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The hedge fund compliance and risk management guide:

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Bibliographische Detailangaben
1. Verfasser:	Guizot, Armelle (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Hoboken, N.J. Wiley 2007
Schriftenreihe:	Wiley finance series
Schlagworte:	Hedging Risk management Recht Hedge funds > United States Hedge funds > Law and legislation > United States Hedge Fund Risikomanagement USA
Online-Zugang:	Table of contents only Inhaltsverzeichnis
Beschreibung:	Includes bibliographical references and index
Beschreibung:	XVI, 448 S. graph. Darst.
ISBN:	0470043571 9780470043578

Internformat

MARC


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Datensatz im Suchindex

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adam_text	Contents Preface xl Acknowledgments xH About the Author xv CHAPTBti Ustor* Definition, ami Rotes of Hedge Funds 1 CHAPTQ2 fading Mandates 6 Convertible Arbitrage 6 Distressed Securities 8 Emerging Markets 9 Equity Hedge 9 Equity Market Neutral 11 Equity Market Neutral: Statistical Arbitrage 11 Equity Non Hedge 1 Event Driven 13 Fixed Income Strategies 13 Fixed Income: Arbitrage is Fixed Income: Convertible Bonds 15 Fixed Income: Diversified IS Fixed Income: High Yield is Fixed Income: Mortgage Backed 16 Global Macro 16 Merger Arbitrage and Risk Arbitrage 17 Regulation D 18 Relative Value Arbitrage 18 Sector Strategies 18 Sector: Energy 18 Sector: Financial 9 VI ViH CONTENTS Sector: Health Care/Biotechnology 19 Sector: Metals and Mining 19 Sector: Real Estate 19 Sector: Technology 19 Short Selling 19 Fund of Funds 20 FOF: Conservative 20 FOF: Diversified 20 FOF: Market Defensive 21 FOF: Strategic 21 Commodity Trading Advisors 21 Role of Hedge Fund Risk Manager 21 CHAPTER 3 Performances by Strategies 24 CHAPTER4 Geographical Areas of Hedge Fund Development 27 CHAPTER 5 Integration of Hedge Funds in the Financial Markets 29 CHAPTER 6 Hedge Fund Players 40 CHAPTER7 Hedge Fund Risk Types 44 Pricing and Net Asset Valuation Risk 44 Market Risk Management 50 Liquidity Risk 54 Counterparty Credit Risk 55 Leverage 56 Operational Risk 59 Compliance, Regulatory, Legal, and Governance Risk 65 Model Risk 70 Systemic Risk 93 Insurance and Hedge Funds 94 Technology and System Risk 95 Fiduciary Risk 96 Capacity and Growth Size Monitoring 96 Transparency and Communication 98 Verification of Fees 98 Contents jx Conflict of Interest and Special Networks 100 Expenses Monitoring 101 Special Reserves for Discrepancies and Variances 101 Electronic Reporting of Policies and Procedures 102 CHAPTH8 Basic Risk Management Standards and Recommendations 105 Value at Risk 108 Confidence Level 112 Variance Covariance 112 Skewness Kurtosis and Covariance 113 Scenario Analysis 116 Stress Testing 116 Liquidity or Concentration Risk 126 Leverage 127 Credit Risk 129 Omega 130 Sortino Ratio 131 Suggested Minimum Risk Management Framework 132 for Hedge Funds dUPTBS Role of Indexes in Hedge Funds 184 CHAPTBH0 Hedge Fund Data and Attrition Rates 154 CHAPTBH1 Methodologies and Models to Detect Fraud in Hedge Funds 181 CHAPTHM2 Selection of a Quantitative Model to Detect Fraud 184 CHMTHM3 Funds of Funds Rating Methodology 210 CHAPTBM4 Hedge Funds Rating Methodology 224 GHAPTBI15 Operational Risk, Aiiits, Constance, a^ 281 X CONTENTS CHAPTER18 Derivative Structured Products and Corporate laws to Ude Risks 257 CHAPTER17 Ttre Evolution and Involvement ol Regulations and Comptoice 267 CHAPTHM8 Hedge Rims Future 276 Conclusion 278 APPENDIX I Statistical Data 281 APPENDIX I U.S. Regulatory Flings by Hedge Fund Managers 827 APPENDIX ¦ Compliance Cases Involving Hedge Funds 887 References 408 Index 427
