Crashes and Crises: Lessons from a History of Financial Disasters - Season 1 Episode 21 The London Whale and Value at Risk
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."
Year: 2018
Genre:
Country:
Studio: The Great Courses
Director: Connel Fullenkamp
Cast: Connel Fullenkamp
Crew:
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
Season
Season 1
Episode
Fintech, Crypto, and the Future of Disaster
The Con Men Charles Ponzi and Ivar Kreuger
A Boom in Busts
The Tulip Bubble
The South Sea Bubble
The Mississippi Bubble
Holes in the Ground: Mining Stock Frauds
The Panic of 1907
Hyperinflation in Germany and Zimbabwe
The Crash of 1929
The Great Contraction of 1931-1933
The Savings and Loan Crisis
The Crash of 1987
Japan's Lost Decade
Bankers Trust Swaps
Asia, Greece, and Global Contagion
The Orange County, California, Bankruptcy
The Dotcom Bubble
Rogue Traders at SocGen and Barings
Unhedged! Long-Term Capital Management
The London Whale and Value at Risk
The Goldilocks Economy and Three Bads
Subprime Debt and the Run on Wall Street
China's Shadow Banks