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 was introduced, and the problem appeared to disappear. The new model cut the portfolio’s reported risk roughly in half. Months later, the trades that became known https://ai-trading-system-develop39516.look4blog.com/81323395/when-the-risk-model-is-the-risk-algorithmic-trading-risk-management-the-institutional-way