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Not only was every VAR system incorrect ex-post, but they were totally inappropriate In fact much like portfolio insurance in 1987, the prevalence and apparent statistical comfort that VAR gave people probably increased the size and the risk of the exposure that banks were willing to take exante It would be interesting to see an academic exercise [S]ystematically what were the consequences of having so many participants using, effectively, the same stop loss programs Of course, it s ironic that JPMorgan, as the progenitor of VAR, had to take such a large haircut recently against its positions in the Asian marketplace What happened Where was that vaunted 24-hour system so widely advertised and even sold to others As for the early philosophical debate (that included Stan Jonas above ruminations), which indelibly and presciently highlighted the potential for trouble and ineffectiveness, let s concentrate on that now.

no Smythe and no sharing, but the victim would only learn of that after he d been scammed. Van Clarke transferred his share of the funds in February not to the London law rm demanding payment, but to an account in Hong Kong in the name of Fund Mind Investments, Ltd.

Interestingly enough, the most in uential conversations about VaR took place at the very beginning, just as VaR was being gloriously crowned as the de facto risk measure by regulators worldwide The exchange between Nassim Taleb (then a quantitative trader who had just published his applied option hedging opus) and Philippe Jorion (then as now an academic, who had recently published his VaR opus) in 1996 remains a lessons- lled classic Being interviewed by a then top-notch e-derivatives magazine, Taleb came on swinging: VAR has made us replace about 2,500 years of market experience with a co-variance matrix that is still in its infancy We made a tabula rasa of years of market lore that was picked up from trader to trader and crammed everything into a co-variance matrix Why So a management consultant or an unemployed electrical engineer can understand nancial market risks.

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To me, VAR is charlatanism because it tries to estimate.

Prabhat Kumar, CFE, CA, FCA, DIFA, is chief consultant with Alliance IFA (M) Sdn. Bhd. and has more than 18 years of experience in auditing, accounting and nancial expertise. He has extensive experience of investigation and forensic accounting goes with the clients in Singapore, Malaysia, Cambodia and Brunei. Prabhat has been involved in the training of law enforcement of cers from Royal Customs Malaysia on a regular basis, since 2005 and is a frequent seminar presenter across South and South East Asia on topics including fraud, evidence management, expert testimony and economic damage quanti cation. He has authored a book titled The Accountant as an Expert Witness.

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Although there is no objective answer to the question of what constitutes a paradigm shift in market dynamics, for the purposes of this book I will 185

Comparing the Response of Men and Women TMD symptoms are less likely to resolve for women than for men.

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Buchan: But the same may not hold if you are considering multiple market neutral strategies. In general, the value-addeds are much less correlated across market neutral managers than across long-only equity managers. The reason is there are many more styles of market neutral investing (over 20) than there are of equity investing (growth vs. value, large cap vs. small cap). As long as the managers have the same expected return, one can lower the risk of an overall fund more by using many market neutral managers than by using many long-only equity managers.

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44 Pandemonium: The Landscape of the Social Web more meaningful. You can sponsor a site or community and associate your brand with it, but don t expect to control the dialogue.