System and method for monitoring, managing and valuing...

G - Physics – 06 – Q

Patent

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G06Q 40/00 (2006.01)

Patent

CA 2427496

The present invention relates to a system and method for estimating the future and present value of credit accounts (figure 1). A plurality of profit driver segments (105) are established. A degree of belonging of the credit account to each of the plurality of profit driver segments (105) is determine by characterizing the credit account based upon it historical behavior (110). The probability of migration of the credit account from at least one profit driver segment (105) to at least one profit driver segment based upon historical behavior data is determined. The credit account can then be valued based upon the characterization of the credit account and the determined probability of migration. By examinating how accounts migrate between behavior segments over multiple periods, and analyzing the discounted cash flows associated with these migration patterns, a net present value may be calculated for each account.

L'invention concerne un système et un procédé permettant d'estimer la valeur présente et future de comptes de crédit (fig.). Plusieurs segments d'entraînement de profit (105) sont établis. Un degré d'appartenance du compte de crédit à chaque segment d'entraînement de profit (105) est déterminé par une caractérisation du compte de crédit sur la base de son comportement historique (110). La probabilité de migration du compte de crédit d'un des segments d'entraînement de profit (105) à un autre segment sur la base de données de comportement historique est déterminé. Le compte de crédit peut ensuite être évalué sur la base de la caractérisation du compte de crédit et la probabilité déterminée de migration. L'examen de la migration des comptes entre les segments de comportement sur diverses périodes et l'analyse des flux monétaires actualisés associés à ces modes migratoires permettent de calculer une valeur nette actuelle pour chaque compte.

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