Model specialist launches independent CDO and CDS valuation service

Model specialist Julius Finance has announced that it launched an independent valuation service for a range of credit derivatives including bespoke synthetic CDOs, CDO squared, CDO cubed, CPPIs, CPDOs, CDPCs and CDS. The service is designed for bespoke valuation, risk management, catastrophic risk analysis, portfolio management, scenario analysis, structured/hybrid products and trading. The new service offers independent valuation of synthethic CDOs, CDO squared, CPDOs, and CDS. It also provides market driven tail risk estimates. The service adds to its JuliusProp analytical data service, and its JuliusBridge service, which offers implied market pricing levels for credit indexes.