Method and system for managing collateralized obligations to satisfy predetermined investment ratings requirements

摘要

A method and system are provided which generate a collateral quality formula, based on a data set of collateral quality values, used to guide purchases and sales of collateral by CDO managers to satisfy investment ratings requirements, such as those established by independent ratings services, such as, for example, Moody's Investors Service, without having to adhere to the more limited defined parameters of a collateral quality value matrix.