Die jüngsten Turbulenzen an den Finanzmärkten haben den Investoren einen Wertverfall ihrer Portfolios beschert und die Prime-Broker folglich zu einer Woge von Nachschussforderungen veranlasst. Angesichts...
In the sixth of a series of articles on hedge fund performance measurement, Edhec looks at conditional approaches that account for the non-linearity of hedge fund returns and the use of a modified version...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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The recent turmoil in the financial markets caused the value of investors' portfolios to plunge, sparking a flurry of margin calls by prime brokers. In response, some buy-side firms have started to acquire valuation systems of their own amid widespread...
While the world is in turmoil following the credit crunch, attention turns to the emerging markets for a possibly safer investment. Three experts tell Jamie Wynn-Williams which market they favour to come out on top and why
If you hoped the regulatory burden on hedge funds would ease after Phil Goldstein's taking on and winning in Bulldog's court, against the US Securities & Exchange Commission's plans to force most of the world's hedge funds to register with it, you hoped...
Even though domestic swap spreads are stretched several standard deviations above historical three- and seven-year means, these spreads exhibit a statistically viable upward trend. Nevertheless, some moderation in the 10-year spread is expected over the...
When markets got all slippery many multi-asset managers saw commodities as easy game for de-leveraging and raising redemption cash in a hurry, leading some allocators to seek a discretionary touch to their commodity portfolios, writes David Walker
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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