A Better Grasp of Non-financial Risks

The European Fund Management Industry Needs a Better Grasp of Non-financial Risks — December 2010

References

•  Aboulian, B. 2010. Brussels rejects risk indicator for Ucits. Financial Times . 13 June. •  ALFI (Association of the Luxembourg Fund Industry). 2010. Annual report 2009-2010. •  Amenc, N. 2009. Quelques réflexions sur la régulation de la gestion d’actifs pour vraiment tenir compte de la crise financière. EDHEC position paper. •  Amenc, N., P. Schoeffler, and P. Lasserre. 2010. Organisation optimale de la liquidité des fonds d’investissement. EDHEC position paper. •  Autret, F. 2009. Les gestionnaires d'actifs épinglés pour leur piètre gouvernance. L’Agefi , 2 October. •  Bank of International Settlements. 2001. Recommendations for securities settlement systems. Committee on Payment and Settlement Systems (CPSS); Technical Committee of the International Organization of Securities Commissions (known as IOSCO). •  Bank of International Settlements. 2010. Considerations for trade repositories in OTC derivatives markets - consultative report. CPSS, IOSCO. •  Berthat, F. 2009. Le Luxembourg confirme l'obligation de restitution des actifs aux dépositaires. L’Agefi . 21 January. •  CESR. 2007. CESR's guidelines concerning eligible assets for investment by UCITS. Ref: 07-044. March. • —. 2009a. CESR’s technical advice to the European Commission on the level 2 measures related to the format and content of key information document disclosures for UCITS. October. • —. 2009b. CESR’s technical advice at level 2 on risk measurement for the purposes of the calculation of UCITS’ global exposure. June. • —. 2010. Mapping of duties and liabilities of UCITS depositaries. CESR/09-175, January. • De Souza, C., and M. Smirnov. 2004. Dynamic leverage. Journal of Portfolio Management 31 (1): 25-39. • Delmas-Marsalet, J. 2005. Rapport relatif à la commercialisation des produits financiers. AMF. November. • —. 2010. Proposal (…) amending Directive 97/9/EC of the European Parliament and of the Council on investor compensation schemes. 12 July. •  European Council. 2008. Consolidated UCITS directive ref 1985L0611— EN—20.03.2008—007.001 (UCITS III). March. •  European Parliament. 2010. (…) Alternative Investment Fund Managers and amending Directives AIFMD 2003/41/EC and 2009/65/EC and Regulation (EU) No .../2010 [ESMA]. •  European Union. 2004. Corrigendum to Commission recommendation 2004/383/EC of 27 April 2004 on the use of financial derivative instruments for undertakings for collective investment in transferable securities (UCITS). April.

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An EDHEC-Risk Institute Publication

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