GARP Economic Capital Workshop and Asia Pacific Convention
November 19 - 20, 2008 Hong Kong
October 28 - 29, 2008 New York, NY
Operational Risk Red Flags: Lessons Learned from Ten Hedge Fund Blow-ups
This paper examines the lessons learned and ten specific 'red flags' that can be extracted from a case study analysis of recent hedge fund blow-ups, with emphasis on the Amaranth Advisors loss event.
