CDOcalc

Class [9]
Computer & Software Products & Electrical & Scientific Products

Computer software; CDOcalc is a comprehensive web interface for analysing individual tranches and entire portfolios of CDOs; designed for all participants in the cdo market, including: investors: run cash flow scenario analytics on CDO holdings at both an individual tranche level and a portfolio level; CDOcalc links to WSA's continuously updated library of CDO deals; underwriters, issuers adn trustees: publish password-protected deals to CDOcalc to be accessed by current or potential customers; analytic functionality; generate cash flow projections with global or vectored default rates; specify default scenarios based on asset-level characteristics like asset rating, industry, etc; run analysis with either fixed interest rates or an automated forward curve; enter recovery rates with an option to input a vector for recovery timings; price bonds using a fixed yield, spread, or discount margin; calculate yield, spread, or discount margin from an input price; view cash flows for a single liability or aggregate cash flows for the assets underlying the deal; view coverage test information for underlying assets.