Abstract: Systems and methods are provided for evaluating asset risks using categories of primary loan underwriting factors associated with a pre-selected number of variables. An initial handle-based tree data structure is created based upon primary loan underwriting factors associated with a loan and includes a plurality of handle cells that segment loans according to values of the pre-selected variables. The initial handle-based tree data structure is modified by combining handle cells containing least significant splits and rank ordering of the modified handle-based tree data structure is performed to segment portfolio data.

Abstract: Systems and methods are provided for evaluating loan applications. A computer environment can include a loan evaluation system which operates on a processor-based system and which evaluates loan applications. A credit assessment framework is also provided for operating on the processor-based system and has a data connection to the loan evaluation system. The credit assessment framework generates a categorization of credit risk for each of the loan applications to be evaluated.

Abstract: Computer-implemented systems and methods are provided for model validation of a model for compliance and credit risk. Model input, output, and processing validation areas are contained on a computer system. A handle data structure connects the model validation areas with handles that comprise a unified metric. A handle represents combinations of covariate patterns and describes the joint distribution of risk characteristics.

Abstract: Systems and methods are provided for evaluating risks associated with alternative strategies for assessing an entity with respect to a predetermined objective. A system includes an action table that contains a plurality of possible actions that can be taken with respect to the predetermined objective for various entity profiles. One or more statistical data stores are configured to contain risk amounts associated with each entity profile, where the one or more statistical data stores are configured to contain inferred percentage distribution of applicants associated with each entity profile. One or more profile identification data stores contain entity identification information for use in determining an action for the entity. One or more improvement data stores provide an indication in the improvement in risk based upon a change in one or more characteristics for an entity profile.

Abstract: Systems and methods are provided for evaluating risks associated with alternative strategies for assessing an entity with respect to a predetermined objective. A system includes an action table that contains a plurality of possible actions that can be taken with respect to the predetermined objective for various entity profiles. One or more statistical data stores are configured to contain risk amounts associated with each entity profile, where the one or more statistical data stores are configured to contain inferred percentage distribution of applicants associated with each entity profile. One or more profile identification data stores contain entity identification information for use in determining an action for the entity. One or more improvement data stores provide an indication in the improvement in risk based upon a change in one or more characteristics for an entity profile.

Abstract: Computer-implemented systems and methods are disclosed herein that relate to processes, which construct an empirically derived and statistically based risk evaluation and policy formulation system. For example, a process can be configured so as to accept as input an information base in computer readable form and produce either a single or multistage system composed of alternative decision making strategies.

Abstract: Systems and methods are provided for evaluating asset risks using categories of primary loan underwriting factors, which are associated with a pre-selected number of variables. An initial handle-based tree data structure is created in a computer memory based upon the primary loan underwriting factors associated with a loan, where the initial handle-based tree data structure includes a plurality of handle cells that segment a population of loans according to values of the pre-selected variables. The depth of the initial handle-based tree data structure is the number of variables associated with the primary loan underwriting factors, and a branch of the initial handle-based tree data structure is based on a value of one of the pre-selected variables. The initial handle-based tree data structure is modified by combining handle cells which contain least significant splits.

Abstract: Computer-implemented systems and methods are provided for model validation of a model for compliance and credit risk. Model input, output, and processing validation areas are contained on a computer system. A handle data structure connects the model validation areas with handles that comprise a unified metric. A handle represents combinations of covariate patterns and describes the joint distribution of risk characteristics.

Abstract: Systems and methods are provided for evaluating loan applications. A computer environment can include a loan evaluation system which operates on a processor-based system and which evaluates loan applications. A credit assessment framework is also provided for operating on the processor-based system and has a data connection to the loan evaluation system. The credit assessment framework generates a categorization of credit risk for each of the loan applications to be evaluated.

Abstract: Computer-implemented systems and methods are disclosed herein that relate to processes, which construct an empirically derived and statistically based risk evaluation and policy formulation system. For example, a process can be configured so as to accept as input an information base in computer readable form and produce either a single or multistage system composed of alternative decision making strategies.