| TOPS CreditTOPS Credit is capable of handling many types
of credit derivatives, including Total Rate of Return Swaps, Credit
Default Swaps, Credit Linked Notes, Credit Spread Options, Nth To default, CDX tranches, and others.
In addition to letting the user specify the probability of an issuer
default, TOPS Credit can also base its calculations on the
probability of counterparty default, and the correlation between
these two probabilities. The probabilities may be functions of time,
interest rate levels and stock price levels, giving the user an
unprecedented level of control over their credit derivatives valuations.
All models satisfy requirements for FASB 133, FAS 157, IAS 39 and CICA 3865. Customized
TOPS deal entry and deal valuation screens come with the purchase
of each model. Models may be purchased separately, as an entire
suite, or as a partial suite. Ask about our generous Multiple Model
Discount Program.
TOPS Credit Model List:
TRORS, Credit, DefaultSwap, DefaultSwapVal, Spread, CreditProbAll, NthToDefault, CLO
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