Lax due diligence and heroic top-down positions highlighted too
MAP also seeks to expand its range of CTA managers
Why invest in managers you can't meet, says awards winner
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Fees lower but flow diversification raises firm valuations
Some buy-side firms avoid illiquid underlyings over manipulation risks
Trading houses and hedge funds said to be taking bigger positions
Malta increasingly preferred domicile in Europe
Pay packets up in 2014 as average hedge fund returns 3%
Chanos also takes shot at Sotheby's at Sohn conference
Historical composite data unreliable for extrapolating returns
But advisers add little value, select large under-performing funds
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.