adam_txt	Contents Preface xl Acknowledgments xH About the Author xv CHAPTBti Ustor* Definition, ami Rotes of Hedge Funds 1 CHAPTQ2 fading Mandates 6 Convertible Arbitrage 6 Distressed Securities 8 Emerging Markets 9 Equity Hedge 9 Equity Market Neutral 11 Equity Market Neutral: Statistical Arbitrage 11 Equity Non Hedge 1 \ Event Driven 13 Fixed Income Strategies 13 Fixed Income: Arbitrage is Fixed Income: Convertible Bonds 15 Fixed Income: Diversified IS Fixed Income: High Yield is Fixed Income: Mortgage Backed 16 Global Macro 16 Merger Arbitrage and Risk Arbitrage 17 Regulation D 18 Relative Value Arbitrage 18 Sector Strategies 18 Sector: Energy 18 Sector: Financial \ 9 VI ViH CONTENTS Sector: Health Care/Biotechnology 19 Sector: Metals and Mining 19 Sector: Real Estate 19 Sector: Technology 19 Short Selling 19 Fund of Funds 20 FOF: Conservative 20 FOF: Diversified 20 FOF: Market Defensive 21 FOF: Strategic 21 Commodity Trading Advisors 21 Role of Hedge Fund Risk Manager 21 CHAPTER 3 Performances by Strategies 24 CHAPTER4 Geographical Areas of Hedge Fund Development 27 CHAPTER 5 Integration of Hedge Funds in the Financial Markets 29 CHAPTER 6 Hedge Fund Players 40 CHAPTER7 Hedge Fund Risk Types 44 Pricing and Net Asset Valuation Risk 44 Market Risk Management 50 Liquidity Risk 54 Counterparty Credit Risk 55 Leverage 56 Operational Risk 59 Compliance, Regulatory, Legal, and Governance Risk 65 Model Risk 70 Systemic Risk 93 Insurance and Hedge Funds 94 Technology and System Risk 95 Fiduciary Risk 96 Capacity and Growth Size Monitoring 96 Transparency and Communication 98 Verification of Fees 98 Contents jx Conflict of Interest and Special Networks 100 Expenses Monitoring 101 Special Reserves for Discrepancies and Variances 101 Electronic Reporting of Policies and Procedures 102 CHAPTH8 Basic Risk Management Standards and Recommendations 105 Value at Risk 108 Confidence Level 112 Variance Covariance 112 Skewness Kurtosis and Covariance 113 Scenario Analysis 116 Stress Testing 116 Liquidity or Concentration Risk 126 Leverage 127 Credit Risk 129 Omega 130 Sortino Ratio 131 Suggested Minimum Risk Management Framework 132 for Hedge Funds dUPTBS Role of Indexes in Hedge Funds 184 CHAPTBH0 Hedge Fund Data and Attrition Rates 154 CHAPTBH1 Methodologies and Models to Detect Fraud in Hedge Funds 181 CHAPTHM2 Selection of a Quantitative Model to Detect Fraud 184 CHMTHM3 Funds of Funds Rating Methodology 210 CHAPTBM4 Hedge Funds Rating Methodology 224 GHAPTBI15 Operational Risk, Aiiits, Constance, a^ 281 X CONTENTS CHAPTER18 Derivative Structured Products and Corporate laws to Ude Risks 257 CHAPTER17 Ttre Evolution and Involvement ol Regulations and Comptoice 267 CHAPTHM8 Hedge Rims'Future 276 Conclusion 278 APPENDIX I Statistical Data 281 APPENDIX I U.S. Regulatory Flings by Hedge Fund Managers 827 APPENDIX ¦ Compliance Cases Involving Hedge Funds 887 References 408 Index 427
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author	Guizot, Armelle
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dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
discipline_str_mv	Wirtschaftswissenschaften
format	Book
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spellingShingle	Guizot, Armelle The hedge fund compliance and risk management guide Hedging gtt Risk management gtt Recht Hedge funds United States Hedge funds Law and legislation United States Risk management Hedge Fund (DE-588)4444016-9 gnd Risikomanagement (DE-588)4121590-4 gnd
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title	The hedge fund compliance and risk management guide
title_auth	The hedge fund compliance and risk management guide
title_exact_search	The hedge fund compliance and risk management guide
title_exact_search_txtP	The hedge fund compliance and risk management guide
title_full	The hedge fund compliance and risk management guide Armelle Guizot
title_fullStr	The hedge fund compliance and risk management guide Armelle Guizot
title_full_unstemmed	The hedge fund compliance and risk management guide Armelle Guizot
title_short	The hedge fund compliance and risk management guide
title_sort	the hedge fund compliance and risk management guide
topic	Hedging gtt Risk management gtt Recht Hedge funds United States Hedge funds Law and legislation United States Risk management Hedge Fund (DE-588)4444016-9 gnd Risikomanagement (DE-588)4121590-4 gnd
topic_facet	Hedging Risk management Recht Hedge funds United States Hedge funds Law and legislation United States Hedge Fund Risikomanagement USA
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