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. Under the new model, the portfolio’s reported risk fell by roughly half. Within months, the trades later known https://algorithmic-trading-softw52739.review-blogger.com/65195827/who-measures-the-measurer-what-institutions-know-about-algorithmic-trading-risk-management