Fitch to introduce market risk valuation service

Fitch Ratings is preparing to introduce a new service for evaluating market risk in synthetic collateralised debt obligations (CDOs). The rating agency will offer a mark-to-model market risk service to market participants, which it is currently demonstrating to institutional investors.

"Market risk in synthetic CDOs is an acute problem for investors but has so far not received much attention," says Kim Slawek, a London-based group managing director with Fitch, responsible for product

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