Quantifying hedge funds' operational risks
This final piece of three on hedge funds' operational risk investigates some areas of future development related to op risk quantification. This quantification requires an in-depth analysis of the probability and size of operational losses through various methods
It is now widely accepted that, due to their trading activities and unregulated nature, hedge funds exhibit a potentially large exposure to non-financial risks.
The objective of this series was to assess the extent to which hedge funds are exposed to operational risks, to develop a framework of what can be considered as an appropriate operational due-diligence process, and investigate how operational risks can potentially be quantified.
The first part examined the reality of hedge fund operational
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