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 arrived, and the problem seemed to vanish. The new model cut the portfolio’s reported risk roughly in half. Months afterward, the trades that came to be https://zionkfzrk.shivawiki.com/8596800/who_measures_the_measurer_institutional_lessons_in_algorithmic_trading_risk_management