Cube Finance is pleased to invite you to the webinar “Complex strategies in UCITS: compliance and risk management ».
This webcast, open to all market professionals from the fund industry, will show how to manage a UCITS fund with derivatives – futures and options – and to remain fully compliant while using portfolio management strategies usually adopted by hedge funds – the so called “complex strategies, as defined by EU applicable regulation.
Typical strategies covered:
Long / short on indices and bonds
Delta neutral with short call overlays on stock indices
Directional strategies built with options in stock indices
Buy-write strategies with purchase of stocks and sale of covered calls.
-Comparison between Commitment and VaR approach
-Compliance aspects: pre and post-trade control of regulatory limits
-Potential or real breaches of regulatory parameters -can they be resolved, and how?