Adapting to new rules and capital requirements is achievable, says Agran
Asness, Cooperman and Robertson respond to pension giant’s hedge fund pullout
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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Hedge Fund Lions’ Den continues with episode three, The Pitch. Strategis Capital Management, Laurentia Funds and Aperios Partners Investment have two minutes to impress the lions
12th Annual European Fund of Hedge Funds Awards 2013
Fit for investors
Seeking alpha generation
Emphasise the positive
Institutional investors may start pulling back from emerging market-focused hedge funds as performance figures in July show a mixed story for the sector as a whole. Flows have slowed significantly
Seeing the bigger picture
Sponsored Q&A: Amundi Alternative Investments
Positive hedge fund performance and more net inflows from investors boost assets under management to an all-time high of $2.41 trillion, according to Hedge Fund Research data
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.