Not very strong anymore. They built up a team a few years ago and it has been subsequently dismantled. Was headed out of London by a guy I know (and members of his team). Not sure where Commerz is now on credit but I suspect it won't be terribly exciting...

The best commercial:NumeriX : good for exotic IR / hybrids (coming up the curve on credit but still a way to go yet)Quantifi : niche credit analytics - v good & fastAs for the rest .... not a big fan

I don't think they are much good for structured credit. See latest edition of risk magazine and one of thier implementations says so!!

Citivp ... we did use JRisk for CDO^2 (in fact it can hadle all flavours of collateralization so could do CDO^n) and it does do P&L explain / decomp ... seems like you have some mis-info !!

<t>I had some experience working with JRisk a while back. Their people certainly know their stuff. As for the technology its all pretty standard J2EE with app servers (weblogic I think?) so it is fast and scaleable. As for functionality they’ve built loads now so it seems a pretty impressive bit of ...

<t>QuoteOriginally posted by: DavidJNNot that the issue is settled by any means, but could we please hear a bit more from people who have worked with some of the commercial derivatives products out there – Imagine, Sophis, Front Arena, Murex, JRisk, Calypso, Summit and others?Of the vendors you ment...

So what's the problem with Calypso? Why so much belly-aching?

Bloomberg worth a visit