Quant Congress: Bear Stearns breached structured credit limits, says former CRO

Kanwardeep Ahluwalia, now chief risk officer for financial markets at Swiss Re in London, was participating in a chief risk officer panel discussion about the lessons learned from the turbulence in the credit markets over the past year. He emphasised that internal portfolio limits were permitted to become dangerously relaxed at many firms between 2005 and 2007 while demand for structured credit products remained strong.

“In my personal experience, I’ve witnessed that as a market bubble keeps

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