The recent events in the US sub-prime market have brought an unwelcome focus to the securitisation sector.  Although the current liquidity crisis has focused on the sub-prime MBS market, the focus has spread to the UK and the rest of Europe due to the inclusion of these securities in sophisticated structured products widely spread among European institutional investors. What is clear is that current approaches used for analysing, monitoring and managing investor portfolios and deal data are at best inadequate.. more...

The summer crisis in the collateralized debt obligation (CDO) market, shows, if nothing else, rating agencies and Excel spreadsheets can't ensure the quality of a structured product's underlying asset. As a result, more and more market participants are turning to technology to monitor their structured portfolios... more...