RiskMetrics
| dc.date.accessioned | 2021-09-24T14:19:32Z | |
| dc.date.available | 2021-09-24T14:19:32Z | |
| dc.identifier.uri | https://fif.hebis.de/xmlui/handle/123456789/1797 | |
| dc.description.abstract | 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. | |
| dc.rights | Attribution-ShareAlike 4.0 International | |
| dc.rights.uri | http://creativecommons.org/licenses/by-sa/4.0/ | |
| dc.title | RiskMetrics | |
| dc.type | Research Data | |
| dc.identifier.url | https://en.wikipedia.org/wiki/RiskMetrics |
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