RiskMetrics Group has released a market risk management application for nonfinancial corporations, jointly developed with J.P. Morgan & Co.

CorporateMetrics performs risk calculations for earnings and cash flow volatility, commodity price shocks, and currency fluctuation. It also provides risk measurement methodologies, data sets, stress scenarios, historical data, long-term forecasts, and a software package called CorporateManager for risk analysis and reporting.

Alvin Lee, author of the CorporateMetrics technical document, said corporations look at risks over a longer term than a bank or a fund manager would, combining underlying business exposure with financial hedges.

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