Patents by Inventor Charles Allred

Charles Allred 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).

  • Methods and systems for assessing underwriting and distribution risks associated with subordinate debt
    Patent number: 9892461
    Abstract: A method for assessing underwriting and distribution risks associated with a portfolio of subordinate debt is provided. The method is performed using a computer system coupled to a database. The method includes storing in the database historical bond issue data for a period of time preceding and proceeding at least one historical liquidity event and generating a plurality of simulated subordinate debt warehouses using the computer and the historical bond issue data stored in the database. The method also includes calculating a historical loss distribution based on the plurality of simulated subordinate debt warehouses generated. The method also includes determining a value at risk for a portfolio of subordinate debt resulting from a potential liquidity event by applying the historical loss distribution to the portfolio of subordinate debt.
    Type: Grant
    Filed: June 9, 2008
    Date of Patent: February 13, 2018
    Assignee: GE Corporate Financial Services, Inc.
    Inventors: Tim Kerry Keyes, Sean Coleman Keenan, Charles Allred
  • METHODS AND SYSTEMS FOR ASSESSING UNDERWRITING AND DISTRIBUTION RISKS ASSOCIATED WITH SUBORDINATE DEBT
    Publication number: 20090307146
    Abstract: A method for assessing underwriting and distribution risks associated with a portfolio of subordinate debt is provided. The method is performed using a computer system coupled to a database. The method includes storing in the database historical bond issue data for a period of time preceding and proceeding at least one historical liquidity event and generating a plurality of simulated subordinate debt warehouses using the computer and the historical bond issue data stored in the database. The method also includes calculating a historical loss distribution based on the plurality of simulated subordinate debt warehouses generated. The method also includes determining a value at risk for a portfolio of subordinate debt resulting from a potential liquidity event by applying the historical loss distribution to the portfolio of subordinate debt.
    Type: Application
    Filed: June 9, 2008
    Publication date: December 10, 2009
    Inventors: Tim Kerry Keyes, Sean Coleman Keenan, Charles Allred