"It was a very timely topic, the speakers are well known industry experts with different backgrounds and the participants were active and challenging."
"A very practical and informative seminar which was well worth the time out of the office. Very well organised."
• Implementation within UK & Lux
• Approaches for risk measurement
• Fund risk profile
• Overview of the Directives
• Leverage vs VaR
• Detecting hedging & other errors
• Identifying unintentional risk taking
• Setting appropriate limits
• Risk monitoring for early fund performance warnings
• Risk versus reward
• Fund action versus the prospectus
• Can investors get their money back
• Set out key risks & their controls
• Meet AIFMD & UCITS requirements
• Explain how risk functions are organised & responsibilities are delegated
See the Investment Risk Oversight workshop latest agenda for more information.
Adding Value to the Investment Risk Oversight Process
- Detecting style drift
- Fund family dispersion
- Detecting leverage
- Improving hedging strategies
- Unintentional risk taking
- Operational risk events – trading errors, failed position rolls, etc.
Interaction with front office
- Establishing credibility
- Providing useful feedback
- Resolving issues
- Questions to ask
- Relative vs. absolute VaR limits
- Regulatory vs. internal limits
- Model portfolio assessment
- Comparison with existing funds
- Converting risk budgets to VaR limits
This workshop is designed to be participative throughout. The agenda will combine key formal presentations and group discussion sessions. There will be opportunity for delegates to share experiences with each other and to raise issues of most concern to their organisation, either confidentially or in open session.