Patents by Inventor Tim Kerry Keyes
Tim Kerry Keyes 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).
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Patent number: 9892461Abstract: 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: GrantFiled: June 9, 2008Date of Patent: February 13, 2018Assignee: GE Corporate Financial Services, Inc.Inventors: Tim Kerry Keyes, Sean Coleman Keenan, Charles Allred
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Patent number: 8065214Abstract: A method for predicting expected and unexpected loss outcomes for a portfolio of loans is provided. The loans are issued by a lender to a plurality of borrowers. The method includes recording key account and risk attributes for a historical portfolio of loans, recording actual default and loss information for each borrower included within the historical portfolio of loans, and comparing the key account and risk attributes with the actual default and loss information over a period of time.Type: GrantFiled: September 6, 2005Date of Patent: November 22, 2011Assignee: GE Corporate Financial Services, Inc.Inventors: Tim Kerry Keyes, Mary Kennedy Cole, Sundeep Ruia
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Patent number: 7983974Abstract: A method for valuing portfolio assets using a snapshot approach system is provided. The method includes segmenting portfolio assets into a predetermined number of segments based on financial attributes of each asset, selecting a representative sample of assets from each segment, valuing each asset in the representative asset sample, and calculating a value of the portfolio assets for bidding purposes based on the value of each asset in the representative asset sample.Type: GrantFiled: August 14, 2002Date of Patent: July 19, 2011Assignee: GE Corporate Finanical Services, Inc.Inventors: Tim Kerry Keyes, Murat Doganaksoy
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Publication number: 20090307146Abstract: 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: ApplicationFiled: June 9, 2008Publication date: December 10, 2009Inventors: Tim Kerry Keyes, Sean Coleman Keenan, Charles Allred
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Patent number: 7454383Abstract: Methods and systems for assessing a loan portfolio for variance are described. In an example embodiment, the method comprises the steps of identifying a milestone for at least one loan in the portfolio at a selected time of assessment, determining planned collections for the loan for the selected time of assessment, determining actual collections for the loan the selected time period of assessment, and populating a spreadsheet identifying a current milestone and a cumulative variance between planned collections and actual collections at the milestone for the loan.Type: GrantFiled: December 31, 2001Date of Patent: November 18, 2008Assignee: GE Corporate Financial Services, Inc.Inventors: Tim Kerry Keyes, Santosh Kumar Srinivas, Marshall Gaines Burchard, Catharine Lynn Midkiff
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Patent number: 7165043Abstract: A method of valuation of large groups of assets by partial full underwriting, partial sample underwriting and inferred values of the remainder using an iterative and adaptive supervised and unsupervised statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate the inferred values. Individual asset values are developed and listed in tables so that individual asset values can be rapidly taken from the tables and quickly grouped in any desired or prescribed manner for bidding purposes. The assets are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped according to a bidding grouping and a collective valuations established by cumulating the individual valuations.Type: GrantFiled: December 21, 2000Date of Patent: January 16, 2007Assignee: GE Corporate Financial Services, Inc.Inventors: Tim Kerry Keyes, Richard Paul Messmer, Marc Thomas Edgar
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Patent number: 7162445Abstract: A method of valuation of large groups of assets by selecting a lowest variation assumption for asset valuation in order to limit risk includes the steps of evaluating assets by all known valuation methodologies which have merit for those particular assets, selecting the valuation methodology which is most accurate for the assets being evaluated and assigning values to the assets. Individual asset values are developed and listed in tables so that individual asset values can be taken from the tables and grouped in any desired manner. The asset s are divided into categories by credit variable and then rated individually.Type: GrantFiled: December 14, 2000Date of Patent: January 9, 2007Assignee: GE Corporate Financial Services, Inc.Inventors: Christopher Donald Johnson, Tim Kerry Keyes, David Jonathan Spencer, Catharine Lynn Midkiff, Richard Paul Messmer, Chandrasekhar Pisupati, Yu-to Chen
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Patent number: 7120599Abstract: A method of valuation of large groups of assets using classification and regression trees is described. The method includes defining relevant portfolio segmentations, assessing performance of the classification and regression tree based model against a simple model and ranking all portfolio segments based upon performance of the models. Iterative and adaptive statistical evaluation of all assets and statistical inferences are used to generate the segmentations. The assets are collected into a database, grouped by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped and a collective valuation is established by cumulating individual valuations.Type: GrantFiled: December 21, 2000Date of Patent: October 10, 2006Assignee: GE Capital Commercial Finance, Inc.Inventor: Tim Kerry Keyes
