METHOD AND SYSTEM FOR ASSESSING LOAN CREDIT RISK AND PERFORMANCE

Patent №

US 7,881,994

Granted

2011-02-01

Filed 2004

Owner

FANNIE MAE

Lab

AI components

2

ml · planning

Assignment

Recorded

Dataset

AIPD

2023_r1 edition

Application

10816496

A method of determining a probability of an adverse event in connection with a loan (such as, delinquency, default, or prepayment) based on a predetermined set of loan parameters comprises determining whether loan variable data is available for each of the loan parameters. If loan variable data is available for each of the loan parameters, the probability of delinquency within a period of time is estimated as a function of the loan variable data. If loan variable data is not available, the probability of delinquency within a period of time is estimated by imputing the loan variable data that is not available.

Machine learningPlanningG06Q 40/02G06Q 40/00G06Q 40/03G06Q 40/06

AI classification

Planning1.00
Machine learning0.89
AI hardware0.48
Knowledge representation0.19
Evolutionary computation0.04
Vision0.01
Natural language0.00
Speech0.00

Ownership

FANNIE MAE

assignment · 255670288

Assignors

AN, MARK Y., DE RITIS, CHRISTIAN A., ROSENBLATT, ERIC L.

On an employer assignment, the assignors are typically the inventors.

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