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Hedge Fund Risk Transparency

Hedge Fund Risk Transparency

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Overview

The only title that focuses solely on hedge fund transparency and offers a balanced perspective that appreciates both the needs of institutional investors and hedge fund managers.

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Publish date: 3 Mar 2003

Availability: In stock

$143.62

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Hedge Fund Risk Transparency

Book description

Presents clear insight on why hedge fund transparency is an issue, as well as offers solutions
Includes ’perspectives’ based on interviews with numerous eminent practitioners from both sides of the investor/hedge fund debate
Service providers including consultants, prime brokers, third party marketers, capital introducers, systems providers, lawyers and accountants, will additionally acquire an enhanced insight into the needs of both investors and hedge funds in order to tailor their services to the market needs
The press and the regulators can also achieve enhanced understanding of this complex and controversial subject
Written by the best-selling author and practitioner Leslie Rahl, who is the chair of the Investor Risk Committee of the IAFE Committee on Hedge Fund Transparency and is uniquely placed to advise on and explain the issues for all concerned participants

Book details

ISBN: 9781904339045
Publish date: 3 Mar 2003
Format
Size: 155mm x 235mm

Editor biography

Leslie Rahl

Leslie Rahl is president of Capital Market Risk Advisors, Inc, a risk management consultancy firm. Prior to founding her consultancy firm in 1991, Leslie spent 19 years at Citibank, nine of which were as head of Citibank’s Derivatives Group in North America.

Ms Rahl was named among the “Top 50 Women in Finance“ by Euromoney in 1997 and was profiled in both the fifth and 10th anniversary issues of Risk magazine. She has been published numerous times.

She was a director of the International Swaps and Derivatives Association (ISDA) for 5 years and is currently a member of the Board of the International Association of Financial Engineers and the Fischer Black Memorial Foundation and a member of the Board of Advisors for the financial engineering programme at the Sloan School. Ms Rahl received her undergraduate degree in computer science from the Massachusetts Institute of Technology and her MBA from the Sloan School of Management.

SECTION I: INTRODUCTION

What is Risk?
Types of Risk
Risk Transparency/Translucency
Risk Measurement
Risk Reporting
Hedge Fund Risk Systems

SECTION II: WHO INVESTS IN HEDGE FUNDS?

Institutional Investors
Plan Sponsors
Endowments and Foundations

SECTION III: FUND OF FUNDS

What is Fund of Funds?

SECTION IV: HEDGE FUNDS

An Overview of Hedge Funds

SECTION V: DIGGING INTO VARIOUS HEDGE FUND STRATEGIES

Convertible Arbitrage
Emerging markets
Long / Short Equity
Event-Driven
Fixed Income
Global Macro
Managed Futures
Market Neutral
Short Biased

SECTION VI: APPENDICIES

Hedge Fund Disclosures for Institutional Investors
Sound Practices for Hedge Fund Managers
Due Diligence
Questionnaire for Due Diligence Review of Hedge Fund Managers
Risk Standards for Institutional Investment Managers and Institutional Investors - Risk Standards Working Group
Buy-Side Risk System Comparison Matrix
Glossary
Bibliography

Index

Testimonials

“This exceptional book is a must for pension fund managers, endowments, institutional investors, brokers, financial planners, lawyers and anyone wishing to learn more about this fascinating industry.“

Greg Gregoriou, University of Quebec and Hedge Fund Analytics of Montreal

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