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 webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Fixed income arbitrage articles
Ugly duckling beginning to be attractive
Market commentary: February 2012
Rules of the trade
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.