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 cut the portfolio’s reported risk roughly in half. Months afterward, the trades that came to be https://algorithmic-trading-risk51740.shopping-wiki.com/10316858/the_number_that_said_it_was_safe_algorithmic_trading_risk_management_the_institutional_way
Who Measures The Measurer?: What Institutions Know About Algorithmic Trading Risk Management
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