套利基金执行与风险管理指南 THE HEDGE FUND COMPLIANCE AND RISK MANAGEMENT GUIDE 下载 pdf 2025 网盘 epub 在线 mobi 免费

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.

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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作者简介：

　　Armelle Guizot is working in operational risk consulting and on-demand special research projects at various firms globally. From 2004–2005 Guizot researched the role of risk management in offshore management hubs. She also participated in the development of operational risk management in funds and transfer agency lines of businesses. Guizot holds a master's in financial engineering from Cornell and is a graduate of West Virginia State University.