At The start of 2012, a portfolio held by JPMorgan Chase’s Chief Investment Office kept breaching its risk limits. Then the bank adopted a new value-at-risk model, and the problem seemed to go away. The new model roughly halved the portfolio’s reported risk. Months later, the trades that became known https://algorithmictradingriskman28395.nico-wiki.com/2739262/who_measures_the_measurer_institutional_lessons_in_algorithmic_trading_risk_management