Barra joins crowded market for Merton models

Risk staff
01 Nov 2003

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The market for predicting bond defaults is getting increasingly crowded. It’s easy to see why. Some big investors in the US say anyone wishing to play the bond markets needs to take into account the outputs of these models if they want to stay on top of the game. And that creates more sales for model suppliers such as Moody’s KMV and RiskMetrics. The latest to enter the field is Berkeley, California-based Barra, which plans to release a competitor product next month.

Jean-Martin Aussant

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