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Friday, October 19, 2012 - 09:06 IST
Morgan Stanley shows the ‘flaky’ side of model
BY Tracy Alloway / FT
Adjustment to value at risk reignites debate as the VaR models played a key role in the run-up to the recent financial crisis.
Morgan Stanley has reignited a debate over how investment banks measure daily trading risks after it adjusted its own benchmark of potential losses in a move that boosted its reported capital buffers.
The bank said that it had...
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RECENT COMMENTS
- 19 June 2013RaxitonVrishank, gr8 interview, met shailesh few months back and really impressed!
- 18 June 2013Vijay SambamurthionWith all due respect.....I disagree with most of this article! The author has cleverly employed rhetoric to make a...
- 18 June 2013ManishonSandeep, your article does not provide any substantial reasons on why marketplace is more difficult than inventory-led...
- 17 June 2013rj.sridhar@gmail.comonI think it's a bit of a chicken & egg. Is it the combination of some shady promoters plus lack of enough exits...
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