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Faster Hedge Fund Securitization - and more Precise Portfolio Performance Forecasting

Hedge fund securitizations typically require considerable time and analytical effort. Now you can streamline the process with a new resource – Standard & Poor’s Hedge Fund Evaluator.

Hedge Fund Evaluator incorporates Standard & Poor’s securitization criteria for modeling hedge fund performance. It allows analysts to develop securitization scenarios that incorporate Standard & Poor’s analytic criteria and tests far more quickly and easily than otherwise possible.

Monte Carlo portfolio performance projection

Hedge Fund Evaluator uses a Monte Carlo simulation to forecast the performance of a hedge fund portfolio with probabilities. It identifies a public index with a high correlation to a portfolio under analysis, and projects that index as a proxy of the portfolio’s potential performance. The index is projected at the substrategy level. The portfolio’s composition is reflected in the weights attached to each substrategy. Further, the projected substrategies are aggregated using the corresponding weights into a portfolio performance.

This ability to efficiently analyze hedge fund portfolio performance under various scenarios makes Hedge Fund Evaluator a valuable tool for analyzing:

Hedge fund investment risk
Cash-funded CFO securitizations
Synthetic hedge fund securitizations
Gap risk transactions
CPPI transactions

CDO Interface^®, your one source for Standard & Poor’s CDO products and information.

Now you can find all the Standard & Poor’s CDO products and information you need through one easy-to-use source – CDO Interface^®.

http://www.cdointerface.com

CDO Interface^® provides efficient, secure access to everything from Standard & Poor’s CDO criteria, methodology and indexes to analytical tools and deal-specific data. It’s the only source you need to obtain the Standard & Poor’s CDO resources your CDO market activity demands.