Fitch Solutions
Fitch Solutions fuels better informed credit risk and strategy decisions with reliable data, insightful research and powerful analytics. Our teams provide crucial intelligence to help our clients to easily understand and interpret markets, so they can protect their organizations’ interests and help to grow profitability.
Clients benefit from accurate, granular and in-depth information, plus differentiated perspectives, especially in markets where information is hard to find and difficult to interpret. Information is structured and delivered to increase efficiency and optimize workflows, with the option to dive into the detail wherever necessary. Our products have won numerous awards, for the quality of our research, data, forecasting and technology.
The driving force behind our products is our people. Experienced analysts, dedicated data specialists and committed customer success teams across the globe work together to ensure we remain a trusted partner to our clients. Our goal is to add value to our clients’ work at every step of the way.
All content by Fitch Solutions
BASEL III – SCRA IMPLEMENTATION FAQ
The scale of the data management effort will depend on the size and geographic spread of a bank’s unrated portfolio, but will likely entail significant time and resources, which is why Fitch Solutions developed an SCRA data offering to meet this need. To help banks understand the challenge, Paul…
A sharper focus on credit risk | Accessing Basel III SCRA data
The final Basel III framework will usher in a more nuanced approach to credit risk assessment. To address the challenges and benefit from the attendant opportunities, organisations need to be able to gather and manage the necessary data.
Credit risk rethought: The new data imperative
The research report offers essential reading for anyone involved in counterparty credit risk analysis.
The Coming Storm: ‘BBB’ Corporates in a Potential Downturn
This Fitch Ratings white paper examines a portfolio of ‘BBB’ category corporate issuers in the U.S. and Europe in the context of differences in the composition and concentration of ‘BBB’ issuance; transition and default (T&D) patterns in past economic downturns; and issuers’ current leverage and…