BARBADIAN MUTUAL FUNDS AND VaR: JUST HOW MUCH CAN YOU LOSE

Author(s): LOWE, SHANE; (2012)

Created 23 Jul, 2012
Categories Working Papers
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The financial crisis of 2007/2008 has seen a marked decrease in the performance of global equity and sovereign bond markets, thereby increasing the market and credit risks associated with these types of securities. Domestic mutual funds have not gone unaffected, as many of them hold investment portfolios spanning Barbadian, Caribbean and international financial markets. However, much attention is not paid to these securities, many of which have some exposure to international events. Hence, this paper undertakes an assessment of the risks facing these portfolios, with the aim of providing greater insight to investors, asset managers, analysts and regulators as to whether local mutual funds provide adequate returns and buffers for the Barbadian investor.

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