Our Focus Areas

Our Focus Areas

CDO2 provides a broad range of products for the credit derivatives markets. Our early products, CDOSheet and CDOVaR.net, were targeted to the structured credit markets. More recently our proprietary credit models have been used to power the trading and risk products of Leading Risk.

Interest rate derivatives have come back into the spotlight recently as a result of the FSA (now FCA) review of interest rate swap mis-selling.

We have partnered with many institutions in order to enhance our understanding and exploitation of the latest technologies.

CDO2 provides traditional sensitivity-based risk management techniques as well as innovative market-implied risk measures to allow pro-active identification of idiosyncratic risks.

Running complex pricing and risk scenarios requires a lot of computation. Back in 2004 when CDO2 introduced CDOSheet, the challenge was how to get access to enough computing power without recourse to the budgets of the top tier investment banks. That is why we became a very early adopter of utility computing, literally buying in the computer cycles as they were needed.

CDO2 has developed a number of systematic trading systems for both credit and equities markets.