Margin Call Page #2

You should... Come on.

No, man. I'm cool. Thanks.

Okay. Well, if you change your mind,

just give me a call.

I will.

Come.

- Where you guys going?

- The Grand.

I will call you when I am done.

All right.

Hey, be glad you're still alive.

I am.

- Have a good night, man.

- You, too.

Come on. Come on. Come on.

We're sorry.

You've reached a number...

- F*** me. F***!

- ...that has been disconnected.

- Hello?

- Hey.

- I can't hear you.

- What?

Can you go outside? It's too loud.

Hold on a second. It's loud.

Just give me a second.

- All right, what's up?

- Hey, where are you?

- Lugo.

- Okay. Are you with Will?

- Yeah. Will Emerson?

- Yeah.

Yeah. I think he's still here. Why?

All right. I need you to get Will,

and I need you guys to come back up here.

- Where?

- To the office.

- What?

- I'm serious.

Wait a sec... You want me

to get our boss' boss out of a club

and bring him back to the office

at 10:
00 on a Thursday night?

Well, our boss got axed,

so technically he is our boss,

- and yes, that is what I want you to do.

- Why?

Look, man. Just trust me, okay?

I need you guys back here now.

All right. We'll be there in 10.

F***.

Have I ever told you

how much I love your bag?

No, really.

- Do you have a little dress that matches it?

- Yeah, I do.

Because you could bounce around in it

like a f***ing girl.

Hey!

Look who's burning the candle

at both ends.

Why didn't you come out with us?

There's no more cuts planned.

You don't have to kiss my arse.

I frankly don't even know

what it is you guys do.

Well, I'm really sorry

I had to bring you guys back here,

- but...

- That's all right.

- What's going on?

- Look at this.

- Eric gave me this file before he left.

- Eric...

Dale. And he told me

that he couldn't quite figure it out.

And the last thing he said to me

before the elevator doors closed was,

"Be careful."

- He said, "Be careful"?

- Yeah. So, obviously, I'm a little curious.

I start to get into it a little bit,

and I realize that the only thing

that he's missing...

- This is not good, Will.

- All right. Okay. So what is he doing here?

No, no. Go to model four.

It makes more sense.

Okay. All right.

What is this?

This is basically everything that

we have in our books at any given time.

But, what Eric was trying to do

was to work these numbers

for levels of volatility that fall

outside of the standard VAR model.

- What are those levels?

- It's fairly complicated.

Simplify.

The volatility levels are set

using historic patterns, basically,

and then stretching those patterns

out another 10, 15% roughly.

All right, so?

So, we are starting

to test those historic patterns.

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