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Crashes and Crises: Lessons from a History of Financial Disasters - Season 1 Episode 21 The London Whale and Value at Risk

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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."

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First Air Date: Aug 17, 2018

Last Air date: Aug 17, 2018

Season: 1 Season

Episode: 24 Episode

Runtime: 26 minutes

IMDb: 0.00/10 by 0.00 users

Popularity: 3.336

Language: English