Systems and methods for financial stress testing
First Claim
1. A computerized method for borrower stress testing, comprising:
- receiving by one or more processors a selection of an account type so as to establish a selected account type;
receiving by one or more processors a stress amount for applying to the selected account type;
receiving by one or more processors an input regarding financial information of a borrower from a database in a computer-readable memory device, the database comprising information related to a plurality of account types of the borrower; and
generating by one or more processors a stressed financial ratio for the borrower as a function of an unstressed financial ratio for the borrower, the stress amount, a numerator factor corresponding to the selected account type, and a denominator factor corresponding to the selected account type, whereinthe unstressed financial ratio is a function of a financial ratio numerator and a financial ratio denominator,the numerator factor is a function of the financial ratio numerator and a numerator account value for the selected account type, andthe denominator factor is a function of the financial ratio denominator and a denominator account value for the selected account type.
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Accused Products
Abstract
Embodiments provide computerized stress testing for evaluating the effect of changes in the financial position of one or more borrowers. A stressed financial parameter (e.g., a risk rating or financial ratio) is generated for a borrower based on a selection of a borrower account type, a stress amount for applying to the account type, and additional financial inputs corresponding to the borrower. In some cases the stressed financial parameter is generated as a function of an unstressed financial parameter for the borrower, the stress amount, a numerator factor corresponding to the selected account type, and a denominator factor corresponding to the selected account type. Systems, methods, and computer-readable media are provided with the stress testing functionality.
31 Citations
23 Claims
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1. A computerized method for borrower stress testing, comprising:
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receiving by one or more processors a selection of an account type so as to establish a selected account type; receiving by one or more processors a stress amount for applying to the selected account type; receiving by one or more processors an input regarding financial information of a borrower from a database in a computer-readable memory device, the database comprising information related to a plurality of account types of the borrower; and generating by one or more processors a stressed financial ratio for the borrower as a function of an unstressed financial ratio for the borrower, the stress amount, a numerator factor corresponding to the selected account type, and a denominator factor corresponding to the selected account type, wherein the unstressed financial ratio is a function of a financial ratio numerator and a financial ratio denominator, the numerator factor is a function of the financial ratio numerator and a numerator account value for the selected account type, and the denominator factor is a function of the financial ratio denominator and a denominator account value for the selected account type. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13)
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14. A computer-readable memory device comprising executable instructions for causing one or more processors to:
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receive a selection of an account type so as to establish a selected account type; receive a stress amount for applying to the selected account type; receive an input from a database regarding financial information of a borrower, the database comprising information related to a plurality of account types of the borrower; and generate a stressed financial ratio for the borrower as a function of an unstressed financial ratio for the borrower, the stress amount, a numerator factor corresponding to the selected account type, and a denominator factor corresponding to the selected account type, wherein the unstressed financial ratio is a function of a financial ratio numerator and a financial ratio denominator, the numerator factor is a function of the financial ratio numerator and a numerator account value for the selected account type, and the denominator factor is a function of the financial ratio denominator and a denominator account value for the selected account type.
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15. A system for borrower stress testing, comprising:
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one or more processors adapted for carrying out computer-executable instructions; and one or more computer-readable memory devices coupled to the one or more processors, the one or more computer-readable memory devices comprising executable instructions for causing the one or more processors to receive a selection of an account type so as to establish a selected account type, receive a stress amount for applying to the selected account type, receive an input from a database regarding financial information of a borrower, the database comprising information related to a plurality of account types of the borrower, and generate a stressed financial ratio for the borrower as a function of an unstressed financial ratio for the borrower, the stress amount, a numerator factor corresponding to the selected account type, and a denominator factor corresponding to the selected account type, wherein the unstressed financial ratio is a function of a financial ratio numerator and a financial ratio denominator, the numerator factor is a function of the financial ratio numerator and a numerator account value for the selected account type, and the denominator factor is a function of the financial ratio denominator and a denominator account value for the selected account type. - View Dependent Claims (16, 17, 18, 19, 20, 21, 22, 23)
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Specification