Risk Management under UCITS III / IV: New Challenges for the Fund Industry

Risk Management under UCITS III/IV shows how asset managers, fund administrators, management companies and risk departments can satisfy the various financial regulators, which govern European markets, that they have adequate risk monitoring procedures in place for the funds they manage or administer. The book explains all the requirements for risk management under the new UCITS III/IV regime, as well as the universe of financial instruments which can be used by portfolio managers, and identifies their associated risks and possible mitigation strategies. It is therefore required reading for anyone trying to fully understand and comply with UCITS III/IV requirements.

About the Author

Christian Szylar is a Member at Kinetic Partners LLP and heads up Kinetic Partners' risk monitoring solution using sophisticated IT based risk engines to monitor and report on areas such as investment restrictions, liquidity, counterparty risk and VaR. Previously, he was conducting officer of RBS (Luxembourg) SA, a UCITS III Management Company as well as Managing Director of RBS Portfolio Risk Services, based in Luxembourg, where he developed a portfolio of risk management services tailored for asset managers. Christian holds a PhD in Management Science, and specialised in Finance and Corporate Strategy at MIT/Sloan School of Management. Christian is a regular speaker at many industry conferences. In addition he contributes to journals frequently, writing articles for many specialized magazines. Christian also teach in different Master degrees in University of Nancy II and Toulouse.