Fitch Bolsters CDS Data, Analytics

In response to client demand, Fitch has made its credit default swap-implied ratings available as a benchmark that clients can use to determine market-implied spreads for bonds rated from AAA+ to CCC, and to see how spreads change over time by plotting the data as a historical curve, says Jon Di Giambattista, senior director of risk and performance analytics at the vendor.

The new release, version 5.0, also provides an explicit value for the difference between CDS-implied and agency ratings. Di

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Refinitiv’s PermIDs: Converting needs into opportunity

Refinitiv’s PermID framework was conceived as a proprietary tool to address an internal challenge around identifying objects in the firm’s information model. Once it had proved its worth, it was rolled out to the firm’s clients to significant success.

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