JP Morgan is planning to expand the range of its RiskMetrics market risk measurement electronic data service to include 80 new volatility series on currency, fixed-income and equity markets and volatility estimates on the term structure of 11 commodities futures contracts, officials say. In addition, the bank is distributing Enhancements to RiskMetrics, a guide to applying a DaR (Dollar-at-Risk) risk measurement methodology to derivative instruments and industrial commodities.

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