At The start of 2012, a portfolio held by JPMorgan Chase’s Chief Investment Office kept breaching its risk limits. Then a new value-at-risk model was introduced, and the problem appeared to disappear. The new model cut the portfolio’s reported risk roughly in half. Months later, the trades that became known https://plazosullivanrochecapital85172.activosblog.com/42035789/who-measures-the-measurer-what-institutions-know-about-algorithmic-trading-risk-management