Fitch launches CDO market risk evaluator
Fitch Ratings is introducing a new service for evaluating market risk in synthetic collateralised debt obligations (CDOs). The mark-to-model market risk service is currently being demonstrated to institutional investors and the rating agency hopes to release the product in the next three months.
"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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