Industry-Grade Financial Analytics™

Credit Derivatives

Suite’s Credit Analytics support single and multiple name credit derivatives for price discovery, post-trade valuation and risk management.

Credit Products supported include:

-CDS (Credit Default Swaps)
-CDO (Collateralized Debt Obligations)
-Constant-Maturity Default Swaps
-Cancelable CDS
-European/Bermudan CDS Options
-Options on Baskets of Credit Instruments
-CDX Index, iTraxx, Tranches, etc.

Single name analytics are based on the construction of a term structure of default probabilities from market prices of CDS or BONDS (or a combination of both).

Multiple name credit analytics are supported with a semi-analytical or Monte Carlo pricing engine.

Suite LLC provides "superior" support. We assign grades to our vendors for (1) availability, (2) product understanding, (3) marketplace knowledge, (4) timeliness and (5) accuracy. Using this system, Suite LLC is our highest rated provider.

— Head of Risk Technology, Global Asset Manager with over $100 Billion AUM