kaal:claim:2748096-040

The most useful product of the post-crisis empirical literature for regulators is a set of methodologies for evaluating hedge fund systemic risk and prescribing remedies, especially methodologies addressing the counterparty credit measures of hedge funds and their prime brokers.

Source quote, verbatim

The extensive results of the post-crisis empirical studies provide regulators with an abundance of methodologies to evaluate the extent of these risks and to prescribe potential remedies, especially regarding the counterparty credit measures of hedge funds and their prime brokers.

From

Wulf A. Kaal, Timothy A. Krause, Hedge Funds and Systemic Risk (2016), SUMMARY AND CONCLUSIONS, p. 20
https://ssrn.com/abstract=2748096 · source PDF

Cite as

Wulf A. Kaal, Timothy A. Krause, Hedge Funds and Systemic Risk (2016). SSRN: https://ssrn.com/abstract=2748096

Holds when

directed at regulators evaluating hedge fund systemic risk

Classification

designsupport: arguedresearch-methodssystemic-riskrisk-and-incentives

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