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 Features/Hedge Funds articles
What they say about Ucits
Bowing to investor demand
Paul Ruddock, co-founder and CEO of Lansdowne Partners, the London-based hedge fund with $16 billion of assets under management, talks to Hedge Funds Review about the industry and its future.
Kathryn Graham, director of BT Pension Scheme Management, the $56.8 billion pensions advisory arm of BTPSM, the largest pension fund in the UK, gives her views of the hedge fund industry.
Doubts, chaos and little alpha
Is the long/short equity strategy too crowded?
Back in fashion
Rearranging deck chairs
Weathering the storm
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.