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. Under the new model, the portfolio’s reported risk fell by roughly half. Months afterward, the trades that came https://plazo-sullivan-roche-capi62849.buscawiki.com/2699948/when_the_risk_model_is_the_risk_institutional_lessons_in_algorithmic_trading_risk_management