News/Hedge funds
JP Morgan warns hedge funds to expect intraday margin calls
US bank may demand variation margin ‘up to seven’ times a day after Archegos default
Hedge funds seeking cheap hedges for Italian referendum
Buy side turning to Brexit-inspired hedges for political tail risk
Buy-side risk managers doubt own liquidity metrics
Risk Hedge Europe attendees say they lack formal measures of liquidity
Man AHL investors profit from artificial intelligence
Hedge fund puts clients’ money in machine learning and seed capital in deep learning
Intraday data does not improve daily VAR, research suggests
Bids to use bigger datasets give no better loss forecasts, says hedge fund
Banks pushing Eurex to allow hedge funds into cleared repo
Prime brokers proposing to guarantee the performance of clients’ trades
Liquidity adds to institutional zest for hedge fund clones
Demand is high for alternative ETFs, despite underwhelming performance
Eurex and LCH reject one-day margin regime for futures
Decision on whether to copy US rules still in the balance, says Esma
Mandatory EU clearing to start on June 21 for biggest firms
Rules on clearing of interest rate swaps enter EU's official journal
Europe edges closer to final Emir clearing timeline
Deadline could arrive in mid-June; pressure to resolve EU-US dispute grows
Omnibus accounts in favour despite higher capital charges
Operational complexity in Europe and low volumes in Asia are deterring buy-side clearers from ISAs
Irish central bank warns of swaps market shut-out
Official says current clearing capacity “will be saturated” by Emir demand
Esma's Maijoor welcomes calls for broader buy-side stress tests
Panellists at Bank of England forum urge asset managers to take more open approach
Repo stay extension raises questions for buy side
Resolution stays extended to repo and securities lending contracts
Thin liquidity makes human touch vital – credit buy-siders
Reliance on e-trading risks being 'left out in the cold' when markets dry up
US hedge fund OTC notionals grew by $1.2trn in 2013–14
Increase in notionals among US hedge funds bucks trend seen globally
Omnibus accounts offer efficiency and CSD access, say custodians
Transparency of segregated accounts often idealised, says Deutsche Bank
Buy side: central clearing 'a mess' as sell-side dialogue hits 'fever pitch'
Asset managers want to see futurisation of swaps get off the ground in Europe
Fed’s Dudley: liquidity warnings a ploy to weaken regulation
“Most arbitrage trading has simply ceased,” Goldman exec counters
Chinese clampdown on HFT may hinder new oil contract
Foreign firms may avoid Shanghai crude futures, some participants warn
Investors redeem risky China hedge fund managers
Conservative managers have become more attractive for investors