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by JSTAR
October 11th, 2008, 4:21 pm
Forum: General Forum
Topic: Best Applications for Evaluating CDO Risk and Pricing
Replies: 12
Views: 49696

Best Applications for Evaluating CDO Risk and Pricing

Has anyone had any experience with the CDO Evaluator or CDS Accelerator? I'm receiving a demo of these next week.
by JSTAR
October 10th, 2008, 12:34 pm
Forum: General Forum
Topic: Best Applications for Evaluating CDO Risk and Pricing
Replies: 12
Views: 49696

Best Applications for Evaluating CDO Risk and Pricing

<t>Understood; but, it seems that the rating agencies have their own credit default models baked into their platforms that allows one to change the assumptions as they see fit.I'm trying to learn if anyone out there has any experiences with these products and if they are worth taking a closer look a...
by JSTAR
October 9th, 2008, 11:57 pm
Forum: General Forum
Topic: Best Applications for Evaluating CDO Risk and Pricing
Replies: 12
Views: 49696

Best Applications for Evaluating CDO Risk and Pricing

I do plan to build on top of these platforms; but, I'm looking for the one that is most reliable in terms of output and flexibility to build around the app.
by JSTAR
October 9th, 2008, 8:52 pm
Forum: General Forum
Topic: Best Applications for Evaluating CDO Risk and Pricing
Replies: 12
Views: 49696

Best Applications for Evaluating CDO Risk and Pricing

<t>What are some good 3rd party apps out there for pricing and measuring risk for cash and synthetic CDOs? I've a few names here there like Quantifi, Numerix and UBS Delta, etc. Also, are any of the ratings angency's stuff worth taking look at? (i.e. Moody's CDO Edge, S&P's CDS Accelerator)Anyon...
by JSTAR
September 26th, 2008, 11:19 pm
Forum: General Forum
Topic: The End of Structured Finance and Securitization???
Replies: 11
Views: 50989

The End of Structured Finance and Securitization???

<t>With all the trouble going on "on the Street" and in the economy a lot of folks are starting to give structured products a black eye. From currently working in sales in the structured space (mainly cash and synthetic CDOs) I have seen this market dry up and it seems like no one is structuring dea...