From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM

Stéphane Loisel (1)

1 SAF - Laboratoire de Sciences Actuarielle et Financière

Domaines: Economies et finances; Gestion des risques [q-fin.RM]

Stéphane Loisel. From Liquidity Crisis to Correlation Crisis, and the Need for ''Quanls'' in ERM. Risk Management: The Current Financial Crisis, Lessons Learned and Future Implications, SOA, CAS and CIA, pp.75-77, 2008. ⟨hal-00379422⟩