“No evidence mutual funds contribute to systemic risk,” says Vanguard’s head of risk
Fixed income returns more appropriate performance metric
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.
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Hedge fund managers need to get used to compliance burden
But strategy among highest returns this year
Emerging cadre of macro investors are risk managers
Plan in documentation where any dispute should be heard
Young funds posted highest cumulative returns since 2003
Lack of hysteria does not equal complacency, says securities regulator
Hedge funds and FoHFs in North and South America encouraged to enter
Deal worth €40 million-50 million
Limited partners are liable for capital gains
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.