Fixed income arbitrage
A better option
Most hedge fund strategies had gains in August as markets were aided by announcements from the ECB and US Federal Reserve. CTAs/managed futures was the only strategy to record losses for the month.
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.
More Fixed income arbitrage articles
Ugly duckling beginning to be attractive
Market commentary: February 2012
Rules of the trade
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.