Hedge Fund Operations
May 15, 2012, NYC (Location)
Registration Fee: US$895.00 Register Instructor
Many classes sell out; we suggest registering at least one week in advance to ensure availability.
Beginner/Intermediate Level, 7 CPE Credits
Instructor: Jerry O'Connell
Hours: 9:00 am - 5:00 pm; Registration/Breakfast begins at 8:30 am
Location: New York City
This informative one-day seminar explores the functions performed by the Hedge Fund Operation. We start with a review of participants and their roles, and then follow the lifecycle of a trade from the point of an order through settlement. Next we explore the activities associated with asset servicing functions. We end the day with a review of the internal controls and regulations that oversight this critical investment sector. Seminar participants will gain insight into the impact of best practices in operations, emerging trends in technology and the importance of adequate controls and operational metrics in Hedge Funds operations.
Participants
-Types of Hedge Funds
-Sell-side firms
-Administrators
-Prime Brokers
-Custodians
Portfolio Management
-Positions & Balances
-Indications of Interest
-Pricing / Valuation
-Order Management
Order – Execution – Trade
-Marketplaces
-Notice of Executions
-Order versus Executions balancing
-Average price trades
-“Done Away” trades
-Trade Allocation
Trade Matching, Allocation, Affirmation
-Confirmation / Affirmation
-Resolving exceptions
Settlement Reporting
-Exchange of Value
-Flow of Information
-Typical Problems
Asset Servicing
-Corporate Actions
-Valuation
-Reconciliation
-Tax Lot Accounting
-Reporting to Partners & Investors
Oversight
-SEC registration
-Exemption
-Offshore regulations
-Compliance Manual
Emerging Trends
-IOSCO Recommendations
-Best Practices
-Technology
-Critical Metrics