FEA Launches On-Line Dataset Service for Value-at-Risk Calculation

FEA VaRessentials datasets provide G-25 volatilities and correlations calculated according to the standards provided by RiskMetrics® guidelines. ‘Our primary goal in developing the VaRessentials service is to provide an inexpensive and reliable source of volatility and correlation datasets to professional risk managers,’ said Laurent Birade, FEA Vice President of Sales and Marketing. ‘While there exist similarities between the VaRessentials service and a dataset product which RiskMetrics cancelled last year, the FEA VaRessentials service is not an exact replica. Rather, we designed the service to ease the technology-intensive nature of managing enterprise risk.’

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