New York, NY - Risk Advisors Inc. announces its new CDO pricing framework, which combines market dynamics with standard mark-to-model pricing to better value CDOs.
"Our pricing framework will help our clients better manage their CDO exposure by incorporating the-ability-to-liquidate into their model pricing. CDO pricing models have traditionally ignored exit and liquidity considerations" says Sanjay Bharwani, the Founder of Risk Advisors Inc.
CDO pricing has been at the center of recent markdowns at Citigroup Inc. and Merrill Lynch & Co. where earlier writedown estimates where revised to over $7.9 billion within a few weeks.
For more information on the CDO pricing framework email info@riskadvisorsinc.com.