At least 30% of hedge funds have poor risk management that makes them "disasters waiting to happen", according to a report from consultancy Deloitte & Touche.
Solent Capital Partners has won plaudits - and investors - for managing collateralised debt obligations, and also for its credit-based hedge fund product, reports Solomon Teague
Compliance with regulations such as Sarbanes-Oxley and Mifid is putting an increasing burden on energy-trading firms. Roderick Bruce looks at ways of overcoming the latest regulatory hurdles
tete à tete: ucits iii
High profile losses such as those at hedge fund Amaranth last year had people questioning risk management tools, particularly value-at-risk. But Chris Schlegel and Andrew Kosnaski believe VAR would have given adequate signals to traders in the volatile...
In the next article of his VAR series, Brett Humphreys discusses more advanced methods for estimating volatility.
Der Neueste Stand. Kreditportfoliorisiken
Implementation of enterprise-wide VAR models in the 1990s was an important risk management advance, but it's time to rethink some fundamental aspects of how they were designed, argues David Rowe