About a-team Marketing Services
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: Generative and Agentic AI in Financial Markets: What the Data Really Shows

Date: 15 October 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Artificial intelligence is reshaping financial markets – but the reality on the ground is more nuanced, more uneven, and more instructive than the headlines suggest. A new A-Team Insight research programme, drawing on responses from senior AI decision-makers at...

BLOG

ESMA’s Data Quality Report Signals a Higher Bar for Regulatory Reporting Data

By Michele Hillery, Managing Director, Head of Repository & Derivatives Services at The Depository Trust and Clearing Corporation (DTCC). Regulators across jurisdictions are leveraging trade reporting data as a supervisory resource, using it to monitor risk, assess market activity and inform policy and oversight decisions. As this use becomes more sophisticated, firms face an even...

EVENT

Digital Assets & Tokenisation Briefing, New York

A-Team Group’s Digital Assets & Tokenisation Briefing assembles an exclusive group of CxOs and senior technology innovators. These leading market practitioners and infrastructure providers are collectively building the digital rails and decentralised networks that will power Wall Street 2.0.

GUIDE

Regulatory Data Handbook 2026 – Fourteenth Edition

Welcome to the fourteenth edition of A-Team Group’s Regulatory Data Handbook. Supervisors increasingly expect firms to demonstrate which rules apply, which data supports each obligation, who owns the control and how exceptions are identified and resolved. Policies and implementation programmes must now be supported by records that can withstand regulatory scrutiny. This edition examines material...