Patents by Inventor Kai Gilkes

Kai Gilkes 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).

  • Collateralized debt obligation evaluation system and method
    Patent number: 8112340
    Abstract: A computerized system and method for evaluating collateralized debt obligations receives user input selecting a scenario or feature, loads data related to a portfolio of securitized assets on to the computer storage medium, determines a scenario default rate using at least one of a beta distributed recovery, a counterparty risk, a loss given default, or a non-zero inter-sector correlation, or models at least one of a short position scenario, a nth to default basket, a forward start date and an equity default swap, and reports a result relating to the scenario default rate.
    Type: Grant
    Filed: May 11, 2007
    Date of Patent: February 7, 2012
    Assignee: Standard & Poor's Financial Services LLC
    Inventors: Robert C. Watson, Kai Gilkes, Norbert Jobst, Sriram Rajan
  • Collateralized Debt Obligation Evaluation System and Method
    Publication number: 20080133427
    Abstract: A computerized system and method for evaluating collateralized debt obligations receives user input selecting a scenario or feature, loads data related to a portfolio of securitized assets on to the computer storage medium, determines a scenario default rate using at least one of a beta distributed recovery, a counterparty risk, a loss given default, or a non-zero inter-sector correlation, or models at least one of a short position scenario, a nth to default basket, a forward start date and an equity default swap, and reports a result relating to the scenario default rate.
    Type: Application
    Filed: May 11, 2007
    Publication date: June 5, 2008
    Applicant: Standard & Poor's Credit Market Services
    Inventors: Robert C. Watson, Kai Gilkes, Norbert Jobst, Sriram Rajan