RiskMetrics Group
Risk Management RiskMetrics Labs ISS Governance Services Financial Research & Analysis
RiskMetrics Journal Summer 2001
The One-Factor CreditMetrics Model In The New Basel Capital Accord
by Christopher C. Finger
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Term Structure Estimation for U.S. Corporate Bond Yields
by Jerry Yi Xiao
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Risk Budgeting for Corporate Bond Portfolios
by Jorge Mina
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Comparing Methods To Approximate Mortgage-Backed Security VaR
by Thomas K. Ta, Willam F. McCoy
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