The shortlist has been announced for the Custody Risk European Awards 2012
Research on how investors are protecting themselves from tail risk events shows a preference for managed futures/CTAs. There is also reluctance to use single hedge fund strategies as protection.
More Features/Hedge Funds articles
European sovereign debt, the Chinese slowdown and US fiscal cliff will contribute to a global recessionary outlook as smart money moves into MBS and high-yield/stressed US corporate credit in Q4.
Global macro funds are adapting to the reality of political uncertainty and market volatility driven by politicians, with a danger of compound short-term losses undermining medium or long-term gains.
Hedge fund managed account platforms are adapting their business models in response to institutional investor demand. Assets invested in 15 largest MAPs grew 15.9%% in the 12 months to end June 2012.
Volatility hedge funds operating in Asia have reported some spectacular losses since 2008. Despite this, there are still funds operating in the volatility arena. What strategies are working best and why is volatility so low?
As institutional investors turn to hedge funds as a solution to low yields, GAM is betting a combination of research, expertise and sophisticated risk metrics will give it a competitive advantage.
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.
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