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
Clients get a harder sell – but say they still have enough choice – as regulators circle
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Real money accounts have driven a 30% increase in sales accross the sector
Better conduct could come from proven knowledge of markets and ethics
Hedge funds need to step in, says CIO Williams
Michele Foresti officially resigns from role after failing to receive regulatory approval
Fair and Effective Markets Review highlights causes of FICC market misconduct
Sponsored video: Societe Generale
Deer Park, Pyrrho, PSAM, TSAF and Venor tell their stories
More than 75% of respondents expect dealers to pursue joint ventures
Out-of-step central banks could give market pause for thought
Ultra-high-net-worth investors ready to sink $300 million into market-making revolution
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.