# kaal:claim:2748096-040

**Claim.** 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.

**Type.** design  **Support.** argued

**Holds when.**

- directed at regulators evaluating hedge fund systemic risk

**Source quote.**

> 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, page 20

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

**Verify.** sha256 of source PDF `8f30260f2c1db728b45c4f3b9b7c64358cf9d3217277bc3c63a910c32f87b508` at https://raw.githubusercontent.com/wulfkaal/Academic-Papers/main/papers/pdf/Kaal%20and%20Krause%20-%202016%20-%20Hedge%20Funds%20and%20Systemic%20Risk.pdf

**Topics.** research-methods, systemic-risk, risk-and-incentives

**Keywords.** counterparty-credit, prime-brokers, regulatory-methodology, systemic-risk

**Canonical form.** This markdown file is the canonical hashed representation of the claim. Its sha256 is the content hash used for attestation.