Disappointing returns have raised questions about the ability of fund of hedge funds (FoHFs) to manage risk effectively in a volatile market environment. Risk management is now top of the agenda.
Volatility arbitrage funds should be able to profit through cycles. Most investors say it is about trading volatility as an asset class, directional or taking a relative value approach.
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
More Stenham articles
Hedge fund valuation is coming under more scrutiny than ever before. Kris Devasabai speaks to industry experts about best practices in this area and how the framework of the US Financial Accounting Standard Board’s classification of financial assets...
Celebrations of the eighth European Fund of Hedge Funds Awards started with a kick, as the Moulin Rouge theme of the night was captured by dancers demonstrating some of the moves that made the Paris cabaret world famous.
Views on the best performing strategies for 2010 differ. They range from the cautiously optimistic outlooks that favour quantitative market neutral strategies benefiting from price dispersion through to aggressive plays in commodities and equities.
What strategy will be the top performer in 2009?
Will investors regain confidence in hedge funds and requests for redemptions reverse?
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.