Christopher Whalen on Financial Fallout from Stress test

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By Barry Ritholtz - April 27th, 2009, 2:06PM


3:45

Mon. Apr. 27 2009 | 10:13 AM ET

What the stress test results will mean for financials going forward, with Paul Miller, FBR Capital Markets and Christopher Whalen, Institutional Risk Analytics.

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Please use the comments to demonstrate your own ignorance, unfamiliarity with empirical data, ability to repeat discredited memes, and lack of respect for scientific knowledge. Also, be sure to create straw men and argue against things I have neither said nor even implied. Any irrelevancies you can mention will also be appreciated. Lastly, kindly forgo all civility in your discourse . . . you are, after all, anonymous.

One Response to “Christopher Whalen on Financial Fallout from Stress test”

  1. Should Banks That Issued Government-Covered Debt be Allowed to Repay TARP Capital?? | The Big Picture Says:

    [...] This AM I was on CNBC discussing the banks with Paul Miller of FBR.  Paul is a first rate analysts, IMHO. [...]

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