Arbor City Community Foundation (B): Managing Good Fortune Harvard Case Solution & Analysis

Arbor City Community Foundation (ACCF) was average fund is created in the state of Illinois in the late 1970s, thanks to the hard work of several local families. ACCF vision was to be a comprehensive center of philanthropy in the Greater City, MI. ACCF was balance (known collectively as the "Fund"), a little less than 240 million dollars. ACCF Board of Trustees appointed a committee to monitor the investment decisions relating to the assets of the Fund. Investment Committee under the leadership of the Board, has been active risk management policy of the fund. Commission members were mainly associated with the volatility of portfolio returns and distribution. They referred to the value at risk (VaR) methodology, the measurement of risk, both short-and medium-term loss. The questions in part (A) in the case of guide students to analyze the risk inherent in a one particular asset and a portfolio ACCF. For this test, students are required to calculate daily and monthly VaR VaR values ​​and interpret the numbers in the context of risk management in the ACCF. In part (B) fund receives major donations. As a result, the risk inherent in the portfolio changes significantly. Students were asked to rate the risk of new fund portfolio and balance portfolio performance analysis. "Hide
Karl Schmedders, Russell Walker, Michael Stritch Source: Kellogg School Management 4 pages. Publication Date: November 1, 2011. Prod. #: KEL586-PDF-ENG

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Arbor City Community Foundation (B): Managing Good Fortune

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