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Václav & Me | 55 comments (55 topical, editorial, 0 hidden)
Re: Here is his response to mine... (none / 0)
Yes, he is in charge of a big chunk of risk model development for a large investment bank.

Can the last politician to go out the revolving door please turn the lights off?
by Carrie (migeru at eurotrib dot com) on Fri Jun 22nd, 2007 at 10:19:32 AM EST
[ Parent ]
Re: Here is his response to mine... (none / 0)
And will they ever disclose the new prudential requirements they get with his model to their share holders ? that is, if he gets a working VaR before the shit hits the fan and everybody knows they're broke ...

Pierre
by Pierre on Fri Jun 22nd, 2007 at 11:15:18 AM EST
[ Parent ]

Václav & Me | 55 comments (55 topical, 0 editorial, 0 hidden)
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