Managing real time credit default swap data

Forbes Elworthy, Credit Market Analysis

Use of real-time data in the CDS market:

• How much of this data is there?
• On what channels does it flow?
• How good is the data?
• What must a vendor such as CMA-QuoteVision do well to help clients with their data?
• What uses can a client make of real time CDS data?

Credit data management, pricing and analytics

Brian Sentance, Xenomorph

Data management for credit markets is potentially very complex, especially given the breadth and diversity of data involved - from counterparty data to deriving spread data for a CDS curve. How best can all of the different data sources and types of data be captured, cleansed, analysed and distributed within a credit trading operation?

Implementing a credit derivatives system

Adam Bennett, Hatstand

What are the challenges and obstacles when implementing credit derivatives trading and valuation systems? How do you manage them and ensure the timely successful implementation delivering the desired quality, value and functionality.

Implementing Credit Portfolio Derivatives in Practice

Mark Beinker, d-fine

The valuation of credit default obligations (CDO), CDO², and nth-to-default swaps depends highly on the correlation or dependency structure of the underlying credit portfolio. The talk discusses the various methods of correlation modelling, estimation, and the issues concerning their implementation in productive IT systems.

Credit derivatives trade processing

Jonathan Davies, Reoch Consulting

• FSA letter to all CEOs/Heads of Banks expressing concern about credit derivatives operations
• Key operational issues
• Market initiatives to address these issues

Systems environment for credit fund management

Tim Frost, Cairn Capital