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. The new model cut the portfolio’s reported risk roughly in half. Months afterward, the trades that came to be https://ai-trading-system-develop41628.blog5.net/98520233/who-measures-the-measurer-what-institutions-know-about-algorithmic-trading-risk-management