TITLE

Behind JPM's Big Loss: a Broken Risk Model

AUTHOR(S)
Horwitz, Jeff
PUB. DATE
May 2012
SOURCE
American Banker;5/17/2012, Vol. 177 Issue 77, p8
SOURCE TYPE
Trade Publication
DOC. TYPE
Opinion
ABSTRACT
The article opines the value-at-risk or VaR model, which JPMorgan Chase used to determine its risk exposure, is fundamentally flawed.
ACCESSION #
75341162

 

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