What we found on the web about RiskMetrics
RiskMetrics - Wikipedia, the free encyclopedia
The RiskMetrics variance model (also known as exponential smoother) was first established in 1989, when Sir Dennis Weatherstone, the new chairman of J.P. Morgan, asked for a daily ...
Coherent risk measure - Wikipedia, the free encyclopedia
Glyn Holton: The Case for Incoherence Controversial article that argues coherence is not a desirable property. "There are two types of risk metrics - coherent and incoherent.
RiskMetrics Group: CFRA Accounting and Legal Risk Research
CFRA is part of the RiskMetrics Group "New York, NY (July 2, 2007) – RiskMetrics Group, the world’s leading provider of financial risk management and ...
RiskMetrics Group - Company Profile on LinkedIn
This is the limited version of the RiskMetrics Group company profile: Join LinkedIn or Sign In to see more information. RiskMetrics Group (NYSE: RMG) is a leading provider of risk ...
RiskMetrics
RiskMetrics was a free service offered by JP Morgan in 1994 to promote value-at-risk (VaR) as a risk management tool. At the time, VaR was used by some financial firms but was ...
RiskMetrics Group
70 of the 100 largest investment managers ; 42 of the 50 largest hedge funds; 43 of the 50 largest mutual fund companies; 16 of the 30 OECD central banks
Risk Metrics Balanced Scorecard (BSC) Metrics (KPI) Template for Excel
Developing an organization's risk management strategy consists of the following stages: Risk Identification (identifying and naming the risks); Risks Quantification (assessing the ...
Governance Bookstore | RiskMetrics Group
70 of the 100 largest investment managers ; 42 of the 50 largest hedge funds; 43 of the 50 largest mutual fund companies; 16 of the 30 OECD central banks
RMG: Summary for RISKMETRICS GROUP- Yahoo! Finance
Get detailed information on RISKMETRICS GROUP (RMG) including quote performance, Real-Time ECN, technical chart analysis, key stats, insider transactions, and the latest company ...
RiskMetrics Group - Risk & Governance Blog: RiskMetrics Releases 2009 ...
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The RiskMetrics variance model (also known as exponential smoother) was first established in 1989, when Sir Dennis Weatherstone, the new chairman of J.P. Morgan, asked for a daily report measuring and explaining the risks of his firm. Nearly four years later in 1992, J.P. Morgan launched the RiskMetrics methodology to the marketplace, making the substantive research and analysis that satisfied Sir Dennis Weatherstone's request freely available to all market participants.

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