Standard & Poor's CDO models, your application environment -- seamless integration.
CDO Evaluator Engine
TM is Standard & Poor’s calculation tool for analyzing CDO asset portfolios – tranche by tranche, asset by asset. Installed as an application programming interface (API), the engine integrates with your firm’s proprietary systems, enhancing your ability to:
Generate default scenarios
Identify over-collateralization of rated tranches of cash or synthetic CDOs
Estimate maximum default levels for each tranche before its rating is affected
Analyze default-, variability-, and correlation-measures for entire CDO portfolios.
CDO Evaluator Engine uses a standard XML file format for input and output. It runs on Microsoft Windows, Solaris and Linux platforms.
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