About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Fitch Solutions Adds Risk and Pricing Benchmarks to Risk and Performance Platform

Subscribe to our newsletter

Against the background of greater regulatory scrutiny of firms’ risk management practices, Fitch Solutions has incorporated new risk and pricing benchmarks into its Fitch Risk and Performance Platform, which was launched in June last year. Jonathan Di Giambattista, senior director at the vendor, indicates the benchmarks, which can be visualised via a new product feature called the Dashboard, are aimed at improving transparency in the notoriously opaque credit default swap (CDS) market.

Di Giambattista explains how the Dashboard will assist firms in this endeavour: “Credit market participants want to know whether an entity’s spread level is being driven by sector concerns or credit quality concerns specific to that entity. By using the pricing benchmarks contained in the Dashboard, market participants can visualise an entity’s spreads in the context of both the total market and similarly rated peers in the same sector, thereby improving decision making of both portfolio and risk managers.”

The Dashboard therefore offers users the ability to plot portfolio entities against a variety of credit risk and price performance benchmarks. It can be used as an early warning and relative performance tool with the provision of historical and on the spot median CDS spread levels by rating category, claims Fitch Solutions.

According to the vendor, this will allow for greater insight into historical and current credit risk pricing curves by region and sector. Users will also be able to visualise differences between peer benchmark and entity prices and filter portfolios for market information such as big price and risk movers. The platform also now makes use of recent Fitch Solutions research, which demonstrates how the degree of notch difference between implied ratings and agency ratings can be predictive of future agency rating actions.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Hearing from the Experts: AI Governance Best Practices

9 September 2025 10:00am ET | 3:00pm London | 4:00pm CET Duration: 50 Minutes The rapid spread of artificial intelligence in the financial industry presents data teams with novel challenges. AI’s ability to harvest and utilize vast amounts of data has raised concerns about the privacy and security of sensitive proprietary data and the ethical...

BLOG

Anthropic’s Financial Industry Claude Iteration Aimed at Easing AI Adoption

Large language model (LLM) builder Anthropic may have the solution to assuaging financial institutions’ doubts about generative artificial intelligence deployment in their analytics and decision-making workflows, having created a model that has been designed specifically for the industry. Claude for Financial Services, part of the San Francisco-based company’s Claude for Enterprise suite, comprises capabilities that...

EVENT

RegTech Summit London

Now in its 9th year, the RegTech Summit in London will bring together the RegTech ecosystem to explore how the European capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...