BETWEEN THE LINES
BETWEEN THE LINES
RISK TOOL GOES ON THE WEB
State Street and JP Morgan upgraded their VaR Calculator to allow fund sponsors to conduct stress testing and scenario-based analysis with data from the Internet that is updated monthly.
VaR Calculator is a risk management tool that helps institutional investors measure value-at-risk, and was introduced by the companies in January. VaR is defined as the maximum value a fund could lose in a given time.
THOMSON PERASCOPE OFFERS MOBIUS DATA
Thomson Investment Software has
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