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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David Kirk, the UK Financial Conduct Authority’s chief criminal counsel, says "dubious trading activity" has fallen by 50% in three years as FCA vows to continue crackdown on hedge fund traders
The ability to infer daily performance from less frequently observed returns data can help hedge fund investors understand intra-month gains and losses
Hedge Funds Review is now accepting entries for the Americas Awards 2013. These awards recognise the top-performing hedge funds and funds of hedge funds in the US, Canada and Latin America
As more institutional investors opt for hedge funds, robust risk management is being seen as a central function needed in order to raise capital, according to a survey by Prmia and SunGard APT
Eric Pellicciaro, the former head of global rates investments at BlackRock, will manage a global macro portfolio for Mariner’s newly launched incubation fund
UAE rules have changed to exempt registration for private placement of foreign funds, overturning regulations adopted in 2012 that lengthened the process of offering hedge funds to local investors
Developed Europe-focused funds report positive gains
Hedge funds are under pressure to differentiate and explain their worth concludes a survey by SEI. Managers need to work with investors to find portfolio solutions rather than offer products
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.