<a target="_blank" href="https://www.buzzsprout.com/twilio/text_messages/1877496/open_sms">Send us a text</a>QuantSpeak host, Dan Tudball, is joined by Professor Natalie Packham to discuss her recent research on the 'London Whale' incident of 2012 and how a new correlation-based approach could have helped prevent over $6 billion in losses.

Send us a text QuantSpeak host, Dan Tudball, is joined by Professor Natalie Packham to discuss her recent research on the 'London Whale' incident of 2012 and how a new correlation-based approach could have helped prevent over $6 billion in losses.

<a href="https://www.buzzsprout.com/twilio/text_messages/1877496/open_sms" rel="noopener noreferrer">Send us a text</a>QuantSpeak host, Dan Tudball, is joined by Professor Natalie Packham to discuss her recent research on the 'London Whale' incident of 2012 and how a new correlation-based approach could have helped prevent over $6 billion in losses.

Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?

Expert insights from quants for quants. Listen to QuantSpeak to hear from thought leaders in quant finance as they share their insights into the latest research and industry practice. QuantSpeak is created by the CQF Institute. Part of Fitch Learning, the CQF Institute is the awarding body for the Certificate in Quantitative Finance and provides a platform for educating and building the global quantitative finance community. Find out more at www.cqfinstitute.org

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Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?

Could Correlation-Based Risk Management Prevent 'London Whale' Size Losses?

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