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 Application Catalog |
CDOSheet
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CDOSheet allows you to price and risk manage complex deals quickly and easily using built-in, grid-enabled analytics.
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Category: Financial Services
Sub Category: Risk Analysis
Publisher: CDO2
Date Published: June, 2007
Version: 4.3
Pricing: License, CD02
Runtime: $1/CPU-hr.
What is a CPU-hr.?
A CPU-hr. is the aggregate CPU time spent across all machines, rounded up to the nearest hour (e.g., a task running on 1,000 CPUs for one minute = 1,000 CPU minutes or approximately 17 CPU hours, costing you only $17).
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Key Features
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- Price and risk manage complex deals quickly using built-in, grid-enabled analytics
- Captures all the necessary deal indicatives and model parameters from within an intuitive spreadsheet interface
- Helps reduce the time required for risk simulations
- Comparison valuations can easily be made by varying model assumptions or market data scenarios
- Grid-enabled Monte Carlo engine is used to produce accurate pricing and deltas for higher order structured credit products
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Description |
Small financial organizations can compete alongside top banks with the CDOSheet grid-enabled risk analysis program.
CDOSheet provides pricing and risk valuations for structured credit products such as synthetic CDOs and single tranche CDOs (STCDOs). Market data is loaded into the system automatically from the principal suppliers of CDS data,
at least daily, ensuring that your valuations are current.
By combining deals into portfolio groupings in the CDOSheet risk aggregator it is possible to see consolidated valuations and risk.
These numbers are all provided within a live spreadsheet environment, allowing risk to be analysed by sector, country, rating or entity.
It can broken down to the level of the contributing trades or underlying positions, providing full "slice and dice" capability.
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Technical Information |
This software requires MicrosoftÆ Excel to function correctly and is subject to the third party licensing terms that accompany it. |
Publisher Information |
CDO2
Albert Buildings, 49 Queen Victoria Street
London EC4N 4SA, UK
Tel: +44 (0)845 456 4460
Fax: +44 (0)845 456 4461
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Pricing and Payment Information |
License: CDO2
Order Information: Online |
Support: |
Email Support
Phone Support: +44 (0)845 456 4460 |
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