Sat, Aug 27, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

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)

 
Listen to the complete feature
Tail Risk Hedging

Duration: 10:11 

 

Or listen to selected sub-features
  • 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 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Strategies - The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I, Hedge funds get more pushback on terms as enthusiasm for strategy wanes[more]

    The 'Holy Grail' hedge fund strategy to handle a black swan the size of World War I From IBTImes.co.uk: To illustrate a strategic gap common to today's portfolio managers, George Sokoloff, PhD, founder and CIO at Carmot Capital, proposes an interesting thought experiment – a breakdown of

  2. Institutional investors - Investors set to increase allocation to private debt, With investment income key, Richmond retirement system faces funding challenges[more]

    Investors set to increase allocation to private debt Investors are set to increase their allocation to private debt, with 60% revealing they believe the private debt market will grow over the next 12 months, according to a new study by Elian, a leading funds services provider. 41%

  3. Investing - Hedge funds snap up banks, unload Apple, Some of hedge funds' favorite stocks are finally starting to beat the market, Einhorn's Greenlight shifts positions, Treasury yield climbs to two-month high as Fischer joins hawks, 9 stocks smart investors put their money in last quarter[more]

    Hedge funds snap up banks, unload Apple From Barrons.com: Prominent hedge funds have a newfound love of big banks, and some have a distaste for shares of Apple, regulatory filings released last week show. The filings suggest that the funds have been pivoting their portfolios in recent mon

  4. Chesapeake energy seeks $1 billion loan to refinance debt[more]

    From Bloomberg.com: Chesapeake Energy Corp. is seeking a $1 billion loan as the company battered by cratering fuel prices and credit downgrades takes a step to address its $9 billion debt load. The natural gas producer hired Goldman Sachs Group Inc., Citigroup Inc. and Mitsubishi UFJ Financial Group

  5. Institutions - Nordic pension funds magnify focus on unlisted and direct investing, building up teams[more]

    From IPE.com: As bond yields remain at low or negative levels, pension funds and other institutional investors in the Nordic region are stepping up efforts to find higher returns by adding more unlisted investments to portfolios and are expanding in-house teams in order to do this, according to new