1.

Record Nr.

UNINA9910876870303321

Autore

Szylar Christian

Titolo

Risk management under UCITS III/IV : new challenges for the fund industry / / Christian Szylar

Pubbl/distr/stampa

Hoboken, N.J., : Wiley, c2010

ISBN

1-118-55770-0

1-299-31556-9

1-118-62178-6

Descrizione fisica

1 online resource (290 p.)

Collana

ISTE

Disciplina

332.64/5

Soggetti

Swaps (Finance)

Derivative securities

Risk management

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

From UCITS I to UCITS III -- Use of financial derivatives and global exposure -- Taxonomy of risks -- Risk management organization and risk management process -- Universe of financial instruments, associated risks and measurements -- Appendix.

Sommario/riassunto

Risk Management under UCITS III/IV shows how asset managers, fund administrators, management companies and risk departments can satisfy the various financial regulators, which govern European markets, that they have adequate risk monitoring procedures in place for the funds they manage or administer.  The book explains all the requirements for risk management under the new UCITS III/IV regime, as well as the universe of financial instruments which can be used by portfolio managers, and identifies their associated risks and possible mitigation strategies.  It is therefore required read