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  • Living With Actuarial Black Swans—A Discussion With Nassim Nicholas Taleb
    at full value - anchored to the book value of the loan. The solution to the problem is to use mark-to-market ... instead of having no volatility and then experiencing a Black Swan event. Catastrophic risk;Conditional ...

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    • Authors: Benjamin Steward Wadsley
    • Date: Aug 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Financial management; Finance & Investments>Banking - Finance & Investments