At The start of 2012, a portfolio held by JPMorgan Chase’s Chief Investment Office kept breaching 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 https://quantitative-trading-rese73951.shopping-wiki.com/10334562/who_measures_the_measurer_what_institutions_know_about_algorithmic_trading_risk_management