The Credit Derivatives market is thriving now that financial institutions are seeking more profitable means of risk diversification. Banks are committed to optimizing risk in their credit portfolios in line with methods used to manage interest rate risk. The enormous array of options on default swaps and total return swaps necessitates new approaches to correlation and counterparty risk. TechHackers unravels the complexities of the parameters and assists players in quantifying the probabilities inherent in these structures. We provide targeted solutions designed to manage credit risk and maximize portfolio value.

Credit @nalyst, TechHackers' unrivaled software package for credit derivative dealers, provides multiple pricing methodologies for default swaps, basket default swaps, credit spread options and options on default swaps. Our state-of-the-art functions price strategies with single or periodic premiums (in advance/arrears) while compensating for liquidity, transition probabilities, spread volatility, recovery value and counterparty exposure. Credit @nalyst interfaces with Swap @nalyst to price total return swaps with supreme accuracy and at top speed. With the credit derivative market taking giant strides monthly, banking institutions must stay ahead of the game by exploiting the most sophisticated tools available. TechHackers' advanced spreadsheet add-ins will keep you in full gallop.

Credit QuantTools drives all the calculations of use to credit derivative dealers in proprietary risk management systems in C/C++, Java, and VB callable object code.