This content is from: Portfolio J.P. Morgan’s Trading Debacle: Don’t Blame VaR Just Yet Although the widely used risk management model has plenty of flaws, it may not be responsible for what went wrong at J.P. Morgan — notwithstanding CEO Jamie Dimon’s assertions. By David Adler May 14, 2012
This content is from: Premium VaR Enough? Risk analysts and managers are criticizing overdependence on Value at Risk models. By Irwin Speizer May 21, 2008
Sponsored OpenLink Chooses Step Logic As VAR Open Link Financial has entered an agreement with Step Logic. July 21, 2011
This content is from: Premium Putting VaR in its place The widespread risk management tool has its uses, but there’s renewed focus on liquidity risk & concentrated trades. September 22, 2009
This content is from: Portfolio Should Value at Risk Be Abandoned Entirely? Many banks are still using the risk measure, known as Value at Risk (VaR), despite its failure leading up to the 2008 financial meltdown. By Charles Wallace December 14, 2011
Sponsored Amundi Mulls Fee Cut For HF-Style Portfolio Amundi Asset Management is planning to reduce the performance fee of its hedge-fund-style portfolios. June 01, 2011
