Top hedge funds from Europe recognised for outstanding performance
Swaps reforms may not apply directly to firms with non-EU offices
Vincent Craignou moves to Brevan Howard, Gavin Wells takes responsibility for CDSClear, and Thomas Poppensieker takes Deutsche risk role
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Brevan Howard articles
The amount of regulation hitting the hedge fund industry could put the brakes on development, stifling innovation and raising the barrier to entry for new managers too high, say risk managers
Risk awards 2012
Risk awards 2012
Panellists at Risk Europe, held in early April in Brussels, claim banks are demanding much higher levels of collateral from hedge funds today, reducing a source of systemic risk
A wider universe of clearing members could help reduce risk, say buy-side representatives – who add they would consider joining
Brevan Howard Asset Management has decided to restructure its Absolute Return Bond Plus Fund, a Ucits III-compliant investment, because it failed to attract enough investor interest. The move serves as...
William Allen, the Bank of England’s foreign exchange chief during ‘Black Wednesday’ in 1992, has joined a hedge fund.
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.