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 arrived, and the problem seemed to vanish. The new model roughly halved the portfolio’s reported risk. Months later, the trades that became known as the “London https://lorenzoeauoi.celticwiki.com/2651324/who_measures_the_measurer_what_institutions_know_about_algorithmic_trading_risk_management