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
But bank deleveraging problem loans creates opportunities
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Deer Park, Pyrrho, PSAM, TSAF and Venor tell their stories
But strategy among highest returns this year
Mena funds outperform EM peers
Alternative Ucits performance lags hedge fund gains
Walks and talks like a multi-strat
13th Annual European Single Manager Awards 2013
13th Annual European Single Manager Awards
John Paulson gets back to his roots as an event driven investor and finds profits in mergers and restructurings in the first quarter while his big bet on gold as a hedge against inflation fails to win
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.