Swap Monitoring :: Periodic Reporting

As part of our swap monitoring services, CDR provides comprehensive, periodic (usually monthly) reports that track counterparty credit exposure, mark-to-market changes, portfolio and notional changes, interest rate sensitivity analyses, index comparisons, charts and graphs. In addition, CDR provides upcoming payment reports as needed to confirm netting statement calculations provided by the swap counterparties. The reports can be tailored to meet the specific needs of an issuer.

Upon request, we will gladly provide a sample swap monitoring report for a more detailed look at our monitoring capabilities.