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RiskMetrics 2006 Methodology

Measure and Forecast Risk Across a Broad Range of Time Horizons

With the benefit of more sophisticated knowledge of financial data, RiskMetrics Group has completely revisited the foundations of its risk framework and is pleased to introduce RiskMetrics 2006.

RM2006 Methodology has been designed to continue the RiskMetrics Group tradition of enabling risk evaluation across asset classes, securities, geographical areas and risk horizons. 

Benefits of RiskMetrics 2006 Methodology

RM 2006 Methodology can help you accurately measure risk:
  • Proven accuracy in both short-term (one day or one week) and long term (one year) time horizons
  • Developed and tested by leading risk modeling experts, and proven using rigorous analysis and modeling
  • Outperforms competing measures for all time horizons

The RM2006 Methodology is the industry's most robust framework for consistently and accurately measuring risk across a broad range of time horizons
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