Which of the following was NOT a factor in the Long Term Capital Management case?

Posted by: Pdfprep Category: 8004 Tags: , ,

Which of the following was NOT a factor in the Long Term Capital Management case?
A . Inadequate separation of front and back offices
B . Model risk
C . Changes/breakdowns in historical correlations
D . Unwinding of liquid positions at the beginning of major losses

Answer: A

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