Our Partners
 
 
 

GFI

As the Number One Credit Derivative Broker for the 8th year running in Risk Magazine’s Annual Derivative survey, GFI believes that it owns one of the largest and most comprehensive credit default swap databases. CDO2 have integrated GFI's data into their CDOSheet product to provide CDS curves that are updated hourly through the global trading day. They also provide bid/offer index tranche quotes that can be used to accurately imply correlation to price bespoke CDO tranches.

Independent Valuation and Risk Services

Independent Valuation and Risk Services, a subsidiary of Lombard Risk Management plc and a market leader in providing independent valuations of derivatives and hard to value securities for banks and investment funds, and CDO2 have a strategic alliance to provide independent valuations of client positions in CDO tranches and CDO squared structures.

Markit

Markit provides an extensive database of high-quality daily mark to market CDS prices from over 30 contributor banks covering over 2,400 different credits. By subscribing to this data alongside CDOSheet, our customers get accurate daily pricing and risk of their credit derivative portfolios with the minimal amount of effort.

Reuters

Reuters Pricing and Reference Data offers comprehensive and accurate equities, fixed income, money markets and futures data. This information is used within CDO2 to build accurate discount curves for structured credit pricing and to provide entity reference data.

Sun Microsystems

CDO2 is a Principal Partner in Sun's Partner Advantage Program. CDO2 was the first financial software vendor to partner with Sun Grid and CDOSheet powered by Sun Grid was the first Software as a Service product launched on Sun Grid.