Panel session: Is risk management and transparency killing performance?
Mon Nov 5, 2012
Tackling the transparency/performance conundrum
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The simple answer to the provocative question set by the
session’s title resulted in a resounding
'no’ from the panellists. Luke Ellis, chief
executive officer and chief investment officer of FRM and a
member of the Man executive committee, said that it was not
risk management that was killing performance but not using
one’s risk budget. "But you have to agree the risk
limits with your managers in advance," he said. To manage risk
and be more efficient in the use of risk budgets one needs
transparency, but Ellis pointed out that it is a different
ISSN: 2151-1845 / CDC10004H
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