Early In 2012, a portfolio in JPMorgan Chase’s Chief Investment Office was running over its risk limits. Then a new value-at-risk model arrived, and the problem seemed to vanish. Under the new model, the portfolio’s reported risk fell by roughly half. Within months, the trades later known as the “London https://algorithmic-trading-risk17394.kylieblog.com/43349357/who-measures-the-measurer-algorithmic-trading-risk-management-the-institutional-way