Patents by Inventor Albert Diederich Metz

Albert Diederich Metz has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Method and system for predicting credit ratings transitions
    Patent number: 7761373
    Abstract: A system and method is provided for allowing users to create portfolios of issuers and macroeconomic scenarios used to determine pertinent rating facts and future paths of macroeconomic drivers. The system and method use the pertinent rating facts and the future paths of macroeconomic drivers, namely unemployment rates and high yield spreads, as inputs to a Credit Transition Model (CTM). The system and method generate a complete set of rating transitions, including predicting the probability of default, while taking into account withdrawal of issuers to more accurately reflect default rates. The system and method provide users with multiple choices for outputs from the CTM and can easily and quickly generate results from the model.
    Type: Grant
    Filed: April 30, 2008
    Date of Patent: July 20, 2010
    Assignee: Moody's Investors Service, Inc.
    Inventor: Albert Diederich Metz
  • Method and system for predicting credit ratings transitions
    Publication number: 20090276234
    Abstract: A system and method is provided for allowing users to create portfolios of issuers and macroeconomic scenarios used to determine pertinent rating facts and future paths of macroeconomic drivers. The system and method use the pertinent rating facts and the future paths of macroeconomic drivers, namely unemployment rates and high yield spreads, as inputs to a Credit Transition Model (CTM). The system and method generate a complete set of rating transitions, including predicting the probability of default, while taking into account withdrawal of issuers to more accurately reflect default rates. The system and method provide users with multiple choices for outputs from the CTM and can easily and quickly generate results from the model.
    Type: Application
    Filed: April 30, 2008
    Publication date: November 5, 2009
    Inventor: Albert Diederich Metz