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CDORisk+
Credit Suisse's Portfolio Strategy Group recently developed CDORisk+, a tool that helps clients learn more about the risk and return characteristics of CDO's and tranched protection contracts. Designed to provide more information on outcomes and risk, CDORisk+ helps bring these structured credit instruments into context with other credit market products currently available.
CDORisk+ is now available to Credit Suisse clients via the bank's LOCuS analytic platform as a highly interactive application. LOCuS is a Java based real-time research application that provides a variety of analytics across the firm's fixed income research departments.
The new system features the ability to load and save new correlation structures directly from MS Excel. Once these are loaded on the system a user may run the CDORisk+ model with a choice of input parameter assumptions. The model outputs are displayed in rich graphical as well as detailed numerical form and are exportable to desktop applications.
