Patent ID: 7039608

Claim:
A computer-implemented method for rapid valuation of asset portfolios using a portfolio valuation system, the portfolio valuation system including a computer coupled to a database, said method comprising the steps of: valuating assets in a portfolio individually by segmenting the portfolio of assets into three valuation portions and by: fully underwriting each asset included within a first portion of the asset portfolio for computing a value for each asset included within the first portion of the asset portfolio including underwriting in a full cash manner to generate a full value table, and underwriting in a partial cash manner to generate a partial value table, storing in the database asset data acquired from fully underwriting the first portion including the computed value and descriptive attribute variables for each asset included within the first portion, grouping and underwriting a sample of assets included within a second portion of the asset portfolio for valuation purposes based on the asset data acquired from the fully underwriting of the first portion and stored in the database, and using the computer to statistically infer a value for each asset included within a third portion of the asset portfolio based on the asset data acquired from the fully underwriting of the first portion and stored in the database; listing the asset values individually in relational tables; aggregating to desired groups or tranches for bidding purposes; and optimizing the bid pricing for desired risk/return tolerance.