Independent Valuation and Consulting Services

Julius Finance's valuations follow a forward looking market methodology which reflects the latest prices for both credit default swaps and basket default swaps simultaneously. By considering all market observed points simultaneously, Julius is able to produce market-consistent scenarios and derived prices for complex structured products.

Julius Finance leverages a unique unified credit model for the valuation of CDO² , CDO³, CDPCs, bespoke CDOs and other intricate structured products and vehicles which cannot be handled in a satisfactory manner by industry standard models. Regular model calibration runs on our server farm ensure realistic default scenario generation which is essential for accurate estimates of present values and cash flow computations. In addition, we have experience creating custom waterfall calculations for unusual structures in a short time.

Whether it is for daily, weekly, or monthly valuations, Julius Finance works closely with our clients to understand their positions and valuation needs. Julius Finance offers our clients a single point of contact and handles all data integration, model calibration, cash-flow computation and reporting.

Julius Finance is a private company and is not affiliated with any bank, fund, or ratings agency. We offer the only truly independent, market-consistent, valuations to help managers, investors, and regulators navigate through the current credit market.

Further Information

For further information on Julius Finance or any of our products feel free to contact us.