RISK MANAGEMENT

Type of Risk Risk Management Tools

 1. Market Risk
  • Stress testing
  • Value-at-risk analysis (VaR)
  • Portfolio equity risk report
  • Scenario analysis

 2. Concentration Risk
  • Portfolio position limits
  • Liquidity report

 3. Corporate/Credit Risk
  • Credit and credit profile
  • QFM
  • CGR
  • Company due diligence and on the ground investigation

 4. Strategy Risk
  • Fund's Investment restriction and investment guidelines
  • Attribution report
  • Loss limit review/ Stop loss guidelines
  • Appropriate hedging strategy, contingency planning
  • Performance statistics review