Moody’s KMV upgrades portfolio management tool

According to Jeff Bohn, managing director at Moody’s KMV, the new version - Porfolio Manager 2.2 - provides quicker analysis and prediction of correlated losses. Bohn believes some simulation run times could be reduced from hours to minutes. The improvement allows users to increase the amount and breadth of analysis they perform, for example, enabling them to run simulations each time there is a change in the portfolio.

The new version also features data integration with RiskCalc, a Moody’s KMV

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