Quantifying hedge funds' operational risks


This final piece of three on hedge funds' operational risk investigates some areas of future development related to op risk quantification. This quantification requires an in-depth analysis of the probability and size of operational losses through various methods

It is now widely accepted that, due to their trading activities and unregulated nature, hedge funds exhibit a potentially large exposure to non-financial risks. The objective of this series was to assess the extent to which hedge funds

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 [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology 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: