FIVE global investment banks have endorsed Creditmetrics, JP Morgan's recently launched framework for measuring the credit risks associated with a portfolio of loans and securities.
Bank of America, BZW, Deutsche Morgan Grenfell, Swiss Bank Corporation and Union Bank of Switzerland have all signed up as "co-sponsors" of Creditmetrics. The project's sixth co-sponsor is KMV Corporation, the San Francisco-based credit analytics vendor (see separate story, this issue).
Guy Coughlan, JP Morgan's Lo
The week on Risk.net, July 7-13, 2018Receive this by email