Risk due diligence
Style Based risk analysis
Comparative database system/methodology benchmarking
Comparison versus Best Practice
Risk adjusted returns
Leverage review
Stress-testing risk adjusted returns vs. alternatives
Methodologies and alternative assumptions
Provide risk transparency to investors
Evaluate correlation benefits
Market-to-Market verification
Performance verification
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Selected Assignments
Commissioned by the three major Investment banks to undertake research of risk transparency issues for investors in fund of funds versus individual hedge funds.
Provided 3rd party risk manager outsourcing services for several hedge funds and fund of funds.
Evaluated the VaR implementation and reporting to the Board of Directors for one of the largest non-US. plan sponsors.
Analyzed the style consistency of a value manager.
Designed and implemented a Value at Risk methodology and reporting process for a large hedge fund.
Conducted a multi-client study on hedge fund risk transparency.
Analyzed the risk management practices of a major Canadian bank including its hedge fund investments.
Revised the guidelines and improved the risk transparency of a fund of funds. |
