Source: https://www.linkedin.com/feed/update/urn%3Ali%3Ashare%3A6763250728703201280
Why the #HedgeFunds Blew Up? 8 Years Advancing #BeyondVaR #Models:
J.P. Morgan Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical #ModelRiskManagement: How to Manage #Risk (After #RiskManagement Has Failed) for Hedge Funds: https://lnkd.in/eYBKP9G
This didn’t start with #GameStop. It started a long time ago… Even before that… Check out prior to #Tesla #MeltUp: #GammaWhale: https://lnkd.in/edxH-se preceding #GammaSqueeze: https://lnkd.in/ei5b7yQ :
Because these hedge funds were losing so much money on their short trades, they attempted to lower their risk profile, as determined by a formula called Value at Risk…
Avoiding #ValueAtRisk #BlowUps: Beyond #VaR:
J.P. Morgan: #Bayesian vs. #VaR: https://lnkd.in/eYBKP9G
Princeton University: ModelRiskArbitrage.com
#ModelRiskManagement: https://lnkd.in/eDE4UTr
#ModelRiskArbitrage: https://lnkd.in/euWCMmX
CFA Institute Keynote: Goldman Sachs & J.P. Morgan:
#AutoML #ModelRiskManagement: https://lnkd.in/ech3rhN
National Association of Insurance Commissioners (NAIC): https://lnkd.in/ea27wsh : #Network #Security #CyberVaR Thesis: https://lnkd.in/eQc_gzw
PRMIA – Professional Risk Managers’ International Association: Northwestern University – Kellogg School of Management:
https://lnkd.in/e7Jbzpx
