwriting and distribution risks associated with subordinate debt |
US20100088250A1 (en) * | 2008-10-03 | 2010-04-08 | The Bank Of New York Mellon | Auction Method and Platform |
US20100145767A1 (en) * | 2008-12-05 | 2010-06-10 | Richard Scott Snow | Systems and methods for analyzing a contract |
US8244617B2 (en) | 2009-04-20 | 2012-08-14 | Cfph, Llc | Cash flow rating system |
US8271367B1 (en) | 2011-05-11 | 2012-09-18 | WebEquity Solutions, LLC | Systems and methods for financial stress testing |
US9760840B1 (en) | 2011-10-27 | 2017-09-12 | Tango Analytics LLC | Geospatial data analysis |
KR101326177B1 (ko) * | 2012-12-14 | 2013-11-07 | 전문건설공제조합 | 단기지급능력 평가시스템 |
US20150134566A1 (en) * | 2013-11-08 | 2015-05-14 | Sas Institute Inc. | Computer-Implemented Systems and Methods for Hedging with Counterbalancing Capacity |
US20180018683A1 (en) * | 2016-07-18 | 2018-01-18 | Airbnb, Inc. | Demand Prediction for Time-Expiring Inventory |
US20190294633A1 (en) * | 2017-05-01 | 2019-09-26 | Goldman Sachs & Co. LLC | Systems and methods for scenario simulation |
US10810665B2 (en) | 2018-06-11 | 2020-10-20 | International Business Machines Corporation | Quantum circuit risk analysis |
US11494849B1 (en) | 2021-07-02 | 2022-11-08 | Evernorth Strategic Development, Inc. | Systems and methods for distributed architectures to provide scalable infrastructure in repricing systems |
US20230169607A1 (en) * | 2021-12-01 | 2023-06-01 | Arbi, Inc., dba ArbiLex | Systems and Methods for Constructing, Valuing, and Reselling Stakes in Legal Claims |
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US5644727A (en) * | 1987-04-15 | 1997-07-01 | Proprietary Financial Products, Inc. | System for the operation and management of one or more financial accounts through the use of a digital communication and computation system for exchange, investment and borrowing |
US6012047A (en) * | 1993-01-25 | 2000-01-04 | Transamerica Corporation | Reverse mortgage processing system |
US6058377A (en) | 1994-08-04 | 2000-05-02 | The Trustees Of Columbia University In The City Of New York | Portfolio structuring using low-discrepancy deterministic sequences |
US5940810A (en) | 1994-08-04 | 1999-08-17 | The Trustees Of Columbia University In The City Of New York | Estimation method and system for complex securities using low-discrepancy deterministic sequences |
US5774881A (en) | 1995-10-30 | 1998-06-30 | Efi Actuaries | Method of determining optimal asset allocation utilizing asset cash flow simulation |
US6055517A (en) * | 1995-10-30 | 2000-04-25 | Efi Actuaries | Method of determining optimal asset allocation utilizing asset cash flow simulation |
KR20000015870A (ko) | 1996-05-23 | 2000-03-15 | 슈라이버 데이비드 엘. | 세계 금융서어비스 통합 시스템 및 그 서어비스 방법 |
US6278981B1 (en) | 1997-05-29 | 2001-08-21 | Algorithmics International Corporation | Computer-implemented method and apparatus for portfolio compression |
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JP4240588B2 (ja) | 1998-07-07 | 2009-03-18 | 株式会社日立製作所 | リスク算出方法および装置ならびにリスク算出プログラムを格納した記憶媒体 |
US6138102A (en) | 1998-07-31 | 2000-10-24 | Ace Limited | System for preventing cash flow losses |
JP3780469B2 (ja) | 1999-08-16 | 2006-05-31 | 株式会社日立製作所 | 金融資産の将来価値予測システム |
US6985881B2 (en) * | 1999-12-30 | 2006-01-10 | Ge Capital Commercial Finance, Inc. | Methods and apparatus for automated underwriting of segmentable portfolio assets |
US7110970B2 (en) * | 1999-12-30 | 2006-09-19 | Ge Capital Commercial Finance, Inc. | Methods and apparatus for rapid deployment of a valuation system |
US7363259B2 (en) * | 2000-12-08 | 2008-04-22 | International Business Machines Corporation | Value-based framework for inventory management |
US6654727B2 (en) * | 2001-11-29 | 2003-11-25 | Lynn Tilton | Method of securitizing a portfolio of at least 30% distressed commercial loans |
-
2001
- 2001-05-31 US US09/871,341 patent/US7447652B2/en not_active Expired - Fee Related
-
2002
- 2002-05-28 TW TW091111330A patent/TWI239464B/zh active
- 2002-05-28 JP JP2003500691A patent/JP2004528657A/ja active Pending
- 2002-05-28 AU AU2002259308A patent/AU2002259308A1/en not_active Abandoned
- 2002-05-28 KR KR10-2003-7015177A patent/KR20040000486A/ko not_active Application Discontinuation
- 2002-05-28 WO PCT/US2002/016736 patent/WO2002097574A2/en active Application Filing
- 2002-05-28 MX MXPA03010948A patent/MXPA03010948A/es not_active Application Discontinuation
Also Published As
Publication number | Publication date |
---|---|
TWI239464B (en) | 2005-09-11 |
KR20040000486A (ko) | 2004-01-03 |
WO2002097574A3 (en) | 2003-04-17 |
US20030033229A1 (en) | 2003-02-13 |
WO2002097574A2 (en) | 2002-12-05 |
JP2004528657A (ja) | 2004-09-16 |
AU2002259308A1 (en) | 2002-12-09 |
US7447652B2 (en) | 2008-11-04 |
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Legal Events
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