JPM Releases Creditmetrics Specification To Select Few

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JP Morgan has distributed a technical specification document for its forthcoming credit risk management service, dubbed Creditmetrics.

The document has only been released to a select group of software development houses, all of whom have had to sign strict non-disclosure agreements.

Creditmetrics is an extension of JP Morgan's Riskmetrics methodology for market risk estimation. The bank's plan to launch a credit risk companion to its existing market risk service were revealed exclusively in RMO la

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