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...
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
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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.
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.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.