A Chinese commodity trading house is accused of securing multiple bank loans against a single stockpile of copper and aluminium, causing ructions in copper prices and a dip in trading volumes
A Banque de France and WGOR representative told the OpRisk Europe conference yesterday that co-ordination on the AMA is challenging with so many constituents involved; the capital standard was "too flexible",...
The latest statistical information on top performing FoHFs and hedge funds running arbitrage, relative value, distressed debt, event driven, fixed income, global macro and long/short equity strategies...
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As an increasing volume of crude oil is transported via North America’s railroads, market participants are growing hungry for data and market intelligence on crude-by-rail. Such insight had been in short supply, until recently. Alexander Osipovich reports...
For several years leading up to the outbreak of the financial crisis, growth in the use of arbitrage collateralized debt obligations (CDOs) was explosive. In this paper, we discuss potential sources of such arbitrage opportunities, in particular, potential...
The global financial crisis of 2007-8 illustrated the shortcomings of several modeling approaches in a dramatic fashion. Chief among these shortcomings are the bond-like pricing of tranches of collateralized debt obligations, the inadequate estimation...
BlueMountain Capital Management, winner of best arbitrage fund in the Americas Awards 2013, pulled off some of the most high-profile credit trades of 2012
Interview with Eric Hermitte, co-head of volatility and convertible bonds at Amundi AM, about the Absolute Volatility Arbitrage Plus fund, winner of best volatility hedge fund in the 2013 awards
Interview with Steve Jacobs, CEO of BTG Pactual Global Asset Management about the Global Emerging Markets & Macro Fund, winner of best global macro hedge fund in the European Single Manager Awards 2013
Eric Pellicciaro, the former head of global rates investments at BlackRock, will manage a global macro portfolio for Mariner’s newly launched incubation fund
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014