A new VAR terminology

risk-davidrowe-gif

I can quite reasonably claim to have entered financial risk management at its creation, having made a major career change from macroeconomic forecasting to quantitative financial risk management at the end of 1986. Basel I had been floated and was being actively discussed, while interest rate and foreign exchange derivatives volumes were growing rapidly. Perhaps most importantly, a series of large, public and highly embarrassing losses were about to emerge and to continue intermittently for the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: