Browsing: Amaranth

Posts Tagged ‘ Amaranth ’

Til and Heckinger on Commodity Debacles, Part II

Aug 6th, 2017 | Filed under: Newly Added, Due Diligence Process, Personalities in AI, Risk Management & Operations

A new paper available at SSRN looks at two infamous commodity industry melt-downs: Amaranth and MF Global. It offers a diagnosis of each. The paper is co-authored by Hilary Till, of EDHEC – Risk, and Richard Heckinger, of the Working Group on Financial Markets, Federal Reserve Bank of Chicago. InRead More