Bank risk manager of the year: Goldman Sachs
By recent standards, market risk was in remission for most of 2012 – the Vix index of implied volatility on S&P 500 options had its most subdued year since the start of the crisis, and bank value-at-risk levels were also down dramatically. For risk managers at Goldman Sachs, this lull presented a danger all of its own.
“It’s a fairly simple observation that because volatility is so low, VAR models
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