Genesis Trading Platform
Credit Default Swaps
The Credit Default Swap Manager provides the CDS trader or analyst with a complete tool for valuing new and existing CDS instruments, and tracking transactions and positions allowing institutions to more effectively manage credit risks.
The application facilitates the valuation of a CDS portfolio, and the monitoring of exposure to sovereign and corporate credit risk and to changes in interest rates. Many manually-intensive tasks such as the daily mark-to-market of a CDS portfolio and the generation of industry-standard confirms can be fully automated using the application.
Key Analytics
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Instrument Pricing Calculations
- Market Value
- Replacement Spread
- Spread DV01
- IR DV01
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What-if Analysis
- Valuation Date Shift
- Credit Curve Shift
- Swap Curve Shift
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