Derivative Fitch launches beta CFXO model

News

Derivative Fitch, the derivatives analysis arm of rating agency Fitch, released a beta version of its Vector CFXO model for collateralised foreign exchange obligations (CFXOs) in late June, aimed at increasing transparency in the market and understanding of its ratings. The model can be used to analyse portfolios of foreign exchange trigger options and combinations of forex options and sovereign credits.

CFXOs are the latest example of collateralised volatility obligations to generate signifi

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: