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  "documentTitle": "Lehman Brothers | Investor Event Presentation Deck | 65 slides",
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  "authorName": "Lehman Brothers",
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  "presentationDate": "2007-08-01 00:00:00",
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  "notes": "The slide describes a specific risk management methodology used by Lehman Brothers.",
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      "kind": "list",
      "text": "Measures the potential loss the Firm can suffer due to forward settlements, financing and derivative transactions with its customers. The measurement is a three-step process",
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      "text": "Measure the potential exposure of all transactions over the appropriate time horizon\nAssign each counterparty a probability of default based on its internal credit rating and a recovery rate based its internal facility rating\nRun these inputs through the model to create a cumulative joint probability distribution from which we cut a tail",
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      "text": "Risk Analysis & Quantification",
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      "text": "Counterparty Credit Risk",
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