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eISBN : 9781119952800

Sommaire : 1 Introduction

PART I ILLIQUID INVESTMENTS AS AN ASSET CLASS
2 Illiquid Assets, Market Size and the Investor Base
3 Prudent Investing and Alternative Assets
4 Investing in Illiquid Assets through Limited Partnership Funds
5 Returns, Risk Premiums and Risk Factor Allocation
6 The Secondary Market

PART II RISK MEASUREMENT AND MODELLING
7 Illiquid Assets and Risk
8 Limited Partnership Fund Exposure to Financial Risks
9 Value-at-Risk
10 The Impact of Undrawn Commitments
11 Cash Flow Modelling
12 DistributionWaterfall
13 Modelling Qualitative Data
14 Translating Fund Grades into Quantification

PART III RISK MANAGEMENT AND ITS GOVERNANCE
15 Securitization
16 Role of the Risk Manager
17 Risk Management Policy

References
Abbreviations
Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque