Back in March 2012, the credit derivatives research team at London-based hedge fund CQS noticed something odd. The ninth series of Markit’s CDX North American Investment Grade index (IG 9), which references...
Traders of the lost art
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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Service Provider Rankings 2012
Buy-side firms need to begin negotiating OTC clearing documentation now or risk being forced to adopt one-size-fits-all standard templates
Investors and hedge fund managers are trying to find effective and cost-efficient ways to tackle tail risk. One way to hedge this risk is through long-dated options, because they offer convexity.
Tenax Capital fund will buy bank loans and provide debt capital to corporates
Americas Awards 2012
A decision by the SEC to invest in quantitative research is paying off, with recent enforcements in the hedge fund space a result of warnings generated by models, says SEC chief economist
Some of the biggest names in Europe's hedge fund industry were recognised for outstanding performance at the European Single Manager Awards 2012. Individuals were also honoured for their contributio...
Hubert Keller, managing partner, asset management, at Lombard Odier Investment Managers says investors are making fundamental changes in the way they approach portfolio and hedge fund allocations.
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.