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Risk Management

  • Aim to dynamically hedge all non-credit story related risks.
  • Daily focus on factors affecting individual credits in the book including liquidity, time to exit, market news and price movements.
  • Top down approach in portfolio construction and liquidity limits, constructed to adapt to market scenario.
  • Independent Head of Risk Management - COO.
  • Internal portfolio limits cover geography, ratings, leverage, position and industry concentrations, and liquidity.