3 Questions: Andrew Lo on JP Morgan’s multibillion-dollar trading loss

Thursday, May 31, 2012 - 16:18 in Mathematics & Economics

Earlier this month, heavyweight bank JP Morgan Chase announced it had lost at least $2 billion on a single trade — a figure that could grow as the firm struggles to unwind its position. The event has prompted a public airing of many questions: What went wrong, and why didn’t JP Morgan recognize the problem sooner? Should the bet be regarded as a risky proprietary trade, or a hedge designed to offset potential risks on other trades? And what will it take to prevent future blowups like this? MIT News spoke about the issue recently with Andrew Lo, the Charles E. and Susan T. Harris Professor of Finance at the MIT Sloan School of Management. Lo, an expert in financial markets, was recently named one of the world’s 100 most influential people by Time magazine. Q. You’ve suggested that to properly learn from financial mishaps, and properly regulate the industry,...

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