Cheyne capital management
Cheyne Capital continues to find opportunities and performance in five...
Cheyne has distinguished itself through a division of five investment teams each investing by specific asset classes: corporate credit, real estate debt, event driven, convertible bonds and equities.
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
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More Cheyne capital management articles
Cheyne assets disappoint in rescue auction
The auction of the first portion of assets in SIV Portfolio, formerly known as Cheyne Finance, took place this week, but the assets sold at just 44% of par value - well below analyst predictions.
Cheyne auction reflects harsh reality for SIVs
An expected restructuring of the assets of defunct structured investment vehicle (SIV) Cheyne Finance later this month underlines the harsh reality faced by many investors in the vehicles, who are likely to get little or none of their money back.
RBS to take Cheyne SIV
Royal Bank of Scotland has won exclusive rights to restructure Cheyne Finance - a structured investment vehicle (SIV) managed by Cheyne Capital Management, the London-based hedge fund and collateralised debt obligation (CDO) manager.
The CRO road
Some of the larger hedge funds have set up formal risk management functions, appointing independent chief risk officers (CROs) to oversee their business. But what role should a hedge fund CRO play, and are these appointments a precursor of wider changes...
Hedge fund panel advocates CRO function
The revelation of sizeable hedge fund losses in the structured credit market in May have prompted renewed calls from investors and regulators in the US and Europe for greater disclosure in the hedge fund sector.
Risk USA 2005: Hedge funds discuss current risk challenges
Hedge fund risk managers participating in a panel discussion at the Risk USA 2005 conference in Boston this morning said investors in hedge funds might be better protected by a larger population of fund chief risk officers (CRO), rather than increased...
Hedge funds solve the risk culture puzzle
As recent reverses amply demonstrate, risks beyond investment risk can cause even the most sophisticated hedge funds to take a battering. Navroz Patel finds out about leading managers' greatest fears, and how they are tackling thorny issues such as valuation...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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