Derivative Fitch improves CDO risk system

Derivative Fitch has updated its Risk Analytics Platform for Credit Derivatives (RAP CD). RAP CD version 1.2 features daily mark-to-market pricing and risk analysis, and supports the most complex collateralised debt obligation (CDO) structures through portfolio reporting.

“We recognise that 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

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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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