Write a paper not more than 10 pages (5 pages theory and 5 pages analysis) on AIG CDS collapse. Its is corporate risk management class hence I want to add VAR in my paper.
following are the guidelines-
Write-up: Not more than 5 pages with up to 5 pages of tables, graphs or analysis as appropriate. Please organize the paper as follows:
1. Overview of the firm or topic
2. Detailed summary of the problem
3. Explain the associated risks (Credit, Market, Operational, Assimilation etc.)
4. Analyze impact of the associated losses (quantify as appropriate)
5. Lessons Learned
6. Wearing the Risk Manager's hat, explain what you would have done differently addressing the business problem or associated risk
7. Conclusion
8. Cite all references