Learn about the Future of Risk Management in Hedge Funds (with Pertrac)
An intensive 2 day course focusing on relevant issues for hedge fund investors and counterparts
Next Course Date: to book your place or for questions about the course please call us on +44-20-7723 8060 or email us at email@example.com.
Course Director: Jacob H Schmidt
Why you should attend The Future OF RISK MANAGEMENT IN HEDGE FUNDS:
Description: this course is targeted at market participants who want to get a deeper understanding of hedge fund risk management and due diligence and the changing role of hedge funds in investors’ portfolios. It is a unique, intensive, information-packed program combining training, exercises, case studies and workshops. The course director has over 12 years hedge fund analysis and advisory experience and over 20 years financial markets experience. He has taught market professionals and graduate students for more than 20 years. The course is suitable for a wide array of professionals such as investors, private bankers, hedge fund counterparties and regulators.
· Status quo of the industry
· Changing role of hedge funds and service providers
· Quantitative risk management issues (analysis of risk factors, smoothing of returns, autocorrelation, non-normality in distribution of returns, volatility aspects)
· Qualitative aspects of hedge funds (due diligence of firm, fund and service providers; analysis of legal documents)
· Role of new structures (UCITS III; AIFM)
· Future role of hedge funds and funds of funds in UNHW, FO and PF portfolios.
Objectives for the course:
- Delegates can demonstrate an understanding of quantitative risk factors in hedge funds.
- Delegates can identify qualitative risks in hedge funds and hedge fund firms.
- Delegates will get an understanding of the changing role of hedge funds in the “New Normal” (low interest rates, low growth in DM, higher growth in EM).