<![CDATA[portfolio]]> 2008-05-25T18:44:11+02:00 All Rights Reserved dzblog.com v0.2 http://jeromekerviel.dzblog.com/ daily 1 2005-10-31T01:47:49+01:00 emerzak. <![CDATA[le cas jerome kerviel]]> http://jeromekerviel.dzblog.com/article-242011.html 2008-05-25T18:44:11+02:00 2008-05-25T18:44:11+02:00 Rapport de synthèse du cas jerome kerviel.

L’Inspection]]> emerzak. <![CDATA[Capital Market Line]]> http://jeromekerviel.dzblog.com/article-215792.html 2008-02-10T06:43:16+02:00 2008-02-10T06:43:16+02:00 How Leeson Broke Barings part 3

The BoBS report notes "In each instance, the entries in the]]>

 emerzak. <![CDATA[The Security Market Line]]> http://jeromekerviel.dzblog.com/article-215546.html 2008-02-09T06:52:53+02:00 2008-02-09T06:52:53+02:00  How Leeson Broke Barings part 2

But Leeson's Osaka position, which was public knowledge since]]>

 emerzak. <![CDATA[covariance]]> http://jeromekerviel.dzblog.com/article-215277.html 2008-02-08T07:15:40+02:00 2008-02-08T07:15:40+02:00 How Leeson Broke Barings

]]> emerzak. <![CDATA[ minimum-variance frontier]]> http://jeromekerviel.dzblog.com/article-215073.html 2008-02-07T06:35:21+02:00 2008-02-07T06:35:21+02:00 Lack of supervision

emerzak. <![CDATA[isovariance]]> http://jeromekerviel.dzblog.com/article-214801.html 2008-02-06T07:02:25+02:00 2008-02-06T07:02:25+02:00

Market risk

]]> emerzak. <![CDATA[Multistage Stochastic]]> http://jeromekerviel.dzblog.com/article-214546.html 2008-02-05T07:09:03+02:00 2008-02-05T07:09:03+02:00

Credit risk

]]> emerzak. <![CDATA[Skewness]]> http://jeromekerviel.dzblog.com/article-214415.html 2008-02-04T16:08:32+02:00 2008-02-04T16:08:32+02:00
]]> emerzak. <![CDATA[Linear regresion]]> http://jeromekerviel.dzblog.com/article-214013.html 2008-02-03T06:46:35+02:00 2008-02-03T06:46:35+02:00 Adequate capital

There are two aspects to this issue - an institution]]> emerzak. <![CDATA[Standard Deviation]]> http://jeromekerviel.dzblog.com/article-213757.html 2008-02-02T06:58:26+02:00 2008-02-02T06:58:26+02:00 Senior management involvement

The crux of the Barings' collapse lay in]]>