Please join 100 Women in Hedge Funds for a discussion on portfolio risk management. As we reflect back on a heart-wrenching first quarter of 2008, where market volatility caused a number of spectacular collapses in hedge funds, not to mention banks, we ponder what best industry practices in risk management would have helped preserve capital in a tumultuous market. Our panelists come with a wealth of experience in managing various risks, both financial and business risks, in hedge funds and we look forward to their thoughts in the following areas:

* The usefulness of quantitative models, such as Value at Risk and stress testing
* Portfolio liquidity management in times of financial distress
* Investor liquidity management – risk of portfolio liquidity versus investor liquidity
* Lessons learned from the current liquidity crisis
* Best practice in managing counterparty risk
Networking and cocktails before and after session

RSVP required