Rethinking risk and return
Institutions are creating demand for Topix options, outweighing supply
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Sebi bans the newly formed local hedge fund industry from forex and commodity derivatives to curb speculation in these markets.
Triple scoring of commodities: momentum, term structure and idiosyncratic volatility
John Paulson gets back to his roots as an event driven investor and finds profits in mergers and restructurings in the first quarter while his big bet on gold as a hedge against inflation fails to win
Coming into force in July, the AIFM directive will likely to curb the freedom for prime brokers to reuse assets pledged by hedge funds for collateral, resulting in higher fees for services including...
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.