Focus on the future
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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Service provider rankings 2013 provide surprises
A report from the International Organization of Securities Commissions on the systemic risk posed by hedge funds lacks substance, industry participants claim
A staff report from the New York Federal Reserve argues the evidence points to hedge funds rather than dealers precipitating the post-Lehman liquidity crisis, with implications for rules on prop tra...
The shortlist has been announced for the Custody Risk European Awards 2013
Trying to get it right
Sponsored forum: AIFMD
Sponsored Q&A: Amundi Alternative Investments
Fit for investors
Return to normality
Squeezing the balloon
Performance and asset flows of securitised credit products have combined to make this group one of the most profitable for investors and hedge fund managers. But there are now signs of waning intere...
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.