Marian Gora from Boca Raton, FL

Method, System, And Computer Program Product For Grading A Collateralized Mortgage Obligation Or Other Asset-Backed Security
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US Patent:

7734523, Jun 8, 2010
Filed:

Mar 2, 2006
Appl. No.:

11/365526
Inventors:

Jianyuan Cui - Oakton VA, US
Marian J. Gora - Boca Raton FL, US
Assignee:

Federal Home Loan Mortgage Corporation (Freddie Mac) - McLean VA
International Classification:

G06Q 40/00
US Classification:

705 36R, 705 35
Abstract:

The invention relates to a method, system and computer program product for grading asset-backed securities by assigning a relative grade, including one or more of a prepayment risk component and a complexity component, which may take into account one or more of weighted average life, volatility of weighted average life at moderate and stressed yield curve shifts, and complexity, in the absence of price information.

Method, System, And Computer Program Product For Grading A Collateralized Mortgage Obligation Or Other Asset-Backed Security
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US Patent:

8504459, Aug 6, 2013
Filed:

Apr 24, 2009
Appl. No.:

12/429640
Inventors:

Jianyuan Cui - Oakton VA, US
Marian Gora - Boca Raton FL, US
Assignee:

Federal Home Loan Mortgage Corporation (Freddie Mac) - McLean VA
International Classification:

G06Q 40/00
US Classification:

705 36R, 705 35
Abstract:

The invention relates to a method, system and computer program product for grading asset-backed securities by assigning a relative grade, including one or more of a prepayment risk component and a complexity component, which may take into account one or more of weighted average life, volatility of weighted average life at moderate and stressed yield curve shifts, and complexity, in the absence of price information.

Systems, Methods. And Computer Products For Directing Cash Flows Associated With Mortgage-Backed Securities
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US Patent:

8521644, Aug 27, 2013
Filed:

Jun 23, 2006
Appl. No.:

11/473143
Inventors:

Mark David Hanson - Potomac MD, US
Marian J. Gora - Boca Raton FL, US
Menner Abdullatief Tatang - Great Falls VA, US
Kalpana Rumburg - Great Falls VA, US
Xiaolan Pang - Thousand Oaks CA, US
Philip Martin Dunn - Vienna VA, US
Assignee:

Federal Home Loan Mortgage Corporation - McLean VA
International Classification:

G06F 40/00
US Classification:

705 38, 705 37
Abstract:

Systems, methods, and computer program products are provided for directing cash flows associated with a mortgage-backed security to back other securities without collapsing the original mortgage-backed security. A mortgage-backed security/an/or a set of loans is analyzed to identify cash flows from mortgages having specific desirable characteristics, and the cash flows are directed to subgroups or pools that support new mortgage-backed securities. The new securities make the desirable cash flows available to an issuer or prospective investor without collapsing the original mortgage-backed security.