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The RiskMetrics variance model (also known as exponential smoother) was first established in 1989, when Sir Dennis Weatherstone, the new chairman of J.P. Morgan, asked for a daily report measuring and explaining the risks of his firm. Nearly four years later in 1992, J.P. Morgan launched the RiskMetrics methodology to the marketplace, making the substantive research and analysis that satisfied Sir Dennis Weatherstone's request freely available to all market participants.

Attributes	Values
rdf:type	Thing
rdfs:label	RiskMetrics (en)
rdfs:comment	The RiskMetrics variance model (also known as exponential smoother) was first established in 1989, when Sir Dennis Weatherstone, the new chairman of J.P. Morgan, asked for a daily report measuring and explaining the risks of his firm. Nearly four years later in 1992, J.P. Morgan launched the RiskMetrics methodology to the marketplace, making the substantive research and analysis that satisfied Sir Dennis Weatherstone's request freely available to all market participants. (en)
name	RiskMetrics Group (en)
sec cik	1295172 (xsd:integer)
dcterms:subject	Actuarial science Financial risk modeling
Wikipage page ID	8304736 (xsd:integer)
Wikipage revision ID	995160479 (xsd:integer)
Link from a Wikipage to another Wikipage	Monte Carlo algorithm Dennis Weatherstone Variance Downside risk Marketplace Standard deviation Actuarial science Correlation Multivariate normal distribution MSCI EAFE Statistical model Normal distribution Market exposure Harry Markowitz J.P. Morgan & Co. J. P. Morgan Financial risk modeling Black swan theory Coherent risk measure Nassim Taleb Risk management Value at risk Volatility (finance) The Black Swan (Taleb book) Expected shortfall NYSE Philippe Jorion Risk metric Risk measure Value-at-Risk
Link from a Wikipage to an external page	http://ideas.repec.org/p/fip/fedgfe/2001-27.html https://www.msci.com/www/research-paper/how-historical-simulation-made/018350706 http://www.riskmetrics.com/publications/techdocs/pracovv.html http://www.riskmetrics.com/publications/techdocs/r2rovv.html http://www.riskmetrics.com/publications/working_papers/rm2006.html https://web.archive.org/web/20080918215723/http:/www.riskmetrics.com/rmcovv.html
sameAs	RiskMetrics RiskMetrics RiskMetrics
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has abstract	The RiskMetrics variance model (also known as exponential smoother) was first established in 1989, when Sir Dennis Weatherstone, the new chairman of J.P. Morgan, asked for a daily report measuring and explaining the risks of his firm. Nearly four years later in 1992, J.P. Morgan launched the RiskMetrics methodology to the marketplace, making the substantive research and analysis that satisfied Sir Dennis Weatherstone's request freely available to all market participants. In 1998, as client demand for the group's risk management expertise exceeded the firm's internal risk management resources, the Corporate Risk Management Department was spun off from J.P. Morgan as RiskMetrics Group with 23 founding employees. The RiskMetrics technical document was revised in 1996. In 2001, it was revised again in Return to RiskMetrics. In 2006, a new method for modeling risk factor returns was introduced (RM2006). On 25 January 2008, RiskMetrics Group listed on the New York Stock Exchange (NYSE: RISK). In June 2010, RiskMetrics was acquired by MSCI for $1.55 billion. (en)
prov:wasDerivedFrom	wikipedia-en:RiskMetrics?oldid=995160479&ns=0
page length (characters) of wiki page	11956 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:RiskMetrics
is Link from a Wikipage to another Wikipage of	EMLE Moody's Analytics MSCI EAFE Quantitative analysis (finance) RiskMetrics Group Riskmetrics Charles River Laboratories Coherent risk measure Autoregressive conditional heteroskedasticity Financial econometrics Paco Nathan Risk measure
is Wikipage redirect of	RiskMetrics Group Riskmetrics
is foaf:primaryTopic of	wikipedia-en:RiskMetrics

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