Systems and methods for providing migration and performance matrices

Abstract

Systems and methods are provided for computing migration and performance matrices. The matrices may provide risk and performance data, as well as different views on the data useful for making and monitoring investment decisions. The migration and performance matrices may bring together data to reflect information on the likelihood that a rated entity will change its current rating within a given time period, information reflecting retention rates, and information describing the effect of changed exchanged rates on different data, for example.

1 .- 26 . (canceled) 
     
     
         27 . A computerized method for performing financial analysis using a data processing system, comprising;
 electronically receiving a selection of rated entities from a user;   electronically retrieving, from a database, mass data for the selected entities for a rating period, the mass data including ratings and utilizations for the selected rated entities for the rating period; creating a first base matrix based based on the ratings and utilizations for the selected entities for the rating period;   aggregating data in the first base matrix to form a second base matrix, the second matrix having less data than the first base matrix;   electronically computing at least one additional matrix based on the second base matrix;   using the at least one additional matrix to generate a target matrix; and   providing the target matrix to assist the user in making a financial decision.   
     
     
         28 . The method of  claim 27 , further comprising evaluating the target matrix to make the financial decision based upon a rating assigned to an acquired customer. 
     
     
         29 . The method of  claim 27 , further comprising evaluating the target matrix to make the financial decision based upon a rating assigned to a lost customer 
     
     
         30 . The method of  claim 27 , further comprising evaluating the target matrix to make the financial decision based upon a rating assigned to an entity for which a volume of business has been lost. 
     
     
         31 . The method of  claim 27 , further comprising evaluating the target matrix to make the financial decision based upon a rating assigned to an entity for which a volume of business has been gained. 
     
     
         32 . The method of  claim 27 , further comprising evaluating the target matrix to make the financial decision based upon a rating assigned to an entity having a high credit risk. 
     
     
         33 . The method of  claim 27 , further comprising evaluating the target matrix to make the financial decision based upon a rating assigned to an entity having a low credit risk. 
     
     
         34 . (canceled) 
     
     
         35 . The method of  claim 27 , wherein the target matrix includes key values assigned to the selected rated entities, the key values indicating a relative success of the rated entities in controlling risks while achieving a target level of growth. 
     
     
         36 . The method of  claim 35 . further comprising ordering the at least one additional matrix according to the key values. 
     
     
         37 . The method of  claim 27 , further comprising evaluating changes in financial situations of the rated entities based on the target matrix. 
     
     
         38 . The method of  claim 27 , further comprising adjusting customer acquisition strategies based on the target matrix. 
     
     
         39 . The method of  claim 27 , further comprising controlling an exposure of a financial institute to credit risk based on the target matrix. 
     
     
         40 . The method of  claim 39 , further comprising detecting an unfavorable rating migration effect on the financial institute based on the target matrix. 
     
     
         41 . A non-transitory computer-readable medium comprising instructions, which, when executed by a processor, cause the processor to perform a method for performing financial analysis using a data processing system, the method comprising:
 electronically receiving a selection of rated entities from a user;   electronically retrieving, from a database, mass data for the selected entities for a rating period, the mass data including ratings and utilizations for the selected rated entities for the rating period;   creating a first base matrix based on the ratings and utilizations for the selected entities for the rating period;   aggregating data in the first base matrix to form a second base matrix, the second matrix having less data than the first base matrix;   electronically computing at least one additional matrix based on the second base matrix;   using the at least one additional matrix to generate a target matrix; and   providing the target matrix to assist the user in making a financial decision.   
     
     
         42 . The non-transitory computer-readable medium of  claim 41 , wherein the method further comprises evaluating the target matrix to make the financial decision based upon a rating assigned to an acquired customer. 
     
     
         43 . The non-transitory computer-readable medium of  claim 41 , wherein the method further comprises evaluating the target matrix to make the financial decision based upon a rating assigned to a lost customer. 
     
     
         44 . The non-transitory computer-readable medium of  claim 41 , wherein the method further comprises evaluating the target matrix to make the financial decision based upon a rating assigned to an entity for which a volume of business has been lost. 
     
     
         45 . The non-transitory computer-readable medium of  claim 41 , wherein the method further comprises evaluating the target matrix to make the financial decision based upon a rating assigned to an entity for which a volume of business has been gained. 
     
     
         46 . The non-transitory computer-readable medium of  claim 41 , wherein the method further comprises evaluating the target matrix to make the financial decision based upon a rating assigned to an entity having a high credit risk. 
     
     
         47 . The non-transitory computer-readable medium of  claim 41 , wherein the method further comprises evaluating the target matrix to make the financial decision based upon a rating assigned to an entity having a low credit risk.