FRSGlobal

Wall Street Journal Europe, August 2009 - Memories of Lehman Fade From a Key Measure of Risk

The VAR model still determines the behavior of many banks and, as the Lehman volatility falls out over time, these banks will feel safer," said Selwyn Blair-Ford, senior domain expert at FRSGlobal, which advises financial firms on risk and regulatory issues.

Read the full article, courtesy of Wall Street Journal »