Galapagos Manager is an online service that enables managers of synthetic CDOs to enhance and protect the performance of their portfolios with minimal effort.
By streamling and improving the substitution selection and portfolio subordination, opportunities can be evaluated that conventional analysis and intuition could have missed. More deals can be managed in parallel and managers can express their credit opinions in a more effective way.
Applying evolutionary computing technology and a powerful optimization engine
to integrated pricing and ratings' models and datafeeds, Galapagos Manager can
generate
portfolios that maximise the spread or the net present value of a tranche
at a given coupon
rate.
How does it work?
Users define specifications in Galapagos Manager and customise them with their
view of the total credit spectrum by uploading issuer, ratings and spread data.
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