July 31, 2009

Ms Ho Ching's speech about Temasek's loss

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/




No comments:

Post a Comment