Systems and Methods for Determining Cost of Capita

专利名称：Systems and Methods for Determining Cost

of Capital for an Entity in a Bottom-Up, FullyRisk-Based Manner

发明人：Martin C. Wilhelm,Michael E. Pati,Felicisimo

Galicia,Keyur K. Patel,Ozsgur Sozen

申请号：US13301033申请日：20111121

公开号：US20130024396A1公开日：20130124

专利附图：

摘要：The present invention relates generally to determining cost-of-capital in a

bottom-up, fully risk based manner. In particular, the present invention relates tomethods, systems, and software tools for calculating the cost-of-capital for a businessentity. One or more risk drivers are provided by identifying one or more scenarios andquantifying the drivers for each scenario. Based on the risk drivers, one or more entityreturns, and optionally one or more market returns, are determined, and based on theentity returns and optionally the market returns, one or more entity risk measures aredetermined. A cost-of-capital for the entity may be determined based on one or more ofthe entity risk measures.

申请人：Martin C. Wilhelm,Michael E. Pati,Felicisimo Galicia,Keyur K. Patel

地址：Cologne DE,Chicago IL US,Bothell WA US,Fairfield CT US

国籍：DE,US,US,US

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