CDO Radar (Risk Analysis, Data And Reporting) is our credit portfolio risk engine for pre-trade decision making, post-trade analysis and ongoing reporting.
 
As the CDO market becomes more transparent there is need for increased disclosure of information. CDO Radar delivers dynamic and sophisticated risk analysis including look through analysis – to look past a simple rating and spread approach – as well as consistent risk measures for both simple and complex CDO structures.

Pre-trade decision making tools

• Stress-test and compare potential transactions
• Identify relative value opportunities
• Analyse expected performance data
• Perform bespoke analysis

 
Post-trade monitoring and reporting

• Mark-to-market indications
• Actual vs. expected performance analytics
• Customise ongoing reports

 
Sophisticated reporting functionality
Pre-trade and ongoing snapshots of standard portfolio statistics, for example:

• Geographical composition
• Industry concentration
• Diversity score
• Rating distribution
• Weighted average rating factor (WARF)
• Market spreads

Historic charting of portfolio measures

• Weighted average rating factor (WARF)
• Market spreads
• Tranche rating
• Other third-party risk measures