Moody's Analytics Upgrades RiskFrontier for Sovereigns

Moody's Analytics has released version 3.0 of its credit-portfolio management and capital calculation solution, RiskFrontier.

Perhaps the most significant advancement with this release is the upgrade made to RiskFrontier's GCorr multi-asset correlation module to include "99.5" of sovereign debt that's been issued, officials tell BST. The sovereign correlation model has been integrated with the other models in GCorr - including worldwide corporates, retail and small- and medium-enterprises (SME)

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology 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 individual account here: