公开(公告)号：US20070083447A1

公开(公告)日：2007-04-12

申请号：US11519577

申请日：2006-09-11

申请人： Thomas Corcoran ,  Ashish Shah ,  Megan Philbin ,  Vincent Basulto ,  Jock Jones ,  Anthony Bugliari ,  Daniel Crowley ,  Andrew Layng ,  Daron Pope ,  Jason Quinn

发明人： Thomas Corcoran ,  Ashish Shah ,  Megan Philbin ,  Vincent Basulto ,  Jock Jones ,  Anthony Bugliari ,  Daniel Crowley ,  Andrew Layng ,  Daron Pope ,  Jason Quinn

IPC分类号： G06Q40/00

CPC分类号： G06Q40/02 ,  G06Q40/00

摘要： In one aspect, the invention comprises a method comprising the steps of: (a) specifying a reference entity which is an obligor with respect to preferred securities; (b) defining a credit event to include deferral of dividend or coupon on the preferred securities; (c) specifying a payoff to include the preferred securities, the payoff to be made following the credit event; (d) specifying a premium; (e) executing an agreement with a protection buyer, wherein the agreement comprises terms based on the reference entity, the credit event, and the payoff, and wherein the protection buyer agrees to pay the premium in return for a promise to provide the payoff to the protection buyer upon occurrence of the credit event; and (f) receiving the premium from the protection buyer.

摘要翻译： 一方面，本发明包括一种方法，该方法包括以下步骤：（a）指定作为优先证券的承付人的参照实体; （b）定义信贷事件，包括将优先证券的股息或优惠券推迟; （c）指明收益以包括首选证券，在信贷事件之后作出的回报; （d）订明保费; （e）与保护买家签订协议，其中该协议包括基于参考实体，信用事件和收益的条款，并且其中保护买方同意支付溢价以作为回报提供回报的承诺 发生信用事件时的保护买家; 和（f）从保护买家收取保费。