- 2022 challenges being updated…
September 2023 M T W T F S S 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
Latest Activities (Strava)
- Wietse 30km with GG & SGOn September 23, 2023 5:34 am went 29.74 km during 02:57:19 hours climbing 441.00 meters burning 2,795 calories.
- Crash & burn with GG & SGOn September 22, 2023 5:11 am went 18.69 km during 01:44:53 hours climbing 142.00 meters burning 1,677 calories.
- The creatine & air conditioner run!On September 20, 2023 5:45 am went 12.41 km during 01:09:55 hours climbing 153.00 meters burning 1,121 calories.
- Wietse 30km with GG & SG
Category Archives: Risk management
The below is copied from the SEC website. Limits on Value-at-Risk (VaR) Any appropriate VaR methodology VaR methodology adopted should account for equity price risk, interest rate risk, credit (spread) risk, (foreign) currency risk, etc. Modelling should account for non-linear … Continue reading
We usually think of volatility as the standard deviation of a series, e.g. price returns however while this applies to historic volatility (ex-post) what do we do when it comes to addressing expected volatility (ex-ante)? Three types of models: -local … Continue reading
South African Hedge Funds’ from a regulatory perspective can be split into two: QIHF – Qualified Investor Hedge Funds RIHF – Retail Investor Hedge Funds As a RIHF is more onerous we will focus on this regulation. Borrowing/Repurchases A Fund … Continue reading
The below is copied from the Financial Engineer website. Liquid Securities only 0% Exposure to Commodities 0% Exposure to Property / Real Estate 0% Exposure to Private Equity 0% Exposure to illiquid securities Risk Management VaR of a fund cannot … Continue reading
Below is a link to the article from Futuregrowth Asset Management on governance issues at South African State Owned Enterprises (SOE). From the Futuregrowth website… “… This followed a creeping sense of governance degradation at various SOEs, culminating in clear … Continue reading