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Do Market Risk Management Techniques Amplify Systemic Risks? -- IMF Global Financial Stability Report, Chapter 2. September 2007.
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Document Date: 2007-10-12 14:07:58

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File Size: 511,61 KB

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Company

JPMorgan / Bloomberg L.P. / Long-Term Capital Management / /

Continent

Asia / /

Currency

USD / /

Event

Product Release / Man-Made Disaster / /

IndustryTerm

market risk systems / market risk management systems / less well-developed risk management systems / bank regulatory market risk capital / risk management systems / investment banks / insurance / investment bank / /

MarketIndex

S&P Volatility / VXY / Merrill Lynch Option Volatility Estimate / /

Organization

European Central Bank / G-7 / Bank of England / International Monetary Fund / /

Person

Jon Danielsson / Yoon Sook Kim / John Kiff / Paul Mills / Laura Kodres / Ulrich Klueh / /

Position

rt / representative / /

Product

VaR / /

Region

Latin America / /

Technology

simulation / /

SocialTag