VAR
10 Questions JPMorgan’s Board of Directors Should be Asking
Submitted by Dan Thompson on Mon, 05/14/2012 - 1:25pm- Credit Default Swaps
- Credit Default Swaps
- Dodd-Frank
- Dodd-Frank
- Hedging
- Hedging
- Jamie Dimon
- Jamie Dimon
- JPMorgan
- JPMorgan
- Long Term Capital Management
- Long Term Capital Management
- LTCM
- LTCM
- Proprietary Trading
- Proprietary Trading
- Risk
- Risk
- Too Big to Fail
- Too Big to Fail
- Too Big To Manage
- Too Big To Manage
- Value at Risk
- Value at Risk
- VaR
- VAR
Author:
John Fullerton Much has been written about the trading—not hedging—debacle at JPMorgan. Jamie Dimon’s mea culpa is intended to head off deeper questions. No cover-up on his watch—get out in front, be direct, deal with it, move on. Right? Not so fast.
From Risk to Uncertainty
Stress-test complacency will be a cause of the next financial meltdown.
Economic commentators have been increasingly using the word "uncertainty" of late. The context has included the business climate, the stimulate vs austerity debate, and forecasting the investment outlook across capital markets. Two examples:
"When businesses try to plan...or game out credit availability or the investment climate, they just don't know what it will look like. Uncertainty is a real killer." - Director of Government Affairs of the US Chamber of Commerce to the Financial Times
From Risk to Uncertainty
Submitted by John Fullerton on Mon, 08/09/2010 - 12:49pm
Author:
John Fullerton Stress-test complacency will be a cause of the next financial meltdown.
Economic commentators have been increasingly using the word "uncertainty" of late. The context has included the business climate, the stimulate vs austerity debate, and forecasting the investment outlook across capital markets. Two examples:
"When businesses try to plan...or game out credit availability or the investment climate, they just don't know what it will look like. Uncertainty is a real killer." - Director of Government Affairs of the US Chamber of Commerce to the Financial Times
