Abstract: A financial scenario modeling and analysis tool, including a graphical user interface which enables a user of the tool to create a graphical model of a financial scenario, generally including at least one financial transaction, on a display screen, and an engine operable, in response to creation of the graphical model, to automatically generate information, such as financial or mathematical information, which at least partially models at least a part of the financial scenario using information collected by the engine during creation of the graphical model. The graphical user interface enables the user to create party graphics respectively representing parties to the financial deal, and to generate financial instrument graphics representing financial instruments, wherein each financial instrument graphic connects two of the party graphics.
Type:
Application
Filed:
October 8, 2008
Publication date:
May 28, 2009
Applicant:
Babcock & Brown LP, a Delaware limited partnership
Inventors:
Ladislav V. Belcsak, Luke Lee, David J. Collop, Mark R. Bewsher, Thadeus H. Niemira, Dennis D. Moritz, Stephen G. Cohn, Galen Carnicelli
Abstract: A financial scenario modeling and analysis tool, including a graphical user interface which enables a user of the tool to create a graphical model of a financial scenario, generally including at least one financial transaction, on a display screen, and an engine operable, in response to creation of the graphical model, to automatically generate information, such as financial or mathematical information, which at least partially models at least a part of the financial scenario using information collected by the engine during creation of the graphical model. The graphical user interface enables the user to create party graphics respectively representing parties to the financial deal, and to generate financial instrument graphics representing financial instruments, wherein each financial instrument graphic connects two of the party graphics.
Type:
Application
Filed:
April 11, 2005
Publication date:
August 18, 2005
Applicant:
Babcock & Brown LP, a Delaware limited partnership
Inventors:
Ladislav Belcsak, Luke Lee, David Collop, Mark Bewsher, Thadeus Niemira, Dennis Moritz, Stephen Cohn
Abstract: Hybrid securities defined as last-to-default credit default swaps over multiple name baskets and having protection against event risk. In the preferred embodiment, the hybrid security is defined as a second-to-default credit default swap over a two-name basket, wherein the underlying reference obligors in the basket are uncorrelated or substantially uncorrelated. A portfolio of second-to-default swaps over two-name baskets is provided, wherein the portfolio is defined in a manner that further reduces default risk through enhanced diversification achieved by recombining underlying reference obligors in different second-to-default baskets. A structured investment in a portfolio of underlying second-to-default swaps over two-name baskets is provided using a collateralized debt obligation (CDO) structure.
Type:
Application
Filed:
March 22, 2004
Publication date:
February 24, 2005
Applicant:
Babcock & Brown LP, a Delaware limited partnership