Return of volatility attractive for hedge funds, traders say
Market’s big beasts played a part in wild and weird October 15 volatility
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Trading houses and hedge funds said to be taking bigger positions
Pay packets up in 2014 as average hedge fund returns 3%
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Multi-strategy funds blocked from originating loans
Academics echo Bank of England complaints over incomplete data
Biggest funds also exposed to US junk corporate debt
Some accounts given more winning trades than others, says senior regulator
Lack of long track record may deter investors
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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.