Skip to main content

The dilemmas of risk disclosure

Barry Schachter discovers that the path towards a workable structure for hedge fund quantitative risk disclosure is very narrow. Bad news for the post-LTCM lobbyists

almcover80-jpg
Public discussion about the need for greater hedge fund quantitative risk disclosure has reached a new intensity. This discussion is not new. It began in the aftermath of the Long-Term Capital Management (LTCM) crisis, and was subsequently articulated in the report of the President’s Working Group on Financial Markets, in proposed legislation introduced in the US Congress, and in the document

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Want to know what’s included in our free membership? Click here

Show password
Hide password

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here