公开(公告)号：US20100325066A1

公开(公告)日：2010-12-23

申请号：US12831423

申请日：2010-07-07

申请人： Jonathan LAI ,  Jeong Gu LEE

发明人： Jonathan LAI ,  Jeong Gu LEE

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06

摘要： 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.

摘要翻译： 单一合成ABS产品旨在复制结构性融资抵押债务（SF CDO）证券的经济回报，并允许各方通过转移特定交易付款的信用风险来表达对定制ABS组合的杠杆和/或相关性观点 的交换格式的投资组合。 本文所述的发明以相当于基于具有顺序薪酬结构的相同潜在投资组合的现金模拟的方式，对基础投资组合中的ABS证券的可用资金上限风险进行了计算。

公开(公告)号：US08793175B2

公开(公告)日：2014-07-29

申请号：US12831423

申请日：2010-07-07

申请人： Jonathan Lai ,  Jeong Gu Lee

发明人： Jonathan Lai ,  Jeong Gu Lee

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06

摘要： 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.

摘要翻译： 单一合成ABS产品旨在复制结构性融资抵押债务（SF CDO）证券的经济回报，允许各方通过转移特定交易部分的信用风险，对自定义ABS组合表达杠杆和/或相关性观点 以交换形式组合，并以相当于基于具有连续薪酬结构的相同基础投资组合的现金模拟的方式考虑了基础投资组合中的可获得性有限责任公司证券的可用资金上限风险。

公开(公告)号：US20100280970A1

公开(公告)日：2010-11-04

申请号：US12831414

申请日：2010-07-07

申请人： Jonathan LAI ,  Jeong Gu LEE

发明人： Jonathan LAI ,  Jeong Gu LEE

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06

摘要： 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.

公开(公告)号：US20080154789A1

公开(公告)日：2008-06-26

申请号：US11851297

申请日：2007-09-06

申请人： Jonathan Lai ,  Jeong Gu Lee

发明人： Jonathan Lai ,  Jeong Gu Lee

IPC分类号： G06Q40/00 ,  G06F17/10

CPC分类号： G06Q40/06

摘要： 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.

摘要翻译： 单一合成ABS产品旨在复制结构性融资抵押债务（SF CDO）证券的经济回报，并允许各方通过转移特定交易付款的信用风险来表达对定制ABS组合的杠杆和/或相关性观点 的交换格式的投资组合。 本文所述的发明以相当于基于具有顺序薪酬结构的相同潜在投资组合的现金模拟的方式，对基础投资组合中的ABS证券的可用资金上限风险进行了计算。