Asian institutional investors are the prime target for established hedge funds seeking capital in the region but need to meet stringent transparency, liquidity and operational risk criteria.
Tail risk events, sometimes depicted as black swans, are more prevalent than first thought and certainly more painful. Hedge funds managers are finding ways to protect portfolios against such events.
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
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Highly commended: Best performing emerging markets fund of hedge funds
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.