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Patent number: 7082411Abstract: A method of valuation of large groups of assets by partial full underwriting, partial sample underwriting and inferred values of the remainder using an iterative and adaptive statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate inferred values. Individual asset values are developed and listed in tables so that individual asset values can be taken and quickly grouped in any desired or prescribed manner for bidding purposes. The assets are collected into a database, divided by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped according to a bidding grouping and a collective valuation established by cumulating the individual valuations.Type: GrantFiled: December 14, 2000Date of Patent: July 25, 2006Assignee: GE Capital Commercial Finance, Inc.Inventors: Christopher Donald Johnson, Marc Thomas Edgar, Tim Kerry Keyes
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Patent number: 7039608Abstract: A method of valuation of large groups of assets by partial full underwriting, partial sample underwriting and inferred values of the remainder using an iterative and adaptive supervised and unsupervised statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate the inferred asset values. Individual asset values are developed and listed in realtional tables so that individual asset values can be rapidly taken from the tables and quickly grouped in any desired or prescribed manner for bidding purposes. The assets are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped according to a bidding grouping and a collective valuations established by cumulating the individual valuations.Type: GrantFiled: December 14, 2000Date of Patent: May 2, 2006Assignee: GE Capital Commercial Finance, Inc.Inventors: Christopher Donald Johnson, Tim Kerry Keyes, David Jonathan Spencer, Catharine Lynn Midkiff, Richard Paul Messmer, Chandrasekhar Pisupati, Yu-to Chen, Marc Thomas Edgar, James Louis Cifarelli, Kunter Seref Akbay, Vrinda Rajiv, David Richard Nelson, William Cree Steward
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Patent number: 7031936Abstract: A method of inferring valuation of large groups of assets by credit scores includes the steps of organizing valuation scores, adjusting valuation scores based on special factors and business decisions, reconciling multiple valuation scores which describe the same assets and making an overall adjustment to override the inferred valuation. Individual asset values are developed and listed in tables so that individual asset values can be rapidly taken from the tables and quickly grouped for bidding purposes. The valuations are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually.Type: GrantFiled: December 14, 2000Date of Patent: April 18, 2006Assignee: GE Capital Commerical Finance, Inc.Inventors: Christopher Donald Johnson, Marc Thomas Edgar, Tim Kerry Keyes
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Patent number: 7028005Abstract: A method of valuation of large groups of assets by a partial full underwriting, partial sample underwriting and inferred valuation of the remainder using an iterative and adaptive statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate inferred asset values. Individual asset values are developed and listed so that individual asset values can be rapidly taken and quickly grouped in any manner for bidding purposes. The assets are collected into a database, divided into categories, subdivided by ratings and then rated individually. Asset value is continuously recalculated based on progressively improving asset valuation data. The assets are then regrouped for bidding and a collective valuation is established by cumulating individual valuations.Type: GrantFiled: December 15, 2000Date of Patent: April 11, 2006Assignee: GE Capital Commercial Finance, Inc.Inventors: Richard Paul Messmer, Christopher Donald Johnson, Tim Kerry Keyes, William Cree Steward, Marc Thomas Edgar
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Patent number: 7003484Abstract: A method of valuation of large groups of assets by partial full underwriting, partial sample underwriting and inferred values of the remainder using an iterative and adaptive supervised and unsupervised statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate the inferred asset values. Individual asset values are developed and listed in relational tables so that individual asset values can be rapidly taken from the tables and quickly grouped in any desired or prescribed manner for bidding purposes. The assets are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped according to a bidding grouping and a collective valuations established by cumulating the individual valuations.Type: GrantFiled: December 15, 2000Date of Patent: February 21, 2006Assignee: GE Capital Commercial Finance, Inc.Inventors: Tim Kerry Keyes, Christopher Donald Johnson, Richard Paul Messmer, Marc Thomas Edgar, Navneet Kapoor
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Patent number: 6985881Abstract: A method of valuation of large groups of assets using an iterative and adaptive statistical evaluation to generate asset values is described. Individual asset values are developed and listed so that individual asset values can be rapidly taken and quickly grouped in any desired or prescribed manner for bidding purposes. One method of automated underwriting includes defining clusters of financial instruments by common attributes, receiving an expert opinion of value from selected samples of the clusters, checking values for combinations of attributes and reconciling the values. A collective valuation of the assets is established by cumulating the individual valuations.Type: GrantFiled: December 14, 2000Date of Patent: January 10, 2006Assignee: GE Capital Commercial Finance, Inc.Inventors: Christopher Donald Johnson, Tim Kerry Keyes, Marc Thomas Edgar, Chandrasekhar Pisupati, William Cree Steward
