The latest statistical information on top performing FoHFs and hedge funds running arbitrage, relative value, distressed debt, event driven, fixed income, global macro and long/short equity strategies
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Debt articles
Squeezing the balloon
On the hunt
This paper examines determinants of creditor recoveries from defaulted debt instruments. First, we argue that to properly measure a debt instrument's relative position in a firm's debt structure, debt...
Indian banks are in need of regulatory compliant capital instruments – but domestic investors are wary
Severe income disparity highlighted as top risk for 2013
Exchange-traded funds that give investors exposure to emerging markets debt are increasingly popular and funds denominated in local currencies are also on the rise
FSA fine for ex-JC FLowers chief executive 'does not show credible deterrence'
New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
Key question is to what extent fragmentation could affect liquidity of new instrument, says chief executive of the UK’s Debt Management Office
In conversation with...John Redwood
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.