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From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM To deal with future correlation crises, the author suggests the implementation of ‘’quanlitative analysts’’ ...- Authors: Stephane Loisel
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models
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From Liquidity Crisis to Correlation Crisis, and the Need for “Quanls” in ERM
From Liquidity Crisis to Correlation Crisis, and the Need for “Quanls” in ERM The liquidity crisis and the insufficient depth of the market led to a strong correlation crisis: many risks that ...- Authors: Stephane Loisel
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management