Managing hedge funds’ exposure to op risks
In this first of three articles, Jean-René Giraud assesses how far hedge funds are exposed to op risks, develops an operational due diligence framework and investigates how op risks can be quantified
Hedge
funds allow investors to be exposed to different risk factors, including volatility, counterparty or liquidity risk, since this exposure is considered a source of superior returns for invested funds.Market makers receive a premium (the spread) when acting as liquidity providers in a market. When hedge funds implement trading strategies that provide liquidity to a market, part of the return
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