Patents by Inventor Jianyuan Cui

Jianyuan Cui 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, system, and computer program product for grading a collateralized mortgage obligation or other asset-backed security
    Patent number: 8504459
    Abstract: The invention relates to a method, system and computer program product for grading asset-backed securities by assigning a relative grade, including one or more of a prepayment risk component and a complexity component, which may take into account one or more of weighted average life, volatility of weighted average life at moderate and stressed yield curve shifts, and complexity, in the absence of price information.
    Type: Grant
    Filed: April 24, 2009
    Date of Patent: August 6, 2013
    Assignee: Federal Home Loan Mortgage Corporation (Freddie Mac)
    Inventors: Jianyuan Cui, Marian Gora
  • Method, system, and computer program product for grading a collateralized mortgage obligation or other asset-backed security
    Patent number: 7734523
    Abstract: The invention relates to a method, system and computer program product for grading asset-backed securities by assigning a relative grade, including one or more of a prepayment risk component and a complexity component, which may take into account one or more of weighted average life, volatility of weighted average life at moderate and stressed yield curve shifts, and complexity, in the absence of price information.
    Type: Grant
    Filed: March 2, 2006
    Date of Patent: June 8, 2010
    Assignee: Federal Home Loan Mortgage Corporation (Freddie Mac)
    Inventors: Jianyuan Cui, Marian J. Gora