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
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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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.
Barriers to entry
Expert predictions of delayed start date proven correct
Prime brokers speaking at Risk/Return Korea voiced concerns over the potential for regulations to strangle the country’s nascent hedge fund sector
Capital charge should better reflect real risk of underlying assets, says asset manager, as survey finds insurers are looking to increase exposure to alternative assets
Douglas Whitman illegally profited from tips on Google and Polycom, SEC says
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.