Abstract:
A Single Tranche Synthetic ABS product is designed to replicate economics returns of structured finance collateralized debt obligations (SF CDO) securities and allow parties to express a leveraged and/or correlation view on a custom ABS portfolio by transferring a credit risk of a particular transacted tranche of a portfolio in swap format. The inventions described herein account for an available funds cap risk of the ABS securities within the underlying portfolio in a manner equivalent to a cash analog based on the same underlying portfolio with sequential pay structure.
Abstract:
A Single Tranche Synthetic ABS product is designed to replicate economics returns of structured finance collateralized debt obligations (SF CDO) securities and allow parties to express a leveraged and/or correlation view on a custom ABS portfolio by transferring a credit risk of a particular transacted tranche of a portfolio in swap format. The inventions described herein account for an available funds cap risk of the ABS securities within the underlying portfolio in a manner equivalent to a cash analog based on the same underlying portfolio with sequential pay structure.
Abstract:
A device and method for communicating a common channel message in a CDMA communication system. The device comprises a base station transmitter and a common channel transmitter. The base station transmitter includes a specific channel transmitter for outputting a channel signal at a second transmission power level for a predetermined time duration and otherwise outputting the channel signal at a first transmission power level. The common channel transmitter transmits a common channel message at an assigned slot duration. A power supply voltage is provided to the receiver of the mobile station for the predetermined time duration and the assigned slot duration to enable the receiver. The power supply voltage to the receiver is otherwise disengaged from the power supply so as to allow the receiver to operate in a sleep mode.
Abstract:
A Single Tranche Synthetic ABS product designed to replicate economics returns of structured finance collateralized debt obligations (SF CDO) securities, allow parties to express a leveraged and/or correlation view on a custom ABS portfolio by transferring a credit risk of a particular transacted tranche of a portfolio in swap format, and account for an available funds cap risk of the ABS securities within the underlying portfolio in a manner equivalent to a cash analog based on the same underlying portfolio with sequential pay structure.
Abstract:
A Single Tranche Synthetic ABS product is designed to replicate economics returns of structured finance collateralized debt obligations (SF CDO) securities and allow parties to express a leveraged and/or correlation view on a custom ABS portfolio by transferring a credit risk of a particular transacted tranche of a portfolio in swap format. The inventions described herein account for an available funds cap risk of the ABS securities within the underlying portfolio in a manner equivalent to a cash analog based on the same underlying portfolio with sequential pay structure.