Fitch Preps CDS Pricing Enhancements

The study, which was conducted in August, looked at all credit default swap rating actions between January 2001 and July 2008, to confirm the frequency of agency upgrades or downgrades within 12 months following a widening of spreads between market-implied and agency ratings.

"We found significant validation of our model... and it may even open it up to new uses," says Jon Di Giambattista, senior director of risk and performance analytics at Fitch Solutions.

The system calculates the difference

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Waters Wrap: The tough climb for startups

Anthony speaks with two seasoned technologists to better understand why startups have such a tough time getting banks and asset managers to sign on the dotted line.

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