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

Recorded Webinar: Are you making the most of the business-critical structured data stored in your mainframes?

Fewer than 30% of companies think that they can fully tap into their mainframe data even though complete, accurate and real-time data is key to business decision-making, compliance, modernisation and innovation. For many in financial markets, integrating data across the enterprise and making it available and actionable to everyone who needs it is extremely difficult....

BLOG

SimCorp Urges a Holistic View of Buy-Side Retooling to Enable AI

You don’t have to scratch far below the surface of the artificial intelligence hype machine to see that many financial institutions are experiencing challenges in implementing the technology. Our own Data Management Insight annual preview in January of predictions for the coming year found that vendors and users alike reported the dawning of a realisation that, for...

EVENT

RegTech Summit New York

Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American 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...