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 afterward, the trades that came to be called the https://aitradinginfrastructureco95172.aboutyoublog.com/586153/when-the-risk-model-is-the-risk-algorithmic-trading-risk-management-the-institutional-way