Julius Finance Announces Independent CDO and Credit Derivatives Valuation Service

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Tue Aug 5, 2008 9:06am EDT

Julius Finance Announces Independent CDO and Credit Derivatives Valuation
Service

NEW YORK, Aug. 5 /PRNewswire/ -- Julius Finance, the leaders in model
fusion for the $58 trillion dollar credit derivatives market, today announced
that due to market demand it has launched an independent valuation service for
a range of credit derivatives including bespoke synthetic Credit Derivative
Obligations (CDOs), CDO2 (CDO squared), CDO3 (CDO cubed), CPPIs, CPDOs, CDPCs
and CDSs.  The valuation service makes use of Julius Finance's breakthrough
research in model fusion which is uniquely able to price such securities by
taking account of all market available information through a next generation
unified credit model.
    With billions of dollars of CDO write downs, investor demand for
independent valuation of complex financial instruments has rapidly increased.
Julius Finances' breakthrough comes at an opportune moment.
    Julius's technology provides unprecedented visibility for market derived
pricing and analytics. The service is designed for bespoke valuation, risk
management, catastrophic risk analysis, portfolio management, scenario
analysis, structured/hybrid products and trading. The new service provides
independent valuation of synthetic CDOs, CDO squared, CPDOs and other credit
derivatives for credit traders, credit risk managers, auditors, legal
professionals and controllers.
    Julius also provides market driven tail risk estimates for credit default
swap and corporate bond portfolio managers, and unique insights into monoline
companies such as credit derivative product companies (CDPCs).
    "We are proud to announce our new service in providing independent
valuations for this range of credit derivatives," said Peter Cotton, CEO and
Founder of Julius Finance, "We believe we are the only provider on the market
able to do so using a unified credit model."
    About Julius Finance
    Julius Finance, the model fusion specialist, is a venture funded startup
which has produced breakthrough research for fusing highly complex financial
data into unified, internally consistent models. Our technology provides
unprecedented visibility for market derived pricing and analytics, whether it
be for bespoke valuation, risk management, portfolio management, scenario
analysis, structured/hybrid products or trading. Starting with the $58
trillion dollar credit derivatives market, our first end user product,
JuliusProp(tm), offers an enhanced analytic data service with a full range of
market implied risk metrics, exotic prices, and forward-looking analysis
uniquely derived using next generation unified credit models.                 
          www.juliusfinance.com
SOURCE  Julius Finance

Nicholas de Jong of Julius Finance, +1-646-378-2123, press@juliusfinance.com
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