Damiano Brigo has been hired by London and New York-based rating agency Derivative Fitch, as head of global collateralised debt obligation (CDO) risk modelling.
Derivative Fitch has published its considerations for analysing and rating collateralised foreign exchange obligations (CFXOs). The CFXO report, the first to be published by a rating agency, details the...
European managed synthetic collateralised debt obligations (CDO) tranches have historically suffered fewer downgrades than their static counterparts, according to data produced by rating agency Derivative...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Fitch articles
Credit Suisse has completed a $190 million issuance of the world’s first long-short collateralised commodity obligation (CCO) notes. The issue followed the April 17 publication of Derivative Fitch’s rating criteria for CCOs.
US synthetic CDOs will suffer only slight damage from the continuing crisis in US subprime mortgages, according to a report from rating agency Fitch Ratings.
The UK residential mortgage-backed securities (RMBS) market is not expected to experience the same problems that that have blighted the US subprime mortgage market over the past few months, according to analysts from Fitch Ratings.
Canada and Australia are running the risk of a banking crisis of the type that hit Iceland in 2006, according to a report from Fitch Ratings.
Prompt and efficient settlement is one of the biggest challenges facing the credit derivatives market, according to a survey published today by Fitch Ratings.
Fitch has today announced the acquisition of London-based credit derivatives analytics firm Reoch Credit as part of its drive to provide market risk assessment services for the synthetic collateralised debt obligation (CDO) market.
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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