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. The new model roughly halved the portfolio’s reported risk. Months afterward, the trades that came to be called https://edgargbvng.ja-blog.com/43495530/the-number-that-said-it-was-safe-institutional-lessons-in-algorithmic-trading-risk-management