HedgePlatform Case Study: State of Wisconsin Investment Board

When assessing risk in hedge fund portfolios, many asset owners and investment consultants rely on a mixture of historical returns, investor letters and 13F filings. Most market participants understand the limitations of these various approaches. Please join us for a webinar featuring State of Wisconsin Investment Board (SWIB)’s experience using MSCI’s HedgePlaform.

SWIB and MSCI believe the best risk management policy is to monitor hedge fund investments based on the actual positions. SWIB employs an MSCI hedge fund transparency service called HedgePlatform, which collects full holdings files from fund administrators for over 1,400 hedge funds on a monthly basis, with 85% of these funds delivered to investors in less than 30 days from month end. Through HedgePlatform, participating hedge funds provide their investors with more transparent information about their portfolios.

AGENDA TOPICS
• HedgePlatform
   - An Introduction to Holdings Based Risk
     Analysis on over 1,400 Hedge Funds

• SWIB: Leveraging HedgePlatform in the Risk Management Process
   - Capturing Style Drift
   - Equity Long Short Manager Writes CDS
     Protection
   - Quantifying Return Distributions / Fat Tails
   - Trend Following Manager Shorts Equity
      Index Options
   - Barra Factor Analysis
   - Equity “Market-Neutral” Manager Exhibits
     Large Style Factor Exposure 
   - Available Tools For Holdings Based Risk
     Management