Training: Risk Management For Fund of Funds and Hedge Fund of Funds

Risk Shell analytics delivers numerous software tools designed for risk assessment of complex non-linear financial instruments like hedge funds of hedge fund of funds. These tools are based on the latest academic researches and the most advanced techniques in modern risk management. Furthermore, Risk Shell offers a number of propriety risk models and methodologies, perfected over almost two decades and proven by hundreds of institutional managers. To help you adopt these advanced risk management techniques, we offer tailored Risk Management programs and tutorials that cover both fundamental risk aspects and Risk Shell relevant modules and components.

Risk Management For Fund of Funds: Fundamentals

  • Using Value-at-Risk for hedge fund assessment. Tail risks and VaR derivatives: Hybrid Vaue-at-Risk, Conditional Value at-Risk and Modified Value-at-Risk.
  • Style Analysis for hedge funds - why the traditional returns-based style analysis used by Sharpe (1992) cannot be applied to hedge funds.
  • Advanced regression models: the Elastic-net, LASSO, Rigid regression, Akaike Information Criterion (AIC), and the Kalman filter.
  • Using autocorelation analysis for exposing liquid hedge fund holdings.
  • Holdings-Based Analysis, risk assessment of hedge funds and hedge fund of funds.

Risk Shell Proprietary Models: Step-by-Step Tutorials

  • Using Macroeconomic Scenario Screening™ for hedge funds and fund of funds.
  • Trend Segmentation™, an extension to hedge fund Style Analysis.
  • Introduction of FlexiRank™, a system to create user-defined fund ranking criteria.
  • Multi-statistic Peer Group Analysis, why it is superior to the traditional Box-Plot charts.