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VaR

So CEO Jamie Diamond admits JP Morgan’s new VaR Value at Risk model morphed into 4+ billion dollar loss?

So CEO Jamie Diamond admits JP Morgan’s new VaR Value at Risk model morphed into 4+ billion dollar loss? After today’s testimonial in a Washington Senate chamber, Diamond admitted this. Too bad they did not go into details to talk proprietary info? Anyone got any thoughts or ideas on this?  The power of quant modelling …

So CEO Jamie Diamond admits JP Morgan’s new VaR Value at Risk model morphed into 4+ billion dollar loss? Read More »

VaR model estimation of info based impact measure

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Here we grow again? Thanks to those who join QuantLabs.Net PREMIUM Membership with huge interest in our VAR (Value at Risk) market data

Here we grow again? Thanks to those who join QuantLabs.Net PREMIUM Membership with huge interest in our VAR (Value at Risk) market data Note this is according to our Feeburner stats. We are getting up to 2000 daily views on our data within our Quantlabs.net Premium. Who says it ain’t worth much? Working professionals really …

Here we grow again? Thanks to those who join QuantLabs.Net PREMIUM Membership with huge interest in our VAR (Value at Risk) market data Read More »

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