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 later, the trades that became known as the “London https://codyifato.governor-wiki.com/2672740/the_number_that_said_it_was_safe_algorithmic_trading_risk_management_the_institutional_way