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://aitradinginfrastructureco17394.thecomputerwiki.com/6764879/when_the_risk_model_is_the_risk_institutional_lessons_in_algorithmic_trading_risk_management