FoHFs see limited diversification benefits
Crop of the props
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
More Hedge funds articles
UK FSA's Hedge Fund survey and Hedge Fund as Counterparty survey find systemic risk low, but it does offer limited warnings
Market-damaging behaviour should be controlled, but separation or elimination of high-frequency trading would be damaging to the market’s equilibrium, ClientKnowledge argues in research published ...
Gateway to Asia
When Stanley Fink decided to come out of retirement after only a couple of months, few were surprised. The man who was one of the dominating characters of the hedge fund industry commands respect.
A conventional play
Panellists at Risk Europe, held in early April in Brussels, claim banks are demanding much higher levels of collateral from hedge funds today, reducing a source of systemic risk
A selection of videos from the Risk Europe 2011 conference on April 5 & 6 in Brussels, Belgium
New York SEC director says two managers “violated the most fundamental duties of an investment adviser"
Stephen Diggle, co-founder of defunct Singapore hedge fund Artradis, which closed after incurring losses of $700 million, will re-launch an Asian long volatility fund under his new vehicle Vulpes In...
Artradis was one of Asia’s most successful hedge funds until it hit difficulties in 2009 and 2010 that resulted in losses of $700 million and culminated in its closure in late February. But the fu...
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.