Douglas Alexander John McManus - Bethesda MD, US Asim Husain - Fairfax VA, US Pamela Williams Sims - Arlington VA, US Robert LaVerne Parson - Ashburn VA, US Limin Fu - Bethesda MD, US
Assignee:
Federal Home Loan Mortgage Corporation (Freddie Mac) - McLean VA
International Classification:
G06Q 40/00
US Classification:
705 37, 705 36 R, 705 35, 705 15
Abstract:
Systems and methods are provided for analyzing a set of assets. Generally, a distribution is computed for a characteristic of assets, setting a range in a tail of the distribution and partitioning the range into at least one partition. Subsequently, a multiplier is assigned to each partition, wherein the multiplier represents how the characteristics affect the risk associated with an asset. These multipliers can be used in a risk analysis.