Over the last few weeks, recriminations have been pouring in over the failure of value-at-risk models to identify the excessive risks in the synthetic credit portfolio of JPMorgan Chase's chief ...
Tucked away in a footnote to the financial supplement to JPMorgan Chase's third-quarter earnings release was the revelation that it made yet another change to the value-at-risk model for its chief ...
For a moment there, it felt like the end of history in financial markets. Between the third quarters of 2020 and ’21, the only way was up – for equities – down for interest rates. In this environment, ...
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