Tuesday, May 12, 2009
The frailty of VaR
A great article from way back when in January by Joe Nocera of the New York Times. It looks at the frailty of VaR and should be required reading! Click here.
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About Me
- Richard Anderson
- I have two blogs running. One about work, governance and risk management. That is called Richard Anderson & Associates - the Blog. And one about photography: the Photographic Journey. There is next to no linkage between them! Work and hobby - the only link is me.
About this blog
The intention of this blog is to have a full and frank exchange of ideas on ERM - whatever we mean by that - and whatever else gets on to my website. Please contact me if you would like to discuss any further items or wish to start a discussion here.
For more about me see my LinkedIn profile, and for more discussion on some of these topics go to http://www.randerson-assocs.co.uk/ And of course, you can always follow me on Twitter (rcarca)
Kind regards
Richard Anderson
For more about me see my LinkedIn profile, and for more discussion on some of these topics go to http://www.randerson-assocs.co.uk/ And of course, you can always follow me on Twitter (rcarca)
Kind regards
Richard Anderson