Risk management under UCITS III/IV : a new challenge for the fund industry /
Szylar, Christian.
London : ISTE ; Hoboken, NJ : Wiley,
c2010.
Includes bibliographical references and index.
UCITS to UCITS III -- Risk management history : from banks to the asset management industry -- Definition of the value-at-risk -- UCITS III risk management process and taxonomy of risks -- Risk management organization -- Financial derivative instruments and UCITS -- Global exposure and leverage -- Stress testing -- Backtesting -- Counterparty and issuer risks, concentration limits and appropriate cover -- Liquidity risk -- Other risk indicators that can be used in the risk management process.
Swaps (Finance)
Derivative securities.
Risk management.