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 was introduced, and the problem appeared to disappear. The new model cut the portfolio’s reported risk roughly in half. Months later, the trades that became known https://simonbvpjd.wikipresses.com/8238083/the_number_that_said_it_was_safe_algorithmic_trading_risk_management_the_institutional_way