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Coherent Measures of Risk 435
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About GloriaMundi.org

Who is Gloria Mundi, anyway?
Not an obscure founder of risk management, but rather an old Latin idiom, "sic transit gloria mundi" (loosely translated, fame is temporary).

GloriaMundi was conceived and created by Barry Schachter in 1996.

With the encouragement of site users from many countries, the site has grown dramatically in depth and scope, now serving as a resource for the community of individuals interested in Value at Risk and more generally financial risk management.

 

Barry Schachter is currently Director, Quantitative Resources, for a large hedge fund. Previously he had served as Chief Risk Officer for three other hedge funds. He also has worked on the "sell side" in risk management. He was a Financial Economist in the Risk Analysis Division of the U.S. Office of the Comproller of the Currency. He also was an Economist (and acting Research Director) at the Commodity Futures Trading Commission. He began his career in academia, spending most of that period at Simon Fraser University.

Barry is a Fellow of the Program in Mathematics in Finance at the Courant Institute of NYU, and a member of the Advisory Board, and co-chair of the Education committee of the IAFE. He is a member of the Advisory Board of Accentus LLC, (a software company). He is currently the Editor-in-Chief of the Journal of Risk. He was a member of the former Blue Ribbon Panel of PRMIA. He has served on the Board of Directors of a start-up hedge fund. He is also the author of the (former) risk management blog, Bel Ranto.

In 2004, he edited "Intelligent Hedge Fund Investing", published by Risk Books,

In 2007, he co-edited "How I Became a Quant," published by Wiley Finance.

He occasionally publishes articles in professional and trade journals and speaks at professional conferences. Recent public speaking:

  • 28 November 2007 - NYU Stern School of Business, Derivatives Research Project Symposium
  • 31 October 2007 - PRMIA London Chapter seminar
  • 12 June 2007 - PRMIA Frontiers in Technology Symposium (New York)
  • 17 April 2007 - Guest lecturer, Risk Management, Courant Institute of Mathematices (New York)
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RECOMMENDED
Best Selling Books 2005
Risk and Asset Allocation
Intelligent Hedge Fund Investing
Copula Methods in Finance
Value at Risk: The New Benchmark..
An Introduction to Copulas
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