1

When The Risk Model Is the Risk: Institutional Lessons in Algorithmic Trading Risk Management

eddieb840zxt3
Early In 2012, a portfolio in JPMorgan Chase’s Chief Investment Office was running over its risk limits. Then the bank adopted a new value-at-risk model, and the problem seemed to go away. The new model cut the portfolio’s reported risk roughly in half. Months afterward, the trades that came to https://algorithmictradingsoftwar52940.tdlwiki.com/2702914/who_measures_the_measurer_what_institutions_know_about_algorithmic_trading_risk_management
Report this page

Comments

    HTML is allowed

Who Upvoted this Story