At The start of 2012, a portfolio held by JPMorgan Chase’s Chief Investment Office kept breaching its risk limits. Then the bank adopted a new value-at-risk model, and the problem seemed to go away. The new model cut the portfolio’s reported risk roughly in half. Months afterward, the trades that https://algorithmic-trading-softw07284.wikilowdown.com/8004394/the_number_that_said_it_was_safe_what_institutions_know_about_algorithmic_trading_risk_management