Patents by Inventor Sylvain Raynes

Sylvain Raynes 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).

  • Structured finance performance monitoring index
    Patent number: 7346570
    Abstract: A method for assessing and dynamically rating transactions (180) for structured finance transactions. The method assesses the deviation (170) from a payment promise to be expected from securities backed by pools of assets of various forms (100), the securities being issued in a plurality of tranches (125). The liabilities of the transaction, including triggers and external form of credit enhancement, are taken into account precisely to compute the deviation from the payment promise to be expected by liability holders. Data representing the structure of the transaction and the current state of the asset pool are received (100). A Markov chain formalism (150) is applied on the received data, and a cash flow model is constructed to predict the cash flow performance (180) of the asset pool.
    Type: Grant
    Filed: July 16, 2001
    Date of Patent: March 18, 2008
    Assignee: R&R Consulting Limited
    Inventors: Sylvain Raynes, Ann Elaine Rutledge
  • Structured finance performance monitoring index
    Publication number: 20030208431
    Abstract: A method for assessing and dynamically rating transactions (180) for structured finance transactions. The method assesses the deviation (170) from a payment promise to be expected from securities backed by pools of assets of various forms (100), the securities being issued in a plurality of tranches (125). The liabilities of the transaction, including triggers and external form of credit enhancement, are taken into account precisely to compute the deviation from the payment promise to be expected by liability holders. Data representing the structure of the transaction and the current state of the asset pool are received (100). A Markov chain formalism (150) is applied on the received data, and a cash flow model is constructed to predict the cash flow performance (180) of the asset pool.
    Type: Application
    Filed: January 14, 2003
    Publication date: November 6, 2003
    Inventors: Sylvain Raynes, Ann Elaine Rutledge