Moody’s Analytics Adds Relative Risk Analysis to RiskFrontier

Moody’s Analytics, a leader in enterprise risk management solutions, today announced the release of RiskFrontier 2.6, its portfolio management and economic capital calculation solution for banks, insurance companies, asset management firms and corporations. The update introduces Relative Risk Analysis, also known as Relative VaR Analysis, which allows risk managers to compare portfolio performance against a benchmark portfolio or index. Also included is GCorr 2010, an update to Moody's Analytics forward-looking multi-factor asset correlation model. GCorr 2010 shows asset correlations subsiding from the levels observed over the past three years.

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