Outperformance no short-term trend, as industry has seen “fundamental changes”
More Features/Hedge Funds articles
Extra-territoriality, costs, information gaps in settlement chains are challenges
Accountants caution UK managers seeking IFRS tax arbitrage
Cat bonds, high yield, US distressed, infrastructure risky too
CCPs wary of risks as they vie to launch buy-side repo services
Hedge funds need to step in, says CIO Williams
Hedge fund activism - trends and predictions for 2015
Contingency plans to relocate US staff remain on ice
Intraday bond move sent Goldmans into ‘state of alert level two'
But advisers add little value, select large under-performing funds
Traders fear swap market will be split by 0% floor disputes
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.