【圖書簡介】 The Hedge Fund Compliance and Risk Management Guide provides you with a broad examination of the most important compliance and risk management issues associated with today’s hedge funds. Straightforward and accessible， this invaluable resource covers everything from how hedge funds continue to generate lucrative returns to why some use sophisticated instruments and financial engineering to get around fundamental regulatory laws.
【本書目錄】 Preface Acknowledgments About the Author CHAPTER 1 History, Definition, and Roles of Hedge Funds CHAPTER 2 Trading Mandates Convertible Arbitrage Distressed Securities Emerging Markets Equity Hedge Equity Market Neutral Equity Market Neutral: Statistical Arbitrage Equity Non-Hedge Event Driven Fixed Income Strategies Fixed Income: Arbitrage Fixed Income: Convertible Bonds Fixed Income: Diversified Fixed Income: High-Yield Fixed Income: Mortgage-Backed Global Macro Merger Arbitrage and Risk Arbitrage Regulation D Relative Value Arbitrage Sector Strategies Sector: Energy Sector: Financial Sector: Health Care/Biotechnology Sector: Metals and Mining Sector: Real Estate Sector: Technology Short Selling Fund of Funds FOF: Conservative FOF: Diversified FOF: Market Defensive FOF: Strategic Commodity Trading Advisors Role of Hedge Fund Risk Manager CHAPTER 3 Performances by Strategies CHAPTER 4 Geographical Areas of Hedge Fund Development CHAPTER 5 Integration of Hedge Funds in the Financial Markets CHAPTER 6 Hedge Fund Players CHAPTER 7 Hedge Fund Risk Types Pricing and Net Asset Valuation Risk Market Risk Management Liquidity Risk Counterparty Credit Risk Leverage Operational Risk Compliance, Regulatory, Legal, and Governance Risk Model Risk Systemic Risk Insurance and Hedge Funds Technology and System Risk Fiduciary Risk Capacity and Growth Size Monitoring Transparency and Communication Verification of Fees Conflict of Interest and Special Networks Expenses Monitoring Special Reserves for Discrepancies and Variances Electronic Reporting of Policies and Procedures CHAPTER 8 Basic Risk Management Standards and Recommendations Value at Risk Confidence Level Variance-Covariance Skewness-Kurtosis and Covariance Scenario Analysis Stress Testing Liquidity or Concentration Risk Leverage Credit Risk Omega Sortino Ratio Suggested Minimum Risk Management Framework for Hedge Funds CHAPTER 9 Role of Indexes in Hedge Funds CHAPTER 10 Hedge Fund Data and Attrition Rates CHAPTER 11 Methodologies and Models to Detect Fraud in Hedge Funds CHAPTER 12 Selection of a Quantitative Model to Detect Fraud CHAPTER 13 Funds of Funds Rating Methodology CHAPTER 14 Hedge Funds Rating Methodology CHAPTER 15 Operational Risk, Audits, Compliance, and Due Diligence CHAPTER 16 Derivative Structured Products and Corporate Laws to Hide Risks CHAPTER 17 The Evolution and Involvement of Regulations and Compliance CHAPTER 18 Hedge Funds’ Future Conclusion APPENDIX I Statistical Data APPENDIX II U.SRegulatory Filings by Hedge Fund Managers APPENDIX III Compliance Cases Involving Hedge Funds References Index
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