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. The new model roughly halved the portfolio’s reported risk. Months later, the trades that became known as the “London https://plazosullivanrochecapital51728.blogpostie.com/64919994/when-the-risk-model-is-the-risk-what-institutions-know-about-algorithmic-trading-risk-management
Who Measures The Measurer?: What Institutions Know About Algorithmic Trading Risk Management
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