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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