Patent ID: 7761373
Filing Date: 2010-07-20
Classification: G06Q

Abstract:
1. A method, comprising: accessing rating facts about one or more issuers using a computer processor; receiving information about one or more future paths for a first macroeconomic factor and one or more future paths for a second macroeconomic factor by the computer processor, wherein the first macroeconomic factor is an unemployment rate and the second macroeconomic factor is a high yield spread; calculating, using the computer processor, one or more probabilities of credit rating transitions between credit rating states for the one or more issuers over a time period by a credit transition model based on the rating facts about the one or more issuers, the one or more future paths for the first macroeconomic factor, and the one or more future paths for the second macroeconomic factor, wherein the credit transition model includes a credit rating state of withdrawal from rating; and generating outputs from the computer processor based on the one or more probabilities of credit rating transitions from the credit transition model, wherein the outputs are capable of being displayed using a computer system with display.