SEC stress tests provide foresight of damaging scenarios and increase time to react
But typical FoHFs ‘more exposed to market risks now than in recent memory'
National regulator AIFMD validation checks said to be neither uniform nor consistent
More Luke Clancy articles
Credit player launches Ucits European vehicle and eyes '40 Act funds
But strategy also experiences net redemptions in Q1 2015 of nearly $2 billion
Net exposure should be smaller than long exposure, not larger, says academic
Vote now and provide insight for the forthcoming special report on the Americas
Industry keen to find Europe-based platforms for growing Israeli funds to use
Caymans court: question manager's authority and letter’s interaction with fund constitution
Regulators bemoan poor data quality from trade repositories impacts policy implementation
Apple and WD-40 Company liquidity remarkably similar over 10 years
Gross notional exposure to interest rate and forex derivatives on the rise
Concerns heard as repo industry considers voluntary adoption of clearing
Icma ERC continues to push for plans to improve Bridge settlement times
An even harder question to answer is when, once started, will the Fed stop?
Ceremony takes place on May 21 in Venetian style at Park Lane hotel
A round-up of views on the custodian's £126 million fine
Paper designs and tests performance of new strategy in commodity futures
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.