Its a great compliment to The Big Short (2015). The Big Short gives you a nice explanation of what the heck is going on but mainly follows "outsider" points of view, while Margin Call gives a sense of the thoughts and concerns of the big banks at the time. Both how deluded everyone was, but also how flawed and human the systems were (as they ultimately reflect the people that built them).
I remember thinking, after watching Margin Call first and then The Big Short, that you could pretty much identify exactly where within The Big Short the (single-night) events of Margin Call would have taken place...
