Derivative Fitch has updated its Risk Analytics Platform for Credit Derivatives. RAP CD version 1.2 features daily mark-to-market pricing and risk analysis, and supports the most complex collateralised debt obligation structures through portfolio reporting.
"In today's market investors sometimes have a basic model for vanilla synthetic CDOs," says James Wood, co-head of RAP CD. "However, investors rarely have models for more exotic deals, even though it is often these deals that are more freq
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data