JP Morgan is planning to expand the range of its RiskMetrics market risk measurement electronic data service to include 80 new volatility series on currency, fixed-income and equity markets and volatility estimates on the term structure of 11 commodities futures contracts, officials say. In addition, the bank is distributing Enhancements to RiskMetrics, a guide to applying a DaR (Dollar-at-Risk) risk measurement methodology to derivative instruments and industrial commodities.

The markets b

To continue reading...

You need to sign in to use this feature. If you don’t have a FX Week account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: