Uneven Risk Management Progress

Trombly, Maria
July 2008
Securities Industry News;7/14/2008, Vol. 20 Issue 27, p10
Trade Publication
The article reports that financial firms in Asia are increasing their investment in risk management technology. These firms are upgrading their systems because of potential exposure to the credit downturn in the U.S. CLSA Asia-Pacific Markets based in Hong Kong, China focuses on counterparty risk. Hedge fund Basis Capital Fund Management suspended its redemptions of its Basis Yield fund in July 2007.


Related Articles

  • White Paper: Endowment Interest and Allocation to Hedge Funds/ Funds of Funds.  // Infovest21 White Papers;Mar2014, p1 

    The article discusses the use of hedge funds in the endowment portfolio for different purposes wherein it provide some risk reduction and volatility of dampening to the portfolio. It states that the hedge funds offers exposure to different risks than equity markets and bond markets that dilute...

  • Conflicts in Side-by-Side Management. Glover, Hannah // Money Management Executive;3/19/2007, Vol. 15 Issue 11, p1 

    The article reports on the potential conflict of interest in the management of mutual and hedge funds by financial managers in the U.S. It states that the management of both funds will likely result to favoritism, unequal trading costs, different trading priorities and disproportionate...

  • Hedge Funds' Backup Plan. Papini, Jessica // Investment Dealers' Digest;4/14/2008, Vol. 74 Issue 15, p9 

    The article examines the risk brought by the hedge funds' backup plan. According to an analysis, hedge funds can mitigate operational risks to the extent that they can leverage operations across multiple providers without over-extending their own management relationships. It discusses the move...

  • Risk Management Key to Hedge Funds' Success. Suglia, James; Cooke, Francois // Investment Management Weekly;10/8/2007, Vol. 20 Issue 38, p5 

    The article explains how risk management is considered the key to the success of a hedge fund. It discusses factors which drive convergence in asset classes, with some hedge funds increasing investment allocations in real estate and private equity investments. It cites some of the growing...

  • Industry Panel Proposes Mild, Voluntary Rules On Hedge Fund Risks. FRASER, KATHARINE // American Banker;06/22/99, Vol. 164 Issue 118, p4 

    Reports on the Counterparty Risk Management Policy Group's unveiling of voluntary guidelines designed to better control the risk of working with highly leveraged counterparties, including hedge funds. Reporting of `qualitative' and `consolidated' descriptions of exposure; Acquisition of better...

  • Hedge funds discuss risk. Feinberg, Phyllis // Pensions & Investments;3/6/2000, Vol. 28 Issue 5, p49 

    Reports the publication of `Sound Practices for Hedge Fund Managers', a report on risk management of hedge funds in the United States. Inclusion of the report on the Web sites of several hedge funds; Importance of the report to the hedge fund industry; Ways to strengthen portfolio stability.

  • Report concludes leverage isn't independent risk factor. Feinberg, Phyllis // Pensions & Investments;9/6/1999, Vol. 27 Issue 18, p6 

    Focuses on Counterparty Risk Management Policy Group's report, called `Improving Counterparty Risk Management Practices.' Search for ways to help hedge funds and their trading partners manage risk; Concept called leverage; Examination of the use of value-at-risk and stress testing to supplement...

  • Does the Risk-Adjustment Method Matter at All in Hedge Fund Rankings? P�t�ri, Eero J. // International Research Journal of Finance & Economics;2011, Issue 75, p69 

    This paper examines the impact of the risk-adjustment method on hedge fund rankings based on a large set of both risk measures and performance measures. We contribute to the existing literature on the risk and performance measurement of hedge funds by including in comparisons many such metrics...

  • The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds. Tee, Kai-Hong // International Review of Financial Analysis;Dec2009, Vol. 18 Issue 5, p303 

    Abstract: The concept of asymmetric risk estimation has become more widely applied in risk management in recent years with the increased use of Value-at-risk (VaR) methodologies. This paper uses the n-degree lower partial moment (LPM) models, of which VaR is a special case, to empirically...


Read the Article


Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics