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-infrastructure29516.blog2news.com/276671/the-number-that-said-it-was-safe-what-institutions-know-about-algorithmic-trading-risk-management