Film

Margin Call

2011 · 2011

One night on a trading floor as a firm decides to sell a book it knows is worthless. The best study anywhere of risk limits, a VaR breach and how bad information travels up a bank.

• Risk
• Markets
• Banking

1 idea from this film

• FrameworkRisk

  A risk limit is a decision about who has to be woken up

  A limit is an escalation rule: it decides when a problem must move up the firm, not just how big it may be.

  Markets and risk interviews, especially the question of what a risk function actually does.