Patent ID: 8099358

Claim:
A computer implemented method comprising: determining, by a computer, an internal company credit rating for each of a plurality of securities; inputting the internal company credit rating for each of the plurality of securities and an external credit research agency original credit rating for each of the securities in a ratings history database; receiving, by the computer, data representative of a change of the external credit research agency original credit rating for at least one security of the plurality of securities to a new credit rating; responsive to the change, receiving, by the computer, data representative of a current price of the at least one security and a benchmark price of the at least one security, the benchmark price being a price of the at least one security at a designated period before the change; and calculating, by the computer, at least one metric to determine the number of times the internal company credit ratings for each of the plurality of securities converged with the received data representative of the change of the external credit research agency original credit rating, the calculating based upon the internal company credit rating for the at least one security, the external credit research agency original credit rating for the at least one security, the external credit research agency new credit rating for the at least one security, the current price of the at least one security, and the benchmark price of the at least one security, wherein calculating the at least one metric comprises determining a count of the number of times the absolute difference between the internal company credit rating for the at least one security and the external credit research agency new credit rating for the at least one security is less than the absolute difference between the internal company credit rating for the at least one security and the external credit research agency original credit rating for the at least one security.