Hedge Fund Risk Transparency - Risk Books
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Hedge Fund Risk Transparency

Edited By Leslie Rahl

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.

Publish date: 3 Mar 2003

Availability: In stock

£85.00
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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

Ms. Rahl is the founder and Managing Partner of Capital Market Risk Advisors (CMRA), a pre-eminent risk management and risk governance boutique.  As true "experts" whose practice is balanced between clients who are trying to avoid/solve problems and those who are litigating/investigating problems, CMRA is uniquely positioned to provide both pro-active and re-active services and has serviced hundreds of clients on six continents over two decades.

Ms. Rahl was a pioneer in the development of the swaps, caps and derivatives business which she co-headed at Citibank in the 1980s.  She served as a Director of ISDA for five years.  She is a member of the CIBC Board and Risk Committee.  Ms. Rahl is the author of two previous books and numerous articles on risk.  After a 19-year career at Citibank, Ms. Rahl formed and has run CMRA for over 20 years.  She has an MBA from the Sloan School at MIT and an SB from MIT.

Table of contents

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

Customer Reviews

Average customer reviews for Hedge Fund Risk Transparency
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