Hedge Fund Credit Risk: How Should We Assess It?

摘要：

In this paper, we discuss how to assess the credit risk of hedge funds and how to measure hedge fund counterparty derivative exposure. We illustrate risk management with a numerical example.

关键词： Credit risk risk management hedge funds

作者: Greg Hopper

作者单位: Goldman Sachs,USA

会议类型: 国际会议

会议名称: International Symposium on Financial Engineering and Risk Management(2008年金融工程与风险管理)

会议地点: 上海

会议语种:英文

页码: 14-23

在线出版日期: 2008-06-01（万方平台首次上网日期，不代表论文的发表时间）