Start-Up Asset Manager Uses VAR For Emerging Market Fixed Income Portfolio

RISK MANAGEMENT

Two Wall Street veterans from the field of emerging market debt, J. Player Crosby and Ezra Zask, have launched an asset management company, Barrington Capital Management, that will focus on dollar-denominated debt from issuers in Latin America, Eastern Europe and Africa. With only $100 million in assets under management, the five-month-old firm is relatively small, but it is already resorting to some innovative portfolio management techniques, with a value-at-risk tool from Financial Enginee

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