Fitch unwraps market risk with CDO model pricing tool

  • 21 Jul 2006

Fitch Ratings has formally launched its market risk analytics platform for credit derivatives, a tool the agency argues will bring price transparency to the illiquid and opaque synthetic CDO market.

The service, called RAP CD, will be available online to subscribers and can be used by investors to analyse ...

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2 Barclays 633 1 14.82
3 BNP Paribas 509 1 11.91
4 Citi 467 1 10.94
5 Morgan Stanley 455 1 10.66

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5 Wells Fargo Securities 6,484.83 25 8.04%