Patent ID: 7606756

Claim:
A computer-implemented system for issuing a structured note, the structured note comprising a contract that permits an obligor to offer an exposure to a requestor, wherein the exposure is to at least one objective valuation measure, the system comprising: a request module receiving a request from the requestor to purchase the structured note from the obligor, the structured note having an investment return based on terms of the structured note including at least one purchaser-selected objective valuation measure; a generating module generating the structured note based on the request received by the request module; an issuing module issuing to the requestor a confirmation of issuance of the generated structured note in response to the request; and customization components implemented by a computer processor that display a graphical user interface providing customization capabilities that customize the exposure of the structured note, the customization capabilities comprising (a) an initial selection capability that receives an initial selection of the exposure to the at least one objective valuation measure from the requestor, (b) a post-issuance capability that receives a unilateral alteration of the initial selection of the exposure from the requestor, wherein the obligor does not minimize a liability and asset mismatch between structured note liabilities and offsetting hedge instruments, thus incurring increased risk, thereby enabling the investment return produced by the system to exceed the return achievable by investors through taking the exposure to the at least one purchaser selected valuation measure directly.