Institutional investors learn from investment bank due diligence and disclosure processes

Risk shift

risk-light

Not long ago the prime brokerage titans were often considered the gatekeepers of the hedge fund industry. Their ability to dictate terms of business were often in favour of the brokerage house and left little or no room for negotiations by hedge funds with less than $500 million in assets under management (AUM).

The argument that hedge funds posed substantial counterparty credit risk was one every banking credit analyst was indoctrinated to believe. Credit risk policy was then formulated to

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here