Pablo Triana

This book was very interesting to me. I had recently learned to calculate VAR and I wondered what exactly to do with the number I came up with when I compared a couple of securities to each other.

Now I know! Whether you agree or disagree with the author's conclusion, it was still a good read. I don't know enough about this type of analysis to have an opinion either way. I do have experience calculating risk-based capital but not for an investment bank with much more liberal rules.