| Title | 130/30 funds: operational requirements |
| Description | It is generally accepted that derivatives represent a whole new world of operational complexity. But many asset managers have a long way to go to put their ‘houses’ in order. Unless they have very sophisticated operations, each new financial instrument will pose a fresh set of challenges and these will present themselves as new processes (many of which are unfamiliar and risky to carry out for most [vanilla] asset management operations). In this seminar, Dr. Chris Sier will examine the gearing options for 130/30 funds before exploring issues surrounding physical and synthetic shorting. In more detail, he will cover the following:
Introduction
Synthetic shorting and the use of derivatives
Derivative operating model options
Conclusions |
| Date | 04/11/2008 |
| Time | 12:00 - 13:30 (a sandwich lunch will be served from 12:00 – 12:30) |
| Venue | Securities & Investment Institute, 8 Eastcheap, London EC3M 1AE |
