System and method for manager enhanced return on collateralized debt obligation transactions

摘要

A portfolio of debt instruments, managed by an asset manager according to the terms of an asset management agreement between the asset manager and a sponsor, is a debt index. Multiple deals, as collateralized obligations, are linked to the debt index. Changes to the index by the asset manager are reflected in the linked deals. A break in the linkage to the index can be triggered by different events.