Market Hails Morgan Release Of Risk Management System


Bank FX executives in London reacted positively last week to JP Morgan's release of its internal market risk management system, RiskMetrics, into the public domain. The decision by Morgan to make its market risk measurement methodology and volatility calculations available free of charge meshes well with proposals by G-10 central bankers on risk disclosure published at the end of last month, say observers.

The RiskMetrics system incorporates a description of Morgan's methods for estimating

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