Ensuring Hedge Fund Compliance While Achieving Optimization
TS Imagine in conjunction with AIMA APAC invites you to join our FMB webinar on:
January 12, 2021
8:30 Hong Kong / China
In this session, we will explore the topic of Hedge Fund compliance and explain how hedge fund managers can ensure complete compliance with regulations while achieving full optimization of their portfolios. Specifically, we will discuss how funds can achieve real time, multi-dimensional, pre-trade and post-trade compliance checks ranging from transaction-based to holding-based and even risk-based compliance rules.
Michael Bugel, Managing Director & Co-Head of APAC, AIMA
HVaR, By Dr Lance Smith, Chief Strategy Officer, TS Imagine Historical VaR (HVaR) has become a standard measurement of risk, in which a current portfolio is subjected to the market conditions of a prior day and the resulting P&L is recorded. Read entire article here.
HVaR assumes that present market dynamics are captured in past behavior so what should we do when the world changes? Since Russia's invasion of Ukraine, commodity markets have entered new trading patterns and Lance Smith, TS Imagine Chief Strategy Officer explains some of the tools that can be used to help HVaR without disturbing other risk factors.