Derivative Fitch upgrades Rap CD

Derivative Fitch has upgraded its Risk Analytics Platform for Credit Derivatives (Rap CD) to incorporate new models for synthetic CDO products, including multiple maturity CDOs, long/short CDOs, variable subordination CDOs and zero-coupon CDOs.

The additions will help users analyse all market risk exposures in complex synthetic structured credit, says managing director Simon Greaves.

The platform already covers CDOs and CDOs-squared.

Models for synthetic CPPI, CPDOs, combo notes and forward

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