Ms Ho Ching's speech about Temasek's loss

Posted: July 31, 2009 by fievel in Labels: ,
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Note the Value-at-Risk portion...I really hope she will come out and address how come their VAR model is using a 16% tail and not 1% - 5% as per usual practice.


http://ftalphaville.ft.com/blog/2009/07/29/64376/when-is-an-swf-not-an-swf/




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