1

The Number That Said It Was Safe: Institutional Lessons In Algorithmic Trading Risk Management

thomasn109dxq1
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://emiliocyrkd.wikitidings.com/7605957/who_measures_the_measurer_algorithmic_trading_risk_management_the_institutional_way
Report this page

Comments

    HTML is allowed

Who Upvoted this Story