Improve your risk management framework
- What is my company’s risk appetite?
- How can I measure my risks if my P&L/return distributions are non-symmetrical and fat-tailed?
- How can my company best protect itself and mitigate risks?
- How can I backtest my risk measures ?
- Does my stress-testing methodology reflect severe enough conditions?
Hedge fund‘s risk management presents several unique challenges : complex strategies, varied asset classes, low visibility and limited liquidity.
Pension funds and asset managers‘ risk is driven by their investors’ risk appetite. Therefore, those institutions face a unique challenge: being able to integrate Risk Management and Asset and Liabilities Management (ALM).
Large international banks have to address more and more complex challenges due to the increasing complexity of the instruments traded by F/0. They have to adapt continuously and build a flexible risk management framework.
Whatever the challenges faced by your financial institution, the appropriate choice of risk measures is essential.