JP Morgan Plans Credit Version Of Riskmetrics


JP Morgan is poised to extend its pioneering Riskmetrics VAR methodology to cover credit risk management, according to industry sources. Until now, the two-year old Riskmetrics service has only applied to market risk.

Sources say JP Morgan's risk analysts are now putting the final touches to a so-called portfolio credit management system based on Riskmetrics. The new service is expected to be launched by January of next year, these sources add.

The investment bank is looking to distribute the new

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

Next-generation technologies and the future of trading

At a webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here