HSBC's plans to establish a global prime services platform will culminate with the launch of a full international prime finance service for US hedge funds in 2014
Coming into force in July, the AIFM directive will likely to curb the freedom for prime brokers to reuse assets pledged by hedge funds for collateral, resulting in higher fees for services including...
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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Cutting counterparty risk has a price tag that might prevent smaller funds from changing their ways, experts fear
Prime brokers have focused on bolstering asset security for clients after billions of dollars of client assets were caught up in the administration of Lehman Brothers International (Europe) (LBIE).
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.