In Early 2012, a portfolio inside JPMorgan Chase’s Chief Investment Office was 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. Months later, the trades that became known https://ai-trading-system-develop06172.affiliatblogger.com/96131991/the-number-that-said-it-was-safe-institutional-lessons-in-algorithmic-trading-risk-management