Posts Tagged: VaR

System working well: Send more money. Or so goes the “successful” roulette player’s apocryphal telegram home.Securities Industry News logo

Today, you might be forgiven for assuming this was a message from an investment manager pleading for more money from its clients. The market meltdown that began three years ago certainly caught most investors and market professionals by surprise Read more…

The financial crisis has provoked a lot of naval gazing and blame in different proportions. One of the factors that got a lot of blame was “Value at Risk” or “VaR” for short. This statistical measure was presented by some as a cure-all for identifying areas of risk and so when things went badly wrong Read more…