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Monday, January 04, 2010

RISK AND REALITY: Part 1: Updating Our Prediction, One Year Later -- After The Fall Of Lehman Brothers


Risk and Reality
with Dr. Franco Oboni

International Risk Assessment & Mitigation Strategies Consultant
foboni@riskope.com
www.riskope.com
Riskope Risk and Crisis Management Blog: http://foboni.wordpress.com/

www.slideshares.net/foboni
www.youtube.com/foboni

Note: We at TNNW are delighted to welcome back Dr. Franco Oboni, a highly-regarded international risk assessment and management consultant and his Featured Column: RISK AND REALITY. We urge you to read Dr. Oboni every month.
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Historical Fact: On 14-15 Sept 2008, Lehman Brothers went down in flames.

In the aftermath of Lehman Brothers crash, we published, on the internet, a forecast of the crisis' anticipated “duration and magnitude”.

Interestingly, only a handful of contacts asked us for clarification, or to provide further details regarding the scale of consequences we had applied in making this forecast (i.e., is it linked to stock markets?... to financial indicators?)...

Perhaps, no one believed that reasonable predictions could actually be made, or that the initial event was merely "an aberration".

As we were publishing our prediction, we were indeed already seeing in the media statements reporting that “quantitative models were wrong” and other equally dismissive or inflammatory statements. As usual, in panic/emergency situations, our society tends to react with little finesse (which is, by the way one reason why Crisis Management Plans are so important to implement BEFORE a crisis).

“Models” as a whole were discredited in the eyes of many readers and “forecasters”, and anyone who actually believed that events could be inferred or anticipated using modeling were then then seen as pariahs and became personae non grata.

Apparently no one bothered to differentiate among different types and qualities of models, i.e., to say that “some models” are plainly wrong or had been very poorly used, but that others could be quite accurate if applied properly.

No one mentioned that maybe some ruthless people in the past had abused models in order to get the replies or predetermined outcomes that they wanted (we have seen the same happen in fields as different from financial forecasts as humanitarian Deming, and we have even published papers on this subject as well as others).

In the next issues we will summarize our prediction as it was made a bit over one year ago immediately after the fall of the venerable House Of Lehman, and we will analyze how it has actually stood up, having had one additional year of history behind us to evaluate it.

-- Franco Oboni

For more information, please visit Franco's TNNW Bio.


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