System and method for supporting provision of rating related service

• US 20010039523A1
• Filed: 03/26/2001
• Published: 11/08/2001
• Est. Priority Date: 04/28/2000
• Status: Abandoned Application

• Current Assignee: Tokio Marine NEWA Insurance Company Limited (Yulon Motor Company Limited)
• Original Assignee: Tokio Marine NEWA Insurance Company Limited (Yulon Motor Company Limited)
• Inventors: Iwamoto, Tetsuro
• Application Number:
  US09/816,211
• Publication Number:
  US 20010039523A1
• Time in Patent Office: Days
• US Class Current: 705/35
• CPC Class Codes: G06Q 40/00 Finance; Insurance; Tax strategies; Processing of corporate or income taxes
• CPC Class Codes: G06Q 40/08 Insurance

Abstract

An object of the present invention is to provide technology for clearly expressing effects of the financial measures to improve the rating to the customer company. Financial data estimating unit 3 estimates from present financial data 1, estimated financial data 5 corresponding to financial measures, such as a structured finance. Credit score calculating unit 7 calculates a present credit score from the present financial data 1, and an estimated credit score corresponding to each financial measure from the estimated financial data 5. Bankruptcy probability calculating unit 9 calculates estimated bankruptcy probability after the financial measures selected by selection unit 11 from the estimated financial data 5, and present bankruptcy probability from the present financial data 1. Estimated rating computing unit 13 computes the estimated rating after the financial measures and its probability. Pricing calculating unit 15 calculates a rate for each kind of financial services from the estimated bankruptcy probability. Therefore, it is possible to present an improved degree of the rating and an improved degree of the rate for the financial service by the financial measures.

Claims

1. A system for supporting provision of rating related service, comprising:

means for calculating an estimated rating point value corresponding to a financial state changing measure applicable to a particular company by using estimated financial data after said financial state changing measure applicable to said particular company is performed and a predetermined rating point value formula;

means for calculating numeral data that corresponds to said estimated rating point value and is associated with credit risk of said particular company by using said estimated financial data after said financial state changing measure is performed; and

means for outputting information concerning said estimated rating point value calculated and the calculated numeral data.

2. The system set forth in

claim 1

, further comprising,

means for stochastically estimating a rating from said estimated rating point value, and

wherein said information concerning said estimated rating point value calculated is the stochastically estimated rating.

3. The system set forth in

claim 1

, further comprising,

means for calculating a rating point value corresponding to a present financial state of said particular company by using financial data that represents said present financial state of said particular company and said predetermined rating point value formula, and

wherein said means for outputting outputs said rating point value corresponding to said present financial state of said particular company or an improved point value of said estimated rating point value from said rating point value corresponding to said present financial state.

4. The system set forth in

claim 1

, further comprising,

means for computing an estimated rating corresponding to said estimated rating point value and information concerning probability of said estimated rating, and

wherein said means for outputting outputs said estimated rating corresponding to said estimated rating point value and said information concerning said probability of said estimated rating.

5. The system set forth in

claim 1

, further comprising,

means for calculating numeral data associated with present credit risk of said particular company by using financial data that represents a present financial state of said particular company, and

wherein said means for outputting outputs said numeral data associated with said present credit risk of said particular company or an improved degree of said numeral data that corresponds to said estimated rating point value and is associated with said credit risk from said numeral data associated with said present credit risk.

6. The system set forth in

claim 1

, wherein said means for calculating said numeral data associated with said estimated credit risk calculates bankruptcy probability of said particular company by using said estimated financial data after said financial state changing measure is performed and a predetermined bankruptcy probability formula.

7. The system set forth in

claim 6

, wherein said means for calculating said numeral data associated with said estimated credit risk calculates numeral data concerning costs of one or a plurality of financial services applicable to said particular company, said numeral data concerning costs corresponding to said data concerning said bankruptcy probability of said particular company.

8. The system set forth in

claim 1

, wherein said means for calculating said estimated rating point value calculates estimated rating point values respectively corresponding to a plurality of financial state changing measures applicable to said particular company by using a plurality of estimated financial data after said plurality of financial state changing measures applicable to said particular company are performed and said predetermined rating point value formula, and wherein said means for calculating said numeral data associated with said estimated credit risk calculates numeral data that is associated with said estimated credit risk of said particular company and corresponds to a selected estimated rating point value of said plurality of said estimated rating point values calculated by said means for calculating said estimated rating point value.

9. A method for supporting provision of rating related service, said method comprising the steps of:

calculating an estimated rating point value corresponding to a financial state changing measure applicable to a particular company by using estimated financial data after said financial state changing measure applicable to said particular company is performed and a predetermined rating point value formula;

calculating numeral data that corresponds to said estimated rating point value and is associated with credit risk of said particular company by using said estimated financial data after said financial state changing measure is performed; and

outputting information concerning said estimated rating point value calculated and the calculated numeral data.

10. The method set forth in

claim 9

, further comprising a step of:

stochastically estimating a rating from said estimated rating point value, and

wherein said information concerning said estimated rating point value calculated is the stochastically estimated rating.

11. The method set forth in

claim 9

, further comprising a step of:

calculating a rating point value corresponding to a present financial state of said particular company by using financial data that represents said present financial state of said particular company and said predetermined rating point value formula, and

wherein said outputting step includes a step of outputting said rating point value corresponding to said present financial state of said particular company or an improved point value of said estimated rating point value from said rating point value corresponding to said present financial state.

12. The method set forth in

claim 9

, further comprising a step of:

computing an estimated rating corresponding to said estimated rating point value and information concerning probability of said estimated rating, and

wherein said outputting step includes a step of outputting said estimated rating corresponding to said estimated rating point value and said information concerning said probability of said estimated rating.

13. The method set forth in

claim 9

, further comprising a step of:

calculating numeral data associated with present credit risk of said particular company by using financial data that represents a present financial state of said particular company, and

wherein said outputting step includes a step of outputting said numeral data associated with said present credit risk of said particular company or an improved degree of said numeral data that corresponds to said estimated rating point value and is associated with said credit risk from said numeral data associated with said present credit risk.

14. The method set forth in

claim 9

, wherein said step of calculating said numeral data associated with said estimated credit risk includes a step of calculating bankruptcy probability of said particular company by using said estimated financial data after said financial state changing measure is performed and a predetermined bankruptcy probability formula.

15. The method set forth in

claim 14

, wherein said step of calculating said numeral data associated with said estimated credit risk calculates numeral data concerning costs of one or a plurality of financial services applicable to said particular company, said numeral data concerning costs corresponding to said data concerning said bankruptcy probability of said particular company.

16. A storage medium for storing a program for causing a computer to support provision of rating related service, said program comprising the steps of:

calculating an estimated rating point value corresponding to a financial state changing measure applicable to a particular company by using estimated financial data after said financial state changing measure applicable to said particular company is performed and a predetermined rating point value formula;

calculating numeral data that corresponds to said estimated rating point value and is associated with credit risk of said particular company by using said estimated financial data after said financial state changing measure is performed; and

outputting information concerning said estimated rating point value calculated and the calculated numeral data.

17. The storage medium set forth in

claim 16

, said program further comprising a step of:

stochastically estimating a rating from said estimated rating point value, and

wherein said information concerning said estimated rating point value calculated is the stochastically estimated rating.

18. The storage medium set forth in

claim 16

, said program further comprising a step of:

computing an estimated rating corresponding to said estimated rating point value and information concerning probability of said estimated rating, and

wherein said outputting step includes a step of outputting said estimated rating corresponding to said estimated rating point value and said information concerning said probability of said estimated rating.

19. The storage medium set forth in

claim 16

, wherein said step of calculating said numeral data associated with said estimated credit risk includes a step of calculating bankruptcy probability of said particular company by using said estimated financial data after said financial state changing measure is performed and a predetermined bankruptcy probability formula.

20. The storage medium set forth in

claim 19

, wherein said step of calculating said numeral data associated with said estimated credit risk includes a step of calculating numeral data concerning costs of one or a plurality of financial services applicable to said particular company, said numeral data concerning costs corresponding to said data concerning said bankruptcy probability of said particular company.