Crashes and Crises: Lessons from a History of Financial Disasters. Episode 21, The London Whale and Value at Risk.

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Material type: Film

FilmPublisher number: 11803224 | KanopyPublisher: The Great Courses, 2018Publisher: [San Francisco, California, USA] : Kanopy Streaming, 2020Description: 1 online resource (streaming video file) (29 minutes): digital, .flv file, soundContent type:

two-dimensional moving image

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computer

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online resource

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Education films.

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Connel FullenkampSummary: 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."

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Connel Fullenkamp

Originally produced by The Great Courses in 2018.

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."

Mode of access: World Wide Web.

In English