Methods and systems for providing preferred stock credit default swaps
    1.
    发明授权
    Methods and systems for providing preferred stock credit default swaps 失效
    提供优先股票信用违约互换的方法和系统

    公开(公告)号:US08510203B2

    公开(公告)日:2013-08-13

    申请号:US11519577

    申请日:2006-09-11

    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债务人的参照实体; (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。

    Methods and systems for providing preferred stock credit default swaps
    2.
    发明申请
    Methods and systems for providing preferred stock credit default swaps 失效
    提供优先股票信用违约互换的方法和系统

    公开(公告)号:US20070083447A1

    公开(公告)日:2007-04-12

    申请号:US11519577

    申请日:2006-09-11

    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。

    Actively managed credit linked note program
    4.
    发明申请
    Actively managed credit linked note program 审中-公开
    积极管理信用挂钩计划

    公开(公告)号:US20060282355A1

    公开(公告)日:2006-12-14

    申请号:US10404517

    申请日:2003-04-01

    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。