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.

Agenda Topics

• 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