In Early 2012, a portfolio inside JPMorgan Chase’s Chief Investment Office was breaching its risk limits. Then the bank adopted a new value-at-risk model, and the problem seemed to go away. Under the new model, the portfolio’s reported risk fell by roughly half. Months later, the trades that became known https://algorithmic-trading-risk39517.plpwiki.com/7977892/who_measures_the_measurer_institutional_lessons_in_algorithmic_trading_risk_management