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://plazo-sullivan-roche-capi73951.fireblogz.com/75169882/who-measures-the-measurer-what-institutions-know-about-algorithmic-trading-risk-management