Due Diligence, Distress, Madoff, Stress Scenarios, and Liquidity

Free GARP FRM Part II lesson in Risk Management and Investment Management. 22 min read, ~3,331 words.

Hedge fund DD spans investment process, operations, business model, and fraud risk. Operational due diligence (ODD) catches what investment DD misses. Distress symptoms: declining cash flow, covenant breaches, rising spreads, ratings downgrades. Remedies escalate from out-of-court restructuring to Chapter 11. Madoff red flags: undisclosed strategy, three-person auditor, self-custody, suspiciously smooth...

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