PANEL DISCUSSION: The capital challenge of absolute return funds - how appealing really is the risk/return profile?
- Getting to the bottom of absolute return funds: What are they really made up of?
- Calculating the capital for an absolute return strategy - how do you come up with a capital basis that is reasonable and will mean it is a worthwhile investment?
- SII and accounting challenges: How can you achieve "look through"?
- How do you track the underlying capital of such a diverse and unpredictable asset mix?
- How do you prove to the regulator that the risk management calculation is appropriate?
- How do absolute return funds fit/comply with strategic asset allocations?
- Are they for everyone?
- How are absolute return funds actually performing?
Panellists:
Adrian Hull, Senior Investment Specialist, KAMES CAPITAL
Edoardo Rulli, Partner, Falcon Money Management
Pete Drewienkiewicz, Head of Manager Research, REDINGTON
Moderator: Hugo Coelho, INSURANCEERM