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Risk Management

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* Moneyline Telerate provides its market-data feed, workstation and Internet customers with access to Salomon Analytics' Yield Book Calculator. * SAS will launch a new version of SAS Risk Management solution later this quarter. * Decisioneering and Dataskill partner to develop Stochastic Modeling Workbench.

Moneyline Telerate will now provide its market-data feed, workstation and Internet customers with access to Salomon Analytics' Yield Book Calculator for securities risk measurement. The Yield Book Calculator provides risk and value measures for fixed-income securities, as well as access to Salomon Smith Barney's historical price, yield and spread data and one-for-one or two-for-one swap analysis. The measurement tools values securities relative to government yield curves or swap curves suing data from the major bond markets. Yield Book Calculator tables can also be dragged and dropped into Microsoft Excel for additional analysis or reporting. Moneyline Telerate subscribers can access the Basic Calculator service for $150 per month per user or $500 per month per user for the Mortgage Calculator with data and analysis tools for the MBS, CMO, ARM and ABS markets in addition to all of the Basic Calculator functionality.

SAS will launch a new version of its SAS Risk Management solution later this quarter. Release 3.3 will include enhanced analytics to analyze and explore position and market data from trading operations faster and more accurately to determine overall risk exposure. A new Curve Analyzer component will enable users to interactively plot and explore risk factor curves and then to create scenarios of curve shifts and changes that can be used in scenario analyses. Other enhancements will better examine risk data from simulations and calculate more accurate at-risk measures including value-at-risk, credit-at-risk and earnings-at-risk.

Decisioneering and Dataskill have partnered to develop a Web-based risk-modeling environment called the Stochastic Modeling Workbench. SWM users can create and modify models in a local browser while accessing the power of stochastic and risk-analysis routines on a corporate server. SWM enables users to model scenarios graphically and hierarchically to reduce problems associated with maintaining an accurate model structure. The workbench runs from a central server and is accessed through a Web browser with a secure HTTP connection to allow analysts to share models remotely and coordinate project efforts.

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