Ultimate access to all questions.
Upgrade Now 🚀
Sign in to unlock AI tutor
A
LTCM had no active risk reporting.
B
LTCM’s stress testing became a risk management department exercise that had little influence on the firm’s strategy.
C
LTCM’s use of high leverage is evidence of poor risk management.
D
LTCM failed to account properly for the illiquidity of its largest positions in its risk calculations.
