TITLE:
JP Morgan's Risk Metrics
AUTHORS:
J.P. Morgan
OTHER TITLES:
Datametrics
SUBJECT CATEGORIES:
Business and Economics -- Business and Management
SUBJECT KEYWORDS:
Risk management
Market risks
Foreign exchange
Capital market
Swaps (Finance)
Bonds
SITE INCLUDES:
RiskMetrics comprises a set of consistently calculated volatilities and correlation forecasts for use as inputs to estimate market risks. It includes new markets and commodities, government bonds, money markets and swaps, foreign exchange, and equity indices. It also covers volatility estimates on the term structure of 11 commodities futures contracts and on fixed income, equity and currency markets. Total of 31 of countries are covered to varying degrees.Return to top