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 later, the trades that became known as the https://shaneztnew.dm-blog.com/43549052/when-the-risk-model-is-the-risk-algorithmic-trading-risk-management-the-institutional-way