• Votes for this article no votes for this yet
  • Dashboard Insight Newsletter Sign Up

Moody’s Analytics Adds Relative Risk Analysis to RiskFrontier

Thursday, January 20, 2011

Moody’s Analytics, a leader in enterprise risk management solutions, today announced the release of RiskFrontier 2.6, its portfolio management and economic capital calculation solution for banks, insurance companies, asset management firms and corporations. The update introduces Relative Risk Analysis, also known as Relative VaR Analysis, which allows risk managers to compare portfolio performance against a benchmark portfolio or index. Also included is GCorr 2010, an update to Moody's Analytics forward-looking multi-factor asset correlation model. GCorr 2010 shows asset correlations subsiding from the levels observed over the past three years.

Article sourced from www.businesswire.com, click here to read full story.

Tweet article    Stumble article    Digg article    Buzz article    Delicious bookmark      Dashboard Insight RSS Feed
 
Other articles by this author

Discussion:

No comments have been posted yet.

Site Map | Contribute | Privacy Policy | Contact Us | Dashboard Insight © 2017