September 2011
Intermediate to advanced
384 pages
11h 42m
English
Content preview from Managing Hedge Fund Risk and Financing: Adapting to a New Era
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
Start your free trial
Contents
Introduction: Managing Complexity and Uncertainty
Chapter 1: The Quick and the Dead: Lessons Learned
The Global Credit Crisis: 2008–2010
Chapter 2: An Integrated Approach to Hedge Fund Risk Management
Minimum Integrated Risk management Capabilities
Minimum Risk management Capabilities by Risk Type
The Importance of Integrated Risk Management: Lehman Brothers International (LBIE)
Chapter 3: A Survey of Hedge Fund Strategies and Risks
Business risk Management Strategies
Chapter 4: Analysis of the Risk/Return Profile of Hedge Fund Strategies
Capital structure Arbitrage Strategies
Chapter 5: Managing Funding Risk
Funding liquidity Risk management Strategies: Managing Investor Redemptions
Funding liquidity Risk management Strategies: Prime Brokers
Chapter 6: Managing Counterparty Risk
Hedge fund Exposures to Prime Brokers
Counterparty Risk Mitigation Strategies
Chapter 7: Risk Management for Hedge Fund Investors
Determining the Asset Allocation to Hedge Funds
Selecting Strategies and Screening Funds