Crashes and Crises: Lessons from a History of Financial Disasters Season 1 Episode 21 2018
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Explore a risk-management tool called value at risk, or VaR. Developed by economists at J. P. Morgan in the 1990s, VaR estimates the largest loss that a given investment strategy can be expected to sustain under normal market conditions. Chart the successes of this model - and its spectacular failure in an incident involving a high-rolling trader nicknamed the "London Whale."
- Released: 2018-08-17
- Runtime: 60 minutes
- Genre:
- Stars: Connel Fullenkamp
- Director:
- Source: Layarstar
