RMVIRisk Management Volume Index
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In addition to the RMVI, the RiskMetrics Group is also releasing the RiskMetrics Global Correlation Index (RMCI), measuring the level of correlation between these same markets.
Interestingly, as the RMVI continues to remain at extremely high levels, the RMCI has come off sharply over the last four months," said Ethan Berman, Chief Executive Officer of the RiskMetrics Group.
Both the RMVI and the RMCI can be used by risk managers as valuable tools to assess the risks of financial markets at different points in time.