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Home » Products » Governance, Risk Management & Compliance » CDO Risk Manager


iCo-op™ CDO Risk Management covers Credit Risk, Operational Risk, Asset Price Risk (CDO Valuation) and Liquidity Risk


CDO Risk Management

1)    Key Features:

  • Modelling the structure of each new deal on behalf of the Managers and setting up the Compliance Tests so that they can be monitored through the Life of the Deal.
  • Cash Flows Projection.
  • Generating Front and Back Office Reporting.
  • Cash Management and Trustee Notification and Reconciliation.
  • Independent Evaluation of Both the Market Value and Loss Distribution of Credit Portfolios and Tranches of Portfolios, especially those of Synthetic Collateralized Debt Obligations.
  • 1)    CDO Features:

    • iCo-op.net™ CDO Risk Manager takes Multiple Models Approach:
      • Credit Models
      • Merton Default Probability
      • Hybrid Default Probability
      • Users can select any number of modeling periods from a 1 single period to N periods.
      • Different Portfolio Simulation Techniques
        • Copula / Merton Style Simulation
        • Historical Default Probability Simulation
        • Macro-Factor Driven Simulation
        • Base Case Assuming no Correlation



  • Server Requirements:
    • J2EE Platform
    • OS: Windows 2003 Server, Sun Solaris or IBM AIX
    • App Server: BEA WebLogic or IBM WebSphere
    • Database: MS SQL, Oracle or IBM DB2
  • Workstation Requirements:
    • Browser: IE5.5 or higher