The September 2008 collapse of Lehman Brothers was the 9/11 on Wall Street. Since then, the global risk landscape has changed and swings in the equity markets have become more volatile Now, a study of statistically significant changes in global financial risks and sharp increases in conditional Value-at-Risk after September 2008 has suggested a technically superior technique for effective risk management.
Accounting | Business | Finance and Financial Management
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Finance and Accounting
Risk management in a volatile market. (2012). Knowledge@SMU.
Available at: http://ink.library.smu.edu.sg/ksmu/73