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|a 961589667
|a 962697595
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|a 2874961728
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|a 9782874961724
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|a (OCoLC)868914849
|z (OCoLC)961589667
|z (OCoLC)962697595
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|a HG6024.A3
|b M85 2013eb
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|a 332.6094
|2 23
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| 049 |
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|a UAMI
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|a Müller, Charles.
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|a Practical guide to UCITS funds and their risk management /
|c Charles Muller, Alain Ruttiens.
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| 264 |
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1 |
|a Liège, Belgium :
|b EdiPro,
|c [2013]
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| 264 |
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|c ©2013
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| 300 |
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|a 1 online resource (146 pages) :
|b illustrations
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 504 |
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|a Includes bibliographical references and index.
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|a Online resource; title from PDF title page (ebrary, viewed December 13, 2013).
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|a Introduction; FIRST Part -- The UCITS directives; Chapter I. UCITS -- a short history; Chapter II. Key Statistics; II. 1 Global and European key figures; II. 2 Luxembourg key figures; Chapter III. The legal set-up; III. 1 Law-making process (EU Directives and national implementation; III. 2 Legal types of funds; III. 3 Permitted activities; III. 3.1 Eligible assets; III. 3.2 Investment restrictions and limits; III. 3.3 Efficient Portfolio Management (EPM) Techniques; III. 4 Structuring; III. 5 Key parties involved in the operations of UCITS funds; III. 5.1 Promoter.
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|a III.5.2 UCITS Management CompanyIII.5.3 Investment Manager; III.5.4 Distributor; III.5.5 Depositary; III.5.6 Fund Administrator and Transfer Agent (Central Administrator); III.5.7 The 'Réviseur d'Entreprises' (Independent Auditor); III.5.8 Types of Funds; Chapter IV. Investor information and protection; IV.1 The KIID; IV.2 Annual report and semi-annual report; Supervision and other "airbags"; Chapter V. Confidentiality and anti-money laundering; Chapter VI. Taxation; VI.1 Financial Transaction Tax (FTT); VI.2 FATCA; Chapter VII. Non-UCITS funds and level playing field; VII.1 AIFMD.
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|a VII. 2 Venture Capital Funds and Social Entrepreneurship FundsGlossary; Literature; SECOND Part -- UCITS risk measurement guidelines; Chapter I. General; I.1 Market risk; I.2 Credit risk; I.3 Liquidity risk; I.4 Operational risk; Chapter II. Comments on the CESR guidelines; Guidelines; 1. Definition and scope of Global Exposure; 2. Calculation of Global Exposure using the Commitment Approach; 2.1 Conversion Methodologies; 2.1.1 Standard Derivatives -- Embedded Derivatives and Non-Standard Derivatives.
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|a 2.1.2 Types of financial derivative instruments which may be excluded from the global exposure calculation2.1.3 Netting and Hedging; 2.1.4 Efficient Portfolio Management Techniques; 3. Calculation of Global Exposure using the Value at Risk (VaR) Approach; 3.1 General Principles and general requirement; 3.2 VaR Approaches -- Relative VaR and Absolute VaR -- The Choice; 3.3 Relative VaR approach; 3.4 Absolute VaR approach; 3.5 Minimum requirements for VaR approach; 3.6 VaR approach: Quantitative requirements; 3.6.1 Calculation Standards; 3.6.2 Risk Coverage.
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|a 3.6.3 Completeness and accuracy of the risk assessment3.6.4 Back Testing; 3.6.5 Stress testing; 3.7 VaR approach: Qualitative requirements; 3.8 VaR: Additional safeguards and disclosure; 3.8.1 Additional safeguards; 3.8.2 Disclosure; 4. OTC Counterparty Risk Exposure; 4.1 Collateral; 4.2 Counterparty/issuer Concentration; 5. Cover rules for transactions in Financial Derivative Instruments; 6. Glossary of Terms; Bibliography.
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 650 |
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|a Swaps (Finance)
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| 650 |
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|a Securities.
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| 650 |
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|a Risk management.
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| 650 |
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|a Risk Management
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| 650 |
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6 |
|a Swaps (Finances)
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| 650 |
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|a Gestion du risque.
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| 650 |
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|a risk management.
|2 aat
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| 650 |
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|a Risk management
|2 fast
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| 650 |
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|a Securities
|2 fast
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| 650 |
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|a Swaps (Finance)
|2 fast
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| 700 |
1 |
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|a Ruttiens, Alain
|q (Alain H.)
|1 https://id.oclc.org/worldcat/entity/E39PCjKrbpyjQYB7TjKwkvkx6q
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| 758 |
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|i has work:
|a A practical guide to UCITS funds and their risk management (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCYKyHyC4VKjTBWX4bTJwfq
|4 https://id.oclc.org/worldcat/ontology/hasWork
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| 856 |
4 |
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|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3155075
|z Texto completo
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| 936 |
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|a BATCHLOAD
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| 938 |
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|a ebrary
|b EBRY
|n ebr10805185
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| 994 |
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|a 92
|b IZTAP
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