Threat or Opportunity for the Funds of Hedge Funds Industry?
Serge Darolles∗ and Mathieu Vaissié†, ∗Université Paris-Dauphine, DRM-Finance, Paris, France, †Research Associate, EDHEC-Risk Institute, Senior Portfolio Manager, Lyxor Asset Management Tours Société Générale, Paris, France.
28.2 FoHFs and Solvency II
28.3 Fine-Tuning Solvency II Standard Formula
28.4 An Application to FoHFs
The world financial system has recently been experiencing a series of crises as bad as any since the great depression of 1929. Systemic risk issues have thus resurfaced for the first time since the Russian debt crisis and the collapse of LTCM (Long-Term Capital Management), ...