Fitch Solutions has launched a new platform providing market-based credit risk analytics, credit default swap pricing and fundamental ratings content.
The platform, called 'Fitch Risk and Performance Platform', is an extension of Fitch's market implied ratings platform and incorporates new tools for quickly reviewing credit entity performance within a user's portfolio.
"Fitch's new platform provides an integrated view of credit market pricing and best-of-breed single-entity credit risk models," said Senior Director Jonathan Di Giambattista. "A critical added component to the Fitch Risk and Performance Platform is the inclusion of deltas over user-defined time periods. This allows the front and middle-office functions to quickly ascertain how each individual entity in a portfolio has performed over time, and whether implied ratings signals are converging across debt and equity markets and fundamental ratings."