Evaluating Risk In Current Markets

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]

[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 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]

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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