QuantSpeak

Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?

October 26, 2021 CQF Institute / Natalie Packham Season 1 Episode 1
Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?
QuantSpeak
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QuantSpeak
Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?
Oct 26, 2021 Season 1 Episode 1
CQF Institute / Natalie Packham

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.

Show Notes

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.