System and method for implementing a securities analyzer

Patent metadata

Field	Value
Publication number	US-2022019624-A1
Application number	US-202117449541-A
Country	US
Kind code	A1
Filing date	Sep 30, 2021
Priority date	Oct 13, 2017
Publication date	Jan 20, 2022
Grant date	—

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.

First claim

What is claimed is:

1 . 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.

2 . The method of claim 1 , wherein the set of questions relate to one or more of: LIBOR rate reference, permanent successor rate, explicit replacement rate, temporary cessation language and fallback sequence.

3 . The method of claim 1 , wherein the one or more data sources comprises one or more of: public documents, third party documents and private client documents.

4 . The method of claim 1 , wherein the at least one expression specifies one or more words, a relationship between the one or more words and at least one pattern that identifies document features.

5 . The method of claim 1 , wherein the at least one expression represents one or more features to be utilized and one or more patterns of the features to be identified.

6 . The method of claim 1 , wherein the at least one expression is an input to an intelligent domain engine (IDE) that leverages natural language processing to systematically classify and analyze a corpus of documents.

7 . The method of claim 1 , wherein the interactive user interface comprises an interactive portion that displays document support and justification for the response.

8 . The method of claim 1 , wherein the interactive user interface receives an override input from a user relating to the response.

9 . The method of claim 1 , wherein the interactive user interface supports amendment generation and downstream processes.

10 . The method of claim 1 , wherein the interactive user interface comprises a summary view, an asset view and a document view.

11 . 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.

12 . The system of claim 11 , wherein the set of questions relate to one or more of: LIBOR rate reference, permanent successor rate, explicit replacement rate, temporary cessation language and fallback sequence.

13 . The system of claim 11 , wherein the one or more data sources comprises one or more of: public documents, third party documents and private client documents.

14 . The system of claim 11 , wherein the at least one expression specifies one or more words, a relationship between the one or more words and at least one pattern that identifies document features.

15 . The system of claim 11 , wherein the at least one expression represents one or more features to be utilized and one or more patterns of the features to be identified.

16 . The system of claim 11 , wherein the at least one expression is an input to an intelligent domain engine (IDE) that leverages natural language processing to systematically classify and analyze a corpus of documents.

17 . The system of claim 11 , wherein the interactive user interface comprises an interactive portion that displays document support and justification for the response.

18 . The system of claim 11 , wherein the interactive user interface receives an override input from a user relating to the response.

19 . The system of claim 11 , wherein the interactive user interface supports amendment generation and downstream processes.

20 . The system of claim 11 , wherein the interactive user interface comprises a summary view, an asset view and a document view.

Assignees

• Kpmg Llp

Inventors

• Gwozdz Joseph
• Cerino Timothy J
• Palakkal Binoy
• Koller Jesse David

Classifications

• G06V30/41

  Analysis of document content (recognition of printed characters based on code marks G06V30/224) · CPC title

• G06N20/00

  Machine learning · CPC title

• G06F40/20

  Natural language analysis (semantic analysis of natural language G06F40/30) · CPC title

• G06F40/169

  Annotation, e.g. comment data or footnotes · CPC title

• G06F40/14

  Tree-structured documents (parsing G06F40/205; validation G06F40/226) · CPC title