Moody's Service Ties Together Economic, Regulatory Data
Moody's Analytics' new version 3.4 of its RiskFrontier portfolio management service now applies its metrics for economic capital changes to the regulatory capital changes necessary for Basel III compliance.
"If you're someone who uses economic capital to manage your exposures, concentration, risk and return, but you're obligated of course to manage your regulatory capital at the same time, historically those have always existed as separate realms," says Chris Shayne, head of portfolio products
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