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(Anti)  Fragility
The  Madoff  Case: Quantitative  beats  qualitative!
Use  of  backtesting
Fat  tailed  models
2007-2008  Crisis
Measuring  Hedge  fund  risk
Volatility  of  low  rates
Measuring  nonlinear  risk
Yield  curve  smoothing
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Solvency  II
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Basel  III
CESR’S  GUIDELINES
Hedge  Fund  returns  &  Peak  to  valley
The  Dodd-Frank  Act
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