System and method for implementing a securities analyzer
AssigneeKpmg LLP
InventorsJoseph GWOZDZ, Timothy J. CERINO, Binoy PALAKKAL, Jesse David KOLLER
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Abstract
The invention relates to computer-implemented systems and methods for analyzing and standardizing various types of input data such as structured data, semi-structured data, unstructured data, and images and voice. Embodiments of the systems and the methods further provide for generating responses to specific questions relating to certain rates and terms, such as LIBOR, as well as complex legal constructs, such as interest rate fallback waterfalls, for risk assessment and mitigation. The present invention performs environmental, social, governance analytics on asset-backed securities including commercial mortgage-backed securities.
Claims20
A computer-implemented method for implementing a securities analyzer tool that analyzes structured and unstructured securities data, the method comprising:
- identifying one or more data sources of securities documentation;
- identifying a set of questions relating to environmental social governance (ESG) compliance;
- identifying a security instrument and a corresponding set of documents to be analyzed;
- and
- applying an artificial intelligence process to the corresponding set of documents, the artificial intelligence process comprising the steps of:
- generating, for the at least one input file, a converted file in a data format that is standardized for a plurality of input file types and that includes at least one element;
- wherein the at least one element is associated with an element identifier and an element type, and is stored in a non-hierarchical relationship format;
- generating at least one expression, wherein the expression comprises an expression string in a domain-specific language;
- reading, via a machine review portion of the artificial intelligence process, the at least one expression;
- applying, via the machine review portion of the artificial intelligence process, the at least one expression to the converted file to automatically generate a response to each of the set of questions;
- and
- generating, via an interactive user interface, data relating to the security instrument and the response to each of the set of questions.
A system for implementing a securities analyzer tool that analyzes structured and unstructured securities data, the system comprising:
- an interface to one or more data sources configured to store and manage securities documentation;
- and
- a server configured to:
- identify a set of questions relating to environmental social governance (ESG) compliance;
- identify a security instrument and a corresponding set of documents to be analyzed;
- apply an artificial intelligence process to the corresponding set of documents, the artificial intelligence process comprising the steps of:
- generating, for the at least one input file, a converted file in a data format that is standardized for a plurality of input file types and that includes at least one element;
- wherein the at least one element is associated with an element identifier and an element type, and is stored in a non-hierarchical relationship format;
- generating at least one expression, wherein the expression comprises an expression string in a domain-specific language;
- reading, via a machine review portion of the artificial intelligence process, the at least one expression;
- applying, via the machine review portion of the artificial intelligence process, the at least one expression to the converted file to automatically generate a response to each of the set of questions;
- and
- generating, via an interactive user interface, data relating to the security instrument and the response to each of the set of questions.
Dependencies are inferred from the claim text.