Gifford Fong Associates to advise Fitch on revamping credit analysis
Rating agency Fitch has engaged Gifford Fong Associates, a Lafayette, California-based fixed-income analytics firm, to reassess its credit risk metrics and develop new rating methodologies for its structured finance and risk management activities.
Gifford Fong Associates will begin work by reviewing Fitch's collateralised debt obligation analytics. Improvements may include enhanced modelling of default probabilities, default correlations, integration of interest rates and credit risk and recovery rates.
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