Lehman Brothers Liquidity Run
3 mins read Timeline February 2007: Lehman share price reaches all-time high of $86. 13th March 2007: Stock market suffers largest one-day drop
3 mins read Timeline February 2007: Lehman share price reaches all-time high of $86. 13th March 2007: Stock market suffers largest one-day drop
5 mins read Between 2003 and 2004 Lehman Brothers acquired five mortgage lenders including the subprime originator BNC Mortgage LLC and Alt- A
< 1 min read Timeline 20 December 2007: BS records 4th quarter loss, writes down mortgage assets of $1.9 billion. Sued by Barclays for
< 1 min read Repricing limits Repricing limits are set for interest rate management. These limits control exposure by controlling the volume or amount
2 mins read Other Limits Duration Limits Duration measures the sensitivity of the price of the product/ value of the portfolio to changes
3 mins read Value at Risk Limits The company would need to decide on the level of VaR based on the risk appetite