Risk Management under UCITS III/IV
shows how asset managers, fund administrators, management companies and risk departments can satisfy the various financial regulators, which govern European markets, that they have adequate risk monitoring procedures in place for the funds they manage or administer.
The book explains all the requirements for risk management under the new UCITS III/IV regime, as well as the universe of financial instruments which can be used by portfolio managers, and identifies their associated risks and possible mitigation strategies. It is therefore required reading for anyone trying to fully understand and comply with UCITS III/IV requirements.
Keywords: introduction; part; ucits; story; focus; conclusion; risk; banks; industry; asset; history; brief; theory; portfolio; requirements; definition; valueatrisk; taxonomy