The Risk Fundamentals® Solution

Chapter 16 discusses the compelling need for improved risk transparency in the hedge fund industry. Chapter 17 concludes that only a standard reporting framework, universally applied across the industry, would permit investors to compare and aggregate their risks. This chapter presents a solution, being provided by Kenmar, a global investment management and fund of hedge funds firm. Recognizing the critical need for such a solution, Kenmar plans to provide a basic service intended to function as an “industry utility,” to be made available through prime brokers and fund administrators.

This chapter will first present an overview of this Risk Fundamentals Solution. The balance of the chapter will then ...

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