Early In 2012, a portfolio in JPMorgan Chase’s Chief Investment Office was running over 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 afterward, the trades that came to be called https://johnnydzffb.vigilwiki.com/8090382/who_measures_the_measurer_institutional_lessons_in_algorithmic_trading_risk_management