CDO² is a provider of innovative pricing and risk technology for organizations trading structured credit products.

GFI Group is a leading inter-dealer broker in credit markets and in September 2007 GFI was once again voted to No. 1 Credit Derivatives Broker by Risk Magazine.

Markit was founded in 2001 as the first independent source of credit derivative pricing.

Reuters Enterprise Information, a division of Reuters, provides timely, accurate, machine-readable market data to financial institutions around the world.

2nd Annual Pricing and Valuation of Structured Credit

Venue: London Marriott Kensington

16th-17th June 2008

Obtaining Reliable Automatic Daily Valuations

Gary Kendall, Director of CDO², will be talking about some of the issues faced in building the automated valuation system behind CDOVaR.net.

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CDOVaR.net is a structured credit pricing and risk platform built upon industry leading pricing models, market data and reference data. For more details on individual solutions, see below.

CDOVaR.net Pricing – for trading and product control

Cornerstone offering providing automatic daily pricing harnessing market leading credit analytics benchmarked with consensus market levels and broker quotes.

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CDOVaR.net Risk – for trading and risk management

Provides a flexible risk summary based on entity level sensitivities including PV01 and Jump-to-Default Risk.

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CDOVaR.net Capital – for risk management and compliance

Calculates capital requirements based on comprehensive credit spread and correlation skew scenarios.