Hedge Fund Monitor
Risk Management
Hedge funds use numerous tools to mitigate counterparty risk, leverage risk, liquidity risk, market risk, and operational risk. Risk management metrics include stress tests, value at risk statistics, and portfolio management tools such as material restrictions on investor withdrawals, suspensions of investor withdrawals, and side pockets.
Hedge funds that report stress test scenarios (count)
Skip the ChartThe data are aggregated responses to SEC Form PF. Blank or null values are intentional to avoid potential disclosure of proprietary information of individual filers. Only responses from Qualifying Hedge Funds are included. See additional definitions and methodology on the SEC Form PF Data Sets page of the Hedge Fund Monitor.
Counts are based on SEC Form PF question 42. Hedge funds are asked to report the results of stress tests for any market factor (e.g., equity prices, risk-free rates, credit spreads, etc.) that they regularly consider in formal testing as part of their risk management. They are allowed to omit a response for market factors that they do not regularly consider in their formal stress testing.
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Suggested CitationOffice of Financial Research, "Hedge Fund Monitor," refreshed monthly, https://www.financialresearch.gov/hedge-fund-monitor/ (accessed ).