Pensions see value in hedge funds despite Calpers's exit
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Pension funds articles
Asness, Cooperman and Robertson respond to pension giant’s hedge fund pullout
EC internal markets head says clearing system not ready for pension funds
Pension and sovereign wealth funds develop a taste for low-cost ETFs
Out-of-step central banks could give market pause for thought
Pension fund equities pullout at slowest pace since financial crisis
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
Review of overlooked sector follows £22.9 million penalty for overcharging customers
Funds cite inability to post non-cash variation margin as grounds for further relief
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.