Measuring and managing market, credit and Op risk [47]

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Bullet points include: Variety of models have been developed, including: Ratings-based models such as RiskMetrics’ CreditMetricsTM or Standard & Poor’s Portfolio Risk TrackerTM Equity-based models such as Moody’s-KMV Portfolio ManagerTM So-called mixture models such as Credit Suisse’s CreditRisk+TM

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