Lehman Brothers
risk management integrated framework event risk measures stress and gap risks which go beyond potential market risk losses we measure these risks using statistically measurable stress analyses which capture losses associated with downgrades for high grade and defaults for high yield loans bonds and convertibles defaults for sub prime mortgage loans property value losses on real estate dividend risk for equity derivatives deal break risk for merger positions gap risk for fund derivatives | Lehman Brothers
Company
Deck Type
Sector
Industry
Deck date
August 2007
Slide
27 of 65
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