Cheyne Capital Management
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
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 highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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A wider universe of clearing members could help reduce risk, say buy-side representatives – who add they would consider joining
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 o...
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.