Event driven and distressed were among the best performing hedge funds segments in 2013 with shareholder activism funds at the fore
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Luke Clancy articles
News will "come as a surprise" to market participants - and also the UK's FCA, which has misinterpreted Esma rules on its website
Quotes of the quarter
If you build it, they will come
Democrats and Republicans finding common ground on issues including swaps push-out, says senator
At Nigeria's third Capital Market Committee retreat this week, the head of the country's central securities depository reports on progress liberalising the market - and dealing with unclaimed divide...
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.