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Vol 21 No 9 Sept/Oct 2016

Book of the Month

Cover of Goode on Commercial Law

Goode on Commercial Law

Edited by: Ewan McKendrick
Price: £170.00

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Risk Management Under UCITS III/IV: New Challenges for the Fund Industry

ISBN13: 9781848212107
Previous Edition ISBN: 1905209622
Published: March 2010
Publisher: ISTE
Country of Publication: UK
Format: Hardback
Price: £110.00

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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 reading for anyone trying to fully understand and comply with UCITS III/IV requirements.

Banking and Finance
Part 1: What you have to know about UCITS to UCITS III
2. Risk management history: from banks to the asset management industry.
3. Definition of the Value-at-Risk (VaR).
Part 2: UCITS risk management
4. UCITS III risk management process and taxonomy of risks.
5. Risk management organization.
6. Financial derivative instruments and UCITS.
7. Global exposure and leverage.
8. Stress testing.
9. Backtesting.
10. Counterparty and issuer risk, concentration limits and appropriate cover.
11. Liquidity risk.
12. Other risk indicators that can be used in the risk management process.