CSOGate® is a business intelligence platform for investors in CSOs (Collateralized Swap Obligations).
It centralizes business-relevant information to a single point where it can be quickly accessed and utilized with the built in functions.
CSOGate® incorporates a n-factor Gaussian copula model that is fully calibrated and ready to use for valuation and scenario analysis.
Input parameters like CDS, spreads, correlations, yield curve etc. are prefilled so the client's can concentrate on the important things.
CSOGate® incorporates a customizable reporting allowing client's to define reports based on their needs.
For example, reports can include historical evolution of prices, WAS, WARF, subordination, rating, industry or country stratification among many other things.
CSOGate® offers the possibility to simulate portfolio switches and it's influence on the economics of the transaction.
Changes in PV, attachment and detachment points as well as new transaction metrics such as WARF or WAS can be modelled as well among other things.
Please feel free to contact us for more information or a demonstration.