公开(公告)号：US20060282355A1

公开(公告)日：2006-12-14

申请号：US10404517

申请日：2003-04-01

申请人： Rene Canezin ,  Vincent Basulto ,  Paul Mitrokostas ,  C. Weaver ,  Setareh Mirhosseini ,  Elena Ranguelova

发明人： Rene Canezin ,  Vincent Basulto ,  Paul Mitrokostas ,  C. Weaver ,  Setareh Mirhosseini ,  Elena Ranguelova

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/00

摘要： A financial investment product that allows an investor to take leveraged exposure to a customized, dynamic pool of credits and earn an enhanced yield. The product consists of a special purpose vehicle, such as a trust, containing one or more underlying assets and a portfolio of diversified credit default swaps. The notional of the outstanding portfolio of default swaps is a multiple of the notional of securities issued by the trust, which creates the leverage. The leverage is non-recourse to the investor and can be either increased or decreased during the life of the trade.

摘要翻译： 一种金融投资产品，允许投资者利用定制化的动态信用额度获得杠杆敞口，并获得更高的收益。 该产品由专用车辆，如信托，包含一个或多个标的资产和多元化信用违约互换组合组成。 违约掉期投资组合的名义是信托发行的证券的名义的倍数，创造了杠杆。 杠杆作用是不追求投资者，在交易期间可以增加或减少。