RiskMetrics Technical Document
GPTKB entity
Statements (13)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:technical_specification
|
| gptkbp:allows |
RiskMetrics
|
| gptkbp:focusesOn |
gptkb:Value_at_Risk
risk management market risk |
| https://www.w3.org/2000/01/rdf-schema#label |
RiskMetrics Technical Document
|
| gptkbp:influenced |
risk management industry
|
| gptkbp:language |
English
|
| gptkbp:publicationYear |
1994
|
| gptkbp:publishedBy |
gptkb:J.P._Morgan
|
| gptkbp:usedFor |
financial risk assessment
|
| gptkbp:bfsParent |
gptkb:RiskMetrics_risk_assessment_model
|
| gptkbp:bfsLayer |
8
|