Cairn Capital to use Reoch Consulting’s CDO model for their credit fund

London, 28 October 2005

Reoch Consulting, the experts in Credit Derivatives, today announced that Cairn Capital has selected Reoch Consulting’s quasi-analytical CDO model to complement its suite of tools for pricing and risk managing correlation products. Cairn Capital, the fast-growing specialist asset manager and solution provider, will use Reoch Consulting’s model to value and risk manage derivatives in their groundbreaking Credit Opportunities Fund.

"Credit arbitrage is an art that requires skill and the use of the most innovative tools," Tim Frost, Director at Cairn Capital, explains. "The guys at Reoch have combined their own experience with their drive for innovation to create a pricing and risk management tool that is at the leading edge in this rapidly expanding market. It allows us to get prices and all the sensitivities we need in seconds, rather than minutes."

"We are proud to be able to work with the professionals at Cairn Capital," Robert Reoch, founder and CEO of Reoch Consulting, comments. "They are on the cutting edge of structured credit and pushing its borders. By working with them, we ensure we keep our finger on the pulse of this innovative market."

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