Mastering Illiquidity
Mastering Illiquidity

Author: Thomas Meyer

Publisher: John Wiley & Sons

Published: 2013-04-18

Total Pages: 309

ISBN-13: 1119952816

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Arms investors with powerful new tools for measuring and managing the risks associated with the various illiquid asset classes With risk-free interest rates and risk premiums at record lows, many investors are turning to illiquid assets, such as real estate, private equity, infrastructure and timber, in search of superior returns and greater portfolio diversity. But as many analysts, investors and wealth managers are discovering, such investments bring with them a unique set of risks that cannot be measured by standard asset allocation models. Written by a dream team of globally renowned experts in the field, this book provides a clear, accessible overview of illiquid fund investments, focusing on what the main risks of these asset classes are and how to measure those risks in today's regulatory environment. Provides solutions for institutional investors in need of guidance in today's regulatory environment Offers detailed descriptions of risk measurement in illiquid asset classes, illustrated with real life case studies Helps you to develop reliable risk management tools while complying with the regulations designed to contain the individual and systemic risks arising from illiquid investments Features real-life case studies that capture an array of risk management scenarios you are likely to encounter

Mastering Risk
Mastering Risk

Author: James Pickford

Publisher: Financial Times/Prentice Hall

Published: 2001

Total Pages: 344

ISBN-13:

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A major challenge for today's financial industry is the development of fully integrated risk systems. This volume looks at the actual application of various models to predict levels of risk.

Liquidity, Markets and Trading in Action
Liquidity, Markets and Trading in Action

Author: Deniz Ozenbas

Publisher: Springer Nature

Published: 2022

Total Pages: 111

ISBN-13: 3030748170

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This open access book addresses four standard business school subjects: microeconomics, macroeconomics, finance and information systems as they relate to trading, liquidity, and market structure. It provides a detailed examination of the impact of trading costs and other impediments of trading that the authors call rictions It also presents an interactive simulation model of equity market trading, TraderEx, that enables students to implement trading decisions in different market scenarios and structures. Addressing these topics shines a bright light on how a real-world financial market operates, and the simulation provides students with an experiential learning opportunity that is informative and fun. Each of the chapters is designed so that it can be used as a stand-alone module in an existing economics, finance, or information science course. Instructor resources such as discussion questions, Powerpoint slides and TraderEx exercises are available online.

Mastering the Art of Asset Allocation, Chapter 1 - Essentials of Allocation Mastery
Mastering the Art of Asset Allocation, Chapter 1 - Essentials of Allocation Mastery

Author: CFA Darst, David M.

Publisher: McGraw Hill Professional

Published: 2006-09-21

Total Pages: 554

ISBN-13: 0071719539

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The following chapter comes from Mastering the Art of Asset Allocation, which focuses on the knowledge and nuances that will help you achieve asset allocation success. Asset allocation authority David Darst builds upon his bestselling The Art of Asset Allocation to explore every aspect of asset allocation from foundations through correlations, providing you with detailed techniques for understanding and implementing asset allocation in any portfolio.

Mastering Private Equity
Mastering Private Equity

Author: Claudia Zeisberger

Publisher: John Wiley & Sons

Published: 2017-08-07

Total Pages: 368

ISBN-13: 1119327970

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The definitive guide to private equity for investors and finance professionals Mastering Private Equity was written with a professional audience in mind and provides a valuable and unique reference for investors, finance professionals, students and business owners looking to engage with private equity firms or invest in private equity funds. From deal sourcing to exit, LBOs to responsible investing, operational value creation to risk management, the book systematically distils the essence of private equity into core concepts and explains in detail the dynamics of venture capital, growth equity and buyout transactions. With a foreword by Henry Kravis, Co-Chairman and Co-CEO of KKR, and special guest comments by senior PE professionals. This book combines insights from leading academics and practitioners and was carefully structured to offer: A clear and concise reference for the industry expert A step-by-step guide for students and casual observers of the industry A theoretical companion to the INSEAD case book Private Equity in Action: Case Studies from Developed and Emerging Markets Features guest comments by senior PE professionals from the firms listed below: Abraaj • Adams Street Partners • Apax Partners • Baring PE Asia • Bridgepoint • The Carlyle Group • Coller Capital • Debevoise & Plimpton LLP • FMO • Foundry Group • Freshfields Bruckhaus Deringer • General Atlantic • ILPA • Intermediate Capital Group • KKR Capstone • LPEQ • Maxeda • Navis Capital • Northleaf Capital • Oaktree Capital • Partners Group • Permira • Terra Firma

Private Equity Operational Due Diligence, + Website
Private Equity Operational Due Diligence, + Website

Author: Jason A. Scharfman

Publisher: John Wiley & Sons

Published: 2012-04-10

Total Pages: 405

ISBN-13: 111811390X

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A step-by-step guide to develop a flexible comprehensive operational due diligence program for private equity and real estate funds Addressing the unique aspects and challenges associated with performing operational due diligence review of both private equity and real estate asset classes, this essential guide provides readers with the tools to develop a flexible comprehensive operational due diligence program for private equity and real estate. It includes techniques for analyzing fund legal documents and financial statements, as well as methods for evaluating operational risks concerning valuation methodologies, pricing documentation and illiquidity concerns. Covers topics including fund legal documents and financial statement analysis techniques Includes case studies in operational fraud Companion website includes sample checklists, templates, spreadsheets, and links to laws and regulations referenced in the book Equips investors with the tools to evaluate liquidity, valuation, and documentation Also by Jason Scharfman: Hedge Fund Operational Due Diligence: Understanding the Risks Filled with case studies, this book is required reading for private equity and real estate investors, as well as fund managers and service providers, for performing due diligence on the noninvestment risks associated with private equity and real estate funds.

Measuring and Managing Liquidity Risk
Measuring and Managing Liquidity Risk

Author: Antonio Castagna

Publisher: John Wiley & Sons

Published: 2013-09-03

Total Pages: 600

ISBN-13: 1119990246

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A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.

Mastering Swaps Markets
Mastering Swaps Markets

Author: Alan McDougall

Publisher: FT Press

Published: 1999

Total Pages: 0

ISBN-13: 9780273625889

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Swaps are capital market instruments and are often used in conjunction with a borrowing or an investment. This book will be the most up-to-date practical primer in the professional markets, focusing on the techniques essential for success.