I think we use a service called tenex (sp?) for both the underlying and vol data.

<t>Has anyone out there looked at this type of thing? I can find a reasonable amount of information out there but it all seems to be very economic based and not much detail from a Market Risk type of perspective to get things like curve shocks. Obviously historical data can be a bit tricky to find.A...

We're looking at going down the CAD2 route for Credit, but I'm hearing that v few (if any) banks have yet to get accreditation (basically because of the default modelling). Can anyone confirm / pass on any knowledge of any bank that has tried / got approval?Thx

<t>I work in Risk Mgt (treat me carefully, its not my fault I don’t know what I’m doing!) and am looking at trying to come up with some sort of total risk measure for correlation for CDOs. If we have a portfolio combining a mixture of two standard CDO indices (standard Normal Single Factor model) is...