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NewsWhore
06-01-2012, 12:10 AM
JPMorgan's Iksil Said to Take Big Risks Long Before Loss (http://news.google.com/news/url?sa=t&fd=R&usg=AFQjCNEUFaKiq_71ygXRzXHyd6CwSCRCRQ&url=http://www.bloomberg.com/news/2012-06-01/jpmorgan-s-iksil-said-to-take-big-risks-long-before-loss.html)
Bloomberg
Washington Warning US banks were warned last year by the Office of the Comptroller of the Currency to closely scrutinize the possibility that computer models used to calculate VaR might not be properly designed or calibrated.

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