The purpose of this book is to show how asset managers, fund administrators, management companies and risk departments can satisfy the financial regulators in Europe that they have adequate risk monitoring procedures in place for the funds they manage or administer. The book will explain all the requirements for risk management under the new UCITS III regime as well as the universe of financial instruments which can be used by portfolio managers and their associated risks. As such, it will be essential reading for those endeavouring to understand and comply with UCITS III requirements.
Sprache
Verlagsort
Zielgruppe
Maße
Höhe: 234 mm
Breite: 156 mm
ISBN-13
978-1-905209-62-0 (9781905209620)
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Schweitzer Klassifikation
Christian Szylar is a conducting officer of an independent management company shared by a major UK Bank based in Luxembourg to administer and oversight UCITS III funds. Laurent Denayer is Senior Manager with Ernst & Young Business Advisory Services in Luxembourg where he leads the department in charge of quantitative advisory services.
I. From UCITS I to UCITS III II. Use of financial derivatives and global exposure III. Taxonomy of risks IV. Risk management organisation and risk management process V. Universe of financial instruments, associated risks and measurements VI. Risk reports and disclosure: some perspectives
