Top hedge funds from Europe recognised for outstanding performance
Return to normality
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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2013 winners include BlueCrest’s Leda Braga for outstanding contribution to the hedge fund industry. Others honoured include Cern Pension Fund, Winton’s David Harding as well as some big-name fu...
Man Group is looking at opportunities for acquisitions and establishing a larger presence in the US hedge fund market.
Shrinking risk, growing governance
Hedging currency bets
Betting on synergies
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.