INDICE: 1. Introduction a. Analysis of Hedge fund performance 2006-2009 b. Characterization of Successful Hedge Funds c. Characterization of Failing Hedge Funds 2. Overview of Primary Hedge Fund Strategies a. Macro b. Equity Long Short c. Emerging Markets d. Commodities e. CB Arbitrage f. Event Arbitrage g. Fixed Income (CDS/Bonds, Relative Value, Distressed Debt) 3. Risk Management by Strategy a. Macro b. Equity Long Short c. Emerging Markets d. Commodities e.CB Arbitrage f. Event Arbitrage g. Fixed Income (CDS/Bonds, Relative Value, Distressed Debt) 4. Overview of Hedge Fund Stakeholders and Contracts a. Investors - Investment Agreement i. Gates ii. Liquidating Trusts iii. Side Pockets iv. Multiple Share Classes b. Prime Brokers- i. ISDA ii. Prime Brokerage Agreements iii. Lock Ups iv. Committed Facilities v. Transparency and Disclosure 5. Asset Liability Mismatches and Management a. Funding Liquidity vs. Asset Liquidity b. Increased Calls for Margin from Prime Brokers c. Increased Demand for Redemptions from Investors d. Asset Liquidity and ability to meet margin callsand finance redemptions 6. Counterparty Risk Management a. Counterparty Credit Risk i. Prime Broker 1. Rehypthecation 2. US vs. European Regulatory Protection 3. Tri Party Custodian Agreements 4. Third Party Custodian Agreements ii. Custodian iii. Administrator b. Counterparty Operational Failure i. Prime Broker 1. Valuation Disputes 2. Erroneous Margin Calls 3. Trade Confirmations 4. Administrative Errors 7
- ISBN: 978-0-470-82726-0
- Editorial: John Wiley & Sons
- Encuadernacion: Rústica
- Páginas: 320
- Fecha Publicación: 25/04/2011
- Nº Volúmenes: 1
- Idioma: Inglés