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 assesses potential volatility in portfolios, a toolkit that Reoch has been developing since 2003. It

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Next-generation technologies and the future of trading

At a webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

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