Hi, I am working on a HF Default Probability model and started with our internal historical data. Any idea how to retrieve data on the whole HF universe?Thks.Wilfried GehinRisk ManagerALTIGEFI riskmgt@altigefi.com

QuoteOriginally posted by: wgehinHi, I am working on a HF Default Probability model and started with our internal historical data. Any idea how to retrieve data on the whole HF universe?Thks.Wilfried GehinRisk ManagerALTIGEFI riskmgt@altigefi.comWhat kind of data do you need?

Hi, The contemplated historical data for defaulted Hedge Fund consist of:- Default date,- Firm-wide assets under mgt before default,- Jurisdiction,- Regulatory body (if any),- Listed / Non-Listed,- Redemption Frequency,- Investment Strategy,- Track-record (i.e. Performances prior to default + Recovery Rate).

Hi,I'd be quite happy to give you such data but they are quite difficult to find on a single (or even a couple of) websources.nevertheless FYI there's a French business school (in association with CSFB) that tracks quite well the HF industry (and which issues some index on it): http://www.edhec-risk.com/They are eventually launching a survey (http://www.edhec-risk.com/site_edhecris ... g%20Survey) which would mean that data are/will be available soon on this website.I hope that this will help you.regardsNB: I think that it is necessary to get a login to access material data on this site but it is free so...

Hello,Unfortunately, I have already contacted Edhec Risk. They are not of much help with collecting historical default data. Thks anyway.Cheers,

i am just curious, what do you want to do with the data? a cdo of hedge funds or something like this?peace

Nope. We are a hedge fund of fund boutique.

ic

HiI know it is now many years since you posted this question, but I think the relevance of it today is even more important than back in 2004. Did you by any chance find that data, because I am on a quest to find out exactly the same thing now. I am trying to model hedge fund default probability and trying to find out the data to help support my model when internally rating hedge funds according to set criteria. The weighting of my scores however should reflect reality in terms of the characteristics of hedge funds at the point of default.Problem is, this information is difficult to find.RegardsDan