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-softw85062.bligblogging.com/43574903/the-number-that-said-it-was-safe-institutional-lessons-in-algorithmic-trading-risk-management