The race for the missing credit risk solution

The credit derivatives market’s rapid growth – both in terms of volumes and product complexity – has in some respects left dealers and end-users scrambling to develop analytics and data systems to support their decisions. Clive Davidson examines the current technology challenges and the solutions on offer

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Although credit derivatives can be viewed as an extension of the fixed-income markets, they exhibit sufficiently unique characteristics to require new tools – including data and analytics – to price, revalue and manage their risks, some of which can be extremely complex. While the major dealers – the specialist brokers and investment banks – generally have the resources to gather their own data and develop their own tools, smaller organisations or firms wanting to enter the market quickly are

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