RiskMetrics Group: White Papers

IRC Research Monthly
Tuesday, September 27, 2011 by RiskMetrics Group RiskMetrics comments on the Basel Committee's Incremental Risk Charge proposal, from both a practical and fundamental perspective. With a set of broad principles defined, we question whether...

Z-Metrics White Paper
Tuesday, September 27, 2011 by RiskMetrics Group Z-Metrics allows investors and creditors to evaluate the creditworthiness of non-financial companies by providing default probabilities and credit ratings for each individual...

RMB case study
Tuesday, September 27, 2011 by RiskMetrics Group Learn how RMB, the investment banking arm of FirstRand, one of South Africa's largest JSE-listed financial services groups, successfully built consistent risk frameworks that integrate market...

The big conversation
Tuesday, September 27, 2011 by RiskMetrics Group Risk management has rarely been a hotter topic but, as RiskMetrics Group's Lawrence Dunn tells Future Banking, the industry needs to look beyond the mathematics and build a culture around...