CMA, Julius Finance Ally for Credit Pricing
CMA will this week begin distributing prices calculated by Julius Finance to clients of its DataVision end-of-day pricing service, after a six-month testing period that began towards the end of last year.
CMA maintains its own proprietary model to interpolate prices for single-name credit default swaps of varying maturities. But prior to the agreement with Julius Finance, CMA had not distributed tranchelet prices to customers, because of the complexity involved in interpolating portfolios of
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