QuantSpeak
QuantSpeak
CQF Institute
Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?
42 minutes Posted Oct 26, 2021 at 1:00 pm.
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QuantSpeak 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.