安同學
2020-10-08 10:32什么是netting risk？
所屬：CFA Level III > Alternative Investments for Portfolio Management 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Chris Lan助教
2020-10-10 14:09
該回答已被題主采納
同學你好
它的定義如下：
Conceptually, the FoF investor always faces netting risk, whereby he/she is responsible for paying performance (i.e., incentive) fees due to winning underlying funds while suffering return drag from the performance of losing underlying funds. Even if the FoF’s overall performance (aggregated across all funds) is flat or down, FoF investors must still pay incentive fees due to the managers of the winning underlying funds.
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