CQS leads way in pushing for higher standards for hedge fund industry
Top hedge funds from Europe recognised for outstanding performance
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
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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13th Annual European Single Manager Awards 2013
A hammer to crack a nut, or a chance for everybody to win? Buy-side panellists disagree on the merits of central clearing
Tenth European Performance Awards 2010
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.