Report title: Fitch Risk and Performance Monitor
from Fitch Research
5 page (1961 word) report published Nov 03, 2009

Price $165.00 available for immediate download
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About Fitch Research

...CDS Implied Rating Methodology Document, July 13, 2007 Equity Implied Ratings And Probability Of Default Model Methodology Document, July 13, 2007 Study: CDS Implied Ratings vs. Spot Implied Ratings FitchSolutions' Probability Of Default Index, December 2008 The contents of this commentary are the result of a periodic analysis of recent credit default swap (CDS) market activity and results generated by Fitch's proprietary Market Implied Ratings models. All data presented in this report is derived from CDS prices provided by Fitch's CDS Pricing Service and Market Implied Ratings models. The contents of this commentary are not indicative of the opinions, commentaries, or analyses of Fitch Ratings' analysts and, therefore, are separate and distinct from rating analyst activity, actions, and opinions. All references to CDS pricing and CDS market implied ratings are as of Oct. 30, 2009....

Report Type: General Comment
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