RM2006, The RiskMetrics 2006 Methodology
Research Paper
March 1, 2007
Preview
Since the publication of the RiskMetrics Methodology in 1994, RiskMetrics Group research has set the standard for financial risk management, defining the way risk is measured and managed.
The original (open-source) RiskMetrics Methodology has been proven and time tested in an everchanging financial market as the foundation of risk measurement, and is widely recognized by risk practitioners and regulators as the language of risk. With the benefit of more sophisticated knowledge of financial data, RiskMetrics Group has completely revisited the foundations of its risk framework and is pleased to introduce RiskMetrics 2006.
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