Patent ID: 8429043
Filing Date: 2013-04-23
Classification: G06Q

Abstract:
1. A computer system comprising: memory operable to store at least one program; and at least one processor communicatively coupled to the memory, in which the at least one program, when executed by the at least one processor, causes the at least one processor to: access and process data regarding a call option swap, entered into first, with one or more counter-parties and a credit default swap, entered into second, with one or more counterparties; access and process data regarding a note that is issued to a noteholder in exchange for payment of a notional value, the note having a maturity date, being associated with one or more credit events, being backed by an equity share in a first entity via the call option swap with one or more counter-parties and having a credit risk rating based on a risk rating of a bond issued by a second entity via the credit default swap with one or more counter-parties; track the maturity date of the note and the one or more credit events.