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CDO Evaluator Engine®

Standard & Poor’s CDO Evaluator Engine® analyzes Collateralized Debt Obligations (CDO) asset portfolios tranche by tranche, asset by asset.

Users access the tool via an API, which integrates with an organization’s proprietary systems and enhances a client's ability to:

  • Generate default scenarios;
  • Identify over-collateralization of rated tranches of cash or synthetic CDOs;
  • Estimate maximum default levels for each tranche before its rating is affected; and
  • Analyze default-, variability-, and correlation-measures for entire CDO portfolios.

To learn more about CDO Evaluator Engine, or other related products,  click here.

Offered by S&P Valuation and Risk Strategies.

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(61) 1300-792-553

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