Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?

26/10/2021 42 min Temporada 1 Episodio 1
Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?

Listen "Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?"

Episode Synopsis

Send us a textQuantSpeak host, Dan Tudball, is joined by Professor Natalie Packham to discuss her recent research on the 'London Whale' incident of 2012 and how a new correlation-based approach could have helped prevent over $6 billion in losses.