Gifford Fong Associates to advise Fitch on revamping credit analysis

Fitch cited heightened investor concern over the deteriorating credit climate as a driver for the deal.

Gifford Fong Associates will begin work by reviewing Fitch's collateralised debt obligation analytics. Improvements may include enhanced modelling of default probabilities, default correlations, integration of interest rates and credit risk and recovery rates.

  • LinkedIn  
  • Save this article
  • Print this page  

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: