MUMBAI, India, Aug. 31 -- Intellectual Property India has published a patent application (202621081752 A) filed by State Bank Of India Sbi on July 02, 2026, for System And Method To Assess Volatile Behavior For Liquidity Risk Management.
Inventors include Arti Kumari; and Priyender Yadav.
The application for the patent was published on August 28, 2026, under issue no. 35/2026.
Abstract: Disclosed herein are an AI/ML-based system and method to assess volatile behavior of non-contractual bank maturities including saving and current accounts and asset accounts including cash credit/overdraft and demand loans at granular segmented level for liquidity risk management. The method, as illustrated in FIG. 1, extracts weekly balance data points from a data repository for one or more bank account types, segment the data into one or more categories for each account type separately, estimates a volatile portion for each segmented category for one or more time intervals using sampling techniques including bootstrapping, block bootstrapping, and moving block bootstrapping and determines the maximum volatility value and worst-case volatility, and then performs Monte Carlo simulation to derive the percentage of breach. The present invention enables estimation of volatility using limited datasets, with improved handling of uncertainty and randomness.
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