LTCM Collapse Highlights Limits Of Risk Technology In Asset Management

RISK MANAGEMENT

GREENWICH, Connecticut--The high profile collapse and bail-out of Long-Term Capital Management (LTCM) highlights the shortcomings of cutting-edge trading and risk management systems: Namely, such systems are no guarantee of safety in today's financial markets, according to industry observers contacted by Investment Management Technology. LTCM's failure came despite its mathematical and technological expertise, and it demonstrates that even the most sophisticated risk models have built-in

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