Fitch Ratings is moving closer to unveiling its new market risk valuation tool aimed at structured finance investors. The service, which is expected to launch in three months, offers buyers a market risk analysis of synthetic CDOs.

"We have done a lot in the area of surveillance but our products focus on credit risk, with this tool we aim to give more transparency on market risk," said Kimberly Slawek at Fitch. Slawek said that the market is so inundated with different credit risk products that investors now typically shift most of their attention to analyzing the market risk or the mark-to-market risk volatility in a trade.

Subscribe Now

Access to a full range of industry content, analysis and expert commentary.

30-Day Free Trial

No credit card required. Access coverage of the securitization marketplace, including breaking news updated throughout the day.