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Evaluating Risk In Current Markets

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Barry Schachter
Barry Schachter

An overview of the problems of risk measurement in the current crisis.

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Value at Risk: Evaluating Risk in the Current Market Crisis Barry Schachter for presentation November 12, 2008
Risk Management Crisis ,[object Object]
Valuation Failure ,[object Object]
Risk Measurement or Mysticism? ,[object Object]
Risk Measurement or Mysticism? ,[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],Overview and Summary
[object Object],[object Object],[object Object],Risk Measurement 101 Value at Risk (“VaR”)
[object Object],[object Object],[object Object],[object Object],Risk Measurement 101 VaR VaRieties
[object Object],[object Object],[object Object],Risk Measurement 101 – Scenario Stress Testing
A Pause to Reflect Before Proceeding ,[object Object],[object Object],[object Object]
The Love/Hate Relationship with VaR – What’s Wrong With VaR? ,[object Object],[object Object]
The Love/Hate Relationship with VaR – What’s Wrong With VaR? ,[object Object],[object Object],[object Object],[object Object]
The Love/Hate Relationship with VaR – What’s Wrong With VaR? ,[object Object],[object Object],[object Object],[object Object]
The Love/Hate Relationship What Have We Learned Recently? ,[object Object],[object Object]
The Love/Hate Relationship What Have We Learned Recently? ,[object Object],[object Object]
The Love/Hate Relationship What Have We Learned Recently? ,[object Object],[object Object]
The Love/Hate Relationship What Have We Learned Recently? ,[object Object],[object Object]
The Love/Hate Relationship What Have We Learned Recently? ,[object Object],[object Object],[object Object]
Who’s Sorry Now? – The Blame Game ,[object Object]
Who’s Sorry Now? – The Blame Game continued ,[object Object]
Who’s Sorry Now? – The Blame Game continued ,[object Object]
Will Scenarios Save Us? ,[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],Conclusion

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Evaluating Risk In Current Markets

  • 1. Value at Risk: Evaluating Risk in the Current Market Crisis Barry Schachter for presentation November 12, 2008
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