Tail Risk Hedging
Radio Feature 66: Vineer Bhansali in conversation with Sona Blessing
Wednesday, February 06, 2013
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...
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Q1 - Why do you believe it pays to be countercyclical in the context of tail risk hedging?
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Q2 - What sort of tools and instruments could be used to hedge given the current market scenario?
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Q3 - Isn’t it a challenge, cost wise, particularly when markets are whipsawing; in "risk-on", "risk-off" mode?
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Q4 - You view risk through a different lens. Could you elaborate?
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Q5 - Does your "New Approach" optimise the ability to gain returns at lower costs?
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