ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as Co-Chair, Center for Applied Quantitative Finance, Risk Research and Quantitative Solutions at SAS. Don’s focus at SAS is quantitative finance, credit risk, asset and liability management, and portfolio management for the most sophisticated financial services firms in the world.

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Largest Claims Against Lehman Brothers

09/24/2009 11:05 AM

One of the key questions policy makers have to answer about the “too big to fail” doctrine in financial services is “How big a mess do we have to clean up if we allow failure?”  Most commentators have focused on the consequences of preventing failure.  In this post, we focus on the consequences of allowing failure.  Thanks to Karen Brettell at Thomson Reuters, we list the largest claims filed as of today against Lehman Brothers.  To do your own search, see www.lehman-docket.com.

Donald R. van Deventer
Kamakura Corporation
Honolulu, September 25, 2009

 

ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as Co-Chair, Center for Applied Quantitative Finance, Risk Research and Quantitative Solutions at SAS. Don’s focus at SAS is quantitative finance, credit risk, asset and liability management, and portfolio management for the most sophisticated financial services firms in the world.

Read More

ARCHIVES