SYSTEM AND METHOD FOR ESTIMATING GRADING TRANSITION PROBABILITY OF ENTERPRISE AND RECORDING MEDIUM WITH RECORDED PROGRAM MAKING COMPUTER TO IMPLEMENT THE SAME METHOD

• Main Authors: AONUMA KIMIAKI, TANABE TAKAHITO
• Format: Patent
• Language: English
• Published: 08.02.2002
• Edition: 7
• Subjects: CALCULATING; COMPUTING; COUNTING; DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES; PHYSICS; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR

PROBLEM TO BE SOLVED: To accurately estimate the grating transition probability of an enterprise according to the market price of bonds without depending upon a grating transition probability matrix that an existing grading institution makes open to the public. SOLUTION: The market price of the bond...