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.
More episodes of the podcast QuantSpeak
Capital Valuation Adjustments
02/10/2023
Vicarious Risk and the AI Revolution
25/05/2023
ESG and Shareholder Value
02/03/2023
ZARZA We are Zarza, the prestigious firm behind major projects in information technology.