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 roughly halved the portfolio’s reported risk. Months afterward, the trades that came to be called https://plazo-sullivan-roche-capi18416.wikisona.com/2741644/the_number_that_said_it_was_safe_algorithmic_trading_risk_management_the_institutional_way
Who Measures The Measurer?: Algorithmic Trading Risk Management, the Institutional Way
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