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
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
More Cheyne capital management articles
A wider universe of clearing members could help reduce risk, say buy-side representatives – who add they would consider joining
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.
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 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...
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.
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