Fitch buys Reoch models to add to Rap CD
Fitch Ratings enhanced its CDO modelling capabilities over the summer by setting up a risk assessment service for synthetic CDOs called Rap CD (the risk analytics platform for credit derivatives), and by buying a set of credit derivative analytic models from Reoch Credit to integrate into the new platform.
The purchase brings Rap CD, which quantifies mark-to-model prices, risk exposures and
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