If someone was to sit you down and request you write a list of directors whom you believed would be likely to direct a film on the 2008 financial crash, how many would you get through before you got to Adam McKay? The man who created Ron Burgundy may have included a small lecture at the end of The Other Guys about said financial crash, but he would still have been far down most people’s lists. And yet, here we sit. The Big Short not only exists but has five Oscar nominations, including Best Director for McKay. So how did he pull it off?