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Publication number: 20040034586Abstract: A method for valuing portfolio assets using a snapshot approach system is provided. The method includes segmenting portfolio assets into a predetermined number of segments based on financial attributes of each asset, selecting a representative sample of assets from each segment, valuing each asset in the representative asset sample, and calculating a value of the portfolio assets for bidding purposes based on the value of each asset in the representative asset sample.Type: ApplicationFiled: August 14, 2002Publication date: February 19, 2004Inventors: Tim Kerry Keyes, Murat Doganaksoy
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Publication number: 20030126071Abstract: Methods and systems for assessing a loan portfolio for variance are described. In an example embodiment, the method comprises the steps of identifying a milestone for at least one loan in the portfolio at a selected time of assessment, determining planned collections for the loan for the selected time of assessment, determining actual collections for the loan the selected time period of assessment, and populating a spreadsheet identifying a current milestone and a cumulative variance between planned collections and actual collections at the milestone for the loan.Type: ApplicationFiled: December 31, 2001Publication date: July 3, 2003Inventors: Tim Kerry Keyes, Santosh Kumar Srinivas, Marshall Gaines Burchard, Catharine Lynn Midkiff
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Publication number: 20030110112Abstract: A method of inferring valuation of large groups of assets by credit scores includes the steps of organizing valuation scores, adjusting valuation scores based on special factors and business decisions, reconciling multiple valuation scores which describe the same assets and making an overall adjustment to override the inferred valuation. Individual asset values are developed and listed in tables so that individual asset values can be rapidly taken from the tables and quickly grouped for bidding purposes. The valuations are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually.Type: ApplicationFiled: December 14, 2000Publication date: June 12, 2003Inventors: Christopher D. Johnson, Marc Thomas Edgar, Tim Kerry Keyes
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Patent number: 6456983Abstract: A system and method for evaluating an offer which has been made in relation to certain delinquent accounts is disclosed. A historical database of sorts is maintained on accounts which were previously characterized as delinquent. Payment history information is also retained on each of these historical delinquent accounts. These historical delinquent accounts are scored, and thereafter placed into a plurality of groups, with the high and low scores of these groups defining an associated score cluster or range of scores. A liquidation profile is established for each portion of the historical delinquent accounts defined by the application of the noted score clusters thereto (i.e., each collection of delinquent accounts defined by a particular score cluster has its own liquidation profile). Liquidation profiles are representative of how historical delinquent accounts defined by a particular score cluster recovered over time (i.e.Type: GrantFiled: December 23, 1999Date of Patent: September 24, 2002Assignee: General Electric CompanyInventors: Tim Kerry Keyes, Henry Fred Ander, John Deaver Deets, Donna Raye Shorten
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Publication number: 20020116309Abstract: A method of valuation of large groups of assets by partial full underwriting, partial sample underwriting and inferred values of the remainder using an iterative and adaptive supervised and unsupervised statistical evaluation of all assets and statistical inferences drawn from the evaluation and applied to generate the inferred asset values. Individual asset values are developed and listed in relational tables so that individual asset values can be rapidly taken from the tables and quickly grouped in any desired or prescribed manner for bidding purposes. The assets are collected into a database, divided into categories by credit variable, subdivided by ratings as to those variables and then rated individually. The assets are then regrouped according to a bidding grouping and a collective valuations established by cumulating the individual valuations.Type: ApplicationFiled: December 15, 2000Publication date: August 22, 2002Inventors: Tim Kerry Keyes, Christopher Donald Johnson, Richard Paul Messmer, Marc Thomas Edgar, Navneet Kapoor
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Publication number: 20020052815Abstract: A method of valuation of large groups of assets using an iterative and adaptive statistical evaluation to generate asset values is described. Individual asset values are developed and listed so that individual asset values can be rapidly taken and quickly grouped in any desired or prescribed manner for bidding purposes. One method of automated underwriting includes defining clusters of financial instruments by common attributes, receiving an expert opinion of value from selected samples of the clusters, checking values for combinations of attributes and reconciling the values. A collective valuation of the assets is established by cumulating the individual valuations.Type: ApplicationFiled: December 14, 2000Publication date: May 2, 2002Inventors: Christopher Donald Johnson, Tim Kerry Keyes, Marc Thomas Edgar, Chandrasekhar Pisupati, William Cree Steward