Infrequent MtM reduces neither value-at-risk nor backtesting exceptions
Frequency of repricing impacts volatility and correlation measures
Source: risk.net
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Mixed Metaphors: Applause for the TY Danjuma family
One of her projects had been the TY Danjuma Foundation, on the board of which she served and for which she travelled to Nigeria frequently.
Source: punchng.com
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John Corry, former Times reporter and TV critic, dies at 89. He wrote about an infamous Connecticut murder.
John Corry, a former culture news reporter and television critic for The New York Times whose investigative articles helped clear a young man wrongly convicted of killing his mother and disputed plagiarism allegations against bestselling author Jerzy Kosinski, died Saturday in his home in New York City. He was 89.
Source: courant.com
John Corry, Former Times Reporter and TV Critic, Dies at 89
Among his best known articles were one that helped clear a man of killing his mother and one that disputed plagiarism charges against Jerzy Kosinski.
Source: nytimes.com