Social Sharing
Extended Viewer
1996 RiskMetrics Technical Document
Jan 9, 1997
A much-cited classic in the field of risk management.
This Technical Document provides a detailed description of RiskMetrics, a set of techniques and data to measure market risks in portfolios of fixed income instruments, equities, foreign exchange, commodities, and their derivatives issued in over 30 countries. This edition has been expanded significantly from the previous release issued in May 1995.
Download