Management of Negative Interest Rates in RiskMetrics RiskManager and BarraOne
Over the course of the last year and a half, several central banks including the European Central Bank and the Bank of Japan, have adopted negative interest rate monetary policies as a measure to reinvigorate their economies. Please join us for a discussion on the management of negative interest rates in RiskMetrics RiskManager and BarraOne and the ability to incorporate negative interest rates in analyses. During this webinar, we also provide a summary of the related enhancements released during the past year, as well as discuss future development plans.
- Background and the Challenges of Incorporating Negative Interest Rates in Analyses
- Current Status of Negative Interest Rate Modelling within RiskManager and BarraOne
- Future Development Plan and Schedule
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