Segmentation expected between providers serving large versus emerging managers
Focus needs to be on reacting, not stopping every threat
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.
More Private equity articles
Sponsored interview: Societe Generale
Parallel fund structures given the go-ahead by the US
Insurers are set to plough billions into private equity assets over the coming years. After companies recoiled from investing in the sector in the wake of the 2007–08 financial crisis, they are now funnelling...
Insurers are rethinking their investment strategies and beginning to increase their exposure to private equity. Some are even looking at it from an asset-liability management perspective.
Hedge fund lawyer Timothy Spangler offers a comprehensive guide to the what, why and how of hedge funds and private equity for the uninitiated in his debut book, One Step Ahead, published in September
Preparations must be made before AIFM Directive implemented on July 22, 2013
The past couple of months have seen six established hedge funds sell minority stakes to large fund managers, including Neuberger Berman and GAM
Private equity fund Dyal Capital Partners has made its fifth hedge fund investment with the purchase of a minority stake in MKP, a hedge fund manager specialising in global macro and credit strategi...
Will reduce capital charge by at least 75%, inter-dealer broker claims
Private Equity Fund Administrator of the Year: JP Morgan
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.