For people who would like to discuss what is going on in the world of Risk Management.
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.
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.
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)
1 comment:
Risk Management Bank need VaR
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