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Tail Risk Hedging
Radio Feature 66: Vineer Bhansali in conversation with Sona Blessing
 
Wednesday, February 06, 2013

radio Vineer Bhansali is managing director and portfolio manager, head of quantitative investment portfolios and a member of the asset allocation committee at PIMCO. In this radio feature he shares why it pays to be countercyclical in the context of tail risk hedging; the trade-off between the cost of protection and securing returns; instruments in the tool box that can be set up as hedges against for e.g. political risk...

 Download this feature as MP3 (9.32 MB)

 
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Tail Risk Hedging

Duration: 10:11 

 

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  • Q1 - Why do you believe it pays to be countercyclical in the context of tail risk hedging?

    Duration: 01:19 


  • Q2 - What sort of tools and instruments could be used to hedge given the current market scenario?

    Duration: 01:59 


  • Q3 - Isn’t it a challenge, cost wise, particularly when markets are whipsawing; in "risk-on", "risk-off" mode?

    Duration: 02:19 


  • Q4 - You view risk through a different lens. Could you elaborate?

    Duration: 03:16 


  • Q5 - Does your "New Approach" optimise the ability to gain returns at lower costs?

    Duration: 01:19 



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