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 issue...
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