Hedge Fund Credit Risk Judgment and Management

The Hedge Fund Credit Risk Judgment & Management seminar offers an effective framework for analyzing the risk of any generic or non-generic hedge fund. Participants will develop long-term perspectives on hedge fund credit risk across different hedge fund profit strategies and different hedge fund facilities.

Participants will maximize their understanding of hedge fund lending and trading opportunities within prudent credit practices. The techniques and concepts presented in this course will be useful in developing a plan for hedge fund credit exposure measurement and costing policies compatible with the culture of any particular financial organization.

13-Jun-2012 -- 13-Jun-2012StamfordUSD$1575
NY Institute of Finance - Stamford, CT9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Jack Foster; ] Wed Level: Intermediate

CPE CREDITS
7.0
Anyone who audits, reviews, monitors or extends hedge fund credit exposure
No advance preparation required.
Students will be able to:
  • Evaluate qualitative factors of hedge fund risk management and strategies
  • Rate a hedge fund's credit default risk
  • Rate hedge fund credit loss given default for different types of credit exposure
  • Integrate hedge fund credit default and loss given default ratings with other financial institution and corporate ratings
No previous hedge fund experience is required.
  • Introduction to Alternative Investments - Day
  • Derivative Credit Risk Judgment and Management
    • Course objectives, introductions
    • Background on hedge funds
    • Quantitative methodology for evaluating hedge fund credit risk
    • Jaquar fund NV
    • Group presentations
    • Long term capital management
    • Group presentations
    • Summary of key teaching points

    Clients who register for this course will receive a complimentary 4-month subscription to FT.com. The Financial Times is the world's most respected financial newspaper, providing a broad assessment on finance, business and the industrial sector. The move to the electronic version follows an ongoing review of our environmental responsibilities as a global business and as part of the Pearson group. FT.com also has features that are not available in hard copy, such as: Special Reports, Alphaville, editor blogs, education sections and much more! Subscriptions will start within 6-8 weeks of the start of class and are limited to one subscription per client. (Please note: as of May 1, 2011, the electronic subscription replaces the hard-copy 3-month Financial Times subscription.)

    Lunch is included for all students taking day classes.