The Hedge Fund Compliance and Risk Management Guide by Armelle Guizot

The Hedge Fund Compliance and Risk Management Guide by Armelle Guizot
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The Hedge Fund Compliance and Risk Management Guide

by Armelle Guizot



Adobe E-Book 356 pages January 2007

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.


Armelle Guizot is working in operational risk consulting and on-demand special research projects at various firms globally. From 2004¨C2005 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.


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.


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.


Skewness-Kurtosis and Covariance.

Scenario Analysis.

Stress Testing.

Liquidity or Concentration Risk.


Credit Risk.


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.


APPENDIX I Statistical Data.

APPENDIX II U.S. Regulatory Filings by Hedge Fund Managers.

APPENDIX III Compliance Cases Involving Hedge Funds.