Up next
- 2022 challenges being updated…
November 2024 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)
- #16, ☕️ run with SGOn November 11, 2024 5:29 am went 9.23 km during 00:51:14 hours climbing 80.00 meters burning 826 calories.
- #15, CMC Pack run with SG & TROn November 10, 2024 6:02 am went 10.05 km during 00:58:10 hours climbing 125.00 meters burning 899 calories.
- #14, up Platteklip & down Kasteelpoort with TROn November 9, 2024 5:40 am went 14.80 km during 02:40:13 hours climbing 1,205.00 meters burning 1,821 calories.
- #16, ☕️ run with SG
Archives
Meta
Category Archives: Risk management
Rule 18f-4 (SEC, Use of Derivatives)
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
Posted in Risk management
Leave a comment
Understanding Volatility
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
Posted in Risk management
Leave a comment
South African Hedge Fund (BN52) Guidelines
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
Posted in Risk management
Leave a comment
UCITS Guidelines
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
Posted in Risk management
Leave a comment
Futuregrowth’s SOE Governance Unmasked article
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
Posted in Risk management
Leave a comment