Articles

Amaranthus Extermino

26th November 2018 Editor 0

On September 19, 2006 the hedge fund Amaranth Advisors of Greenwich, Connecticut announced that it had lost $6 billion, about two thirds of the $9.25 billion fund in less than two weeks, largely because it […]

Articles

Building Your Wings on the Way Down

15th October 2018 Editor 0

Ray Bradbury famously defined “living at risk” as jumping off a cliff and building your wings on the way down. Too many financial risk managers who came late to the field think of risk as […]

Articles

Internal LGD Estimation in Practice

1st October 2018 Editor 0

Driven by a competitive market and motivated by the new Basel Capital Accord (Basel II), banks have put a lot of effort into development and improvement of their methods to assess the  creditworthiness of their […